Newton's finding root method - n digits accuracy












0












$begingroup$


I have read about the Newton's method in Wikipedia.



https://en.wikipedia.org/wiki/Newton%27s_method



By checking the pseudocode in the thread,
I have noticed a tolerance is defined (in that case $10^{-7}$).



and if




$|x_n-x_{n-1}|le tolerancecdot|x_n|$




is satisfied then the root is found with the same accuracy (or better) of the tolerance (7 digits in our case).



I'd appreciate if anyone could explain why is that true?



For the sake of my question, let's assume that the method converges.










share|cite|improve this question











$endgroup$

















    0












    $begingroup$


    I have read about the Newton's method in Wikipedia.



    https://en.wikipedia.org/wiki/Newton%27s_method



    By checking the pseudocode in the thread,
    I have noticed a tolerance is defined (in that case $10^{-7}$).



    and if




    $|x_n-x_{n-1}|le tolerancecdot|x_n|$




    is satisfied then the root is found with the same accuracy (or better) of the tolerance (7 digits in our case).



    I'd appreciate if anyone could explain why is that true?



    For the sake of my question, let's assume that the method converges.










    share|cite|improve this question











    $endgroup$















      0












      0








      0





      $begingroup$


      I have read about the Newton's method in Wikipedia.



      https://en.wikipedia.org/wiki/Newton%27s_method



      By checking the pseudocode in the thread,
      I have noticed a tolerance is defined (in that case $10^{-7}$).



      and if




      $|x_n-x_{n-1}|le tolerancecdot|x_n|$




      is satisfied then the root is found with the same accuracy (or better) of the tolerance (7 digits in our case).



      I'd appreciate if anyone could explain why is that true?



      For the sake of my question, let's assume that the method converges.










      share|cite|improve this question











      $endgroup$




      I have read about the Newton's method in Wikipedia.



      https://en.wikipedia.org/wiki/Newton%27s_method



      By checking the pseudocode in the thread,
      I have noticed a tolerance is defined (in that case $10^{-7}$).



      and if




      $|x_n-x_{n-1}|le tolerancecdot|x_n|$




      is satisfied then the root is found with the same accuracy (or better) of the tolerance (7 digits in our case).



      I'd appreciate if anyone could explain why is that true?



      For the sake of my question, let's assume that the method converges.







      numerical-methods roots newton-raphson






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Jan 11 at 17:22







      Um Shmum

















      asked Jan 11 at 17:06









      Um ShmumUm Shmum

      1298




      1298






















          1 Answer
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          0












          $begingroup$

          Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.



          For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Why can I assume that inequality?
            $endgroup$
            – Galush Balush
            Jan 12 at 17:29










          • $begingroup$
            Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
            $endgroup$
            – LutzL
            Jan 12 at 17:32











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          1 Answer
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          active

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          0












          $begingroup$

          Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.



          For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Why can I assume that inequality?
            $endgroup$
            – Galush Balush
            Jan 12 at 17:29










          • $begingroup$
            Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
            $endgroup$
            – LutzL
            Jan 12 at 17:32
















          0












          $begingroup$

          Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.



          For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Why can I assume that inequality?
            $endgroup$
            – Galush Balush
            Jan 12 at 17:29










          • $begingroup$
            Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
            $endgroup$
            – LutzL
            Jan 12 at 17:32














          0












          0








          0





          $begingroup$

          Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.



          For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.






          share|cite|improve this answer









          $endgroup$



          Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.



          For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Jan 11 at 22:00









          LutzLLutzL

          58k42054




          58k42054












          • $begingroup$
            Why can I assume that inequality?
            $endgroup$
            – Galush Balush
            Jan 12 at 17:29










          • $begingroup$
            Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
            $endgroup$
            – LutzL
            Jan 12 at 17:32


















          • $begingroup$
            Why can I assume that inequality?
            $endgroup$
            – Galush Balush
            Jan 12 at 17:29










          • $begingroup$
            Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
            $endgroup$
            – LutzL
            Jan 12 at 17:32
















          $begingroup$
          Why can I assume that inequality?
          $endgroup$
          – Galush Balush
          Jan 12 at 17:29




          $begingroup$
          Why can I assume that inequality?
          $endgroup$
          – Galush Balush
          Jan 12 at 17:29












          $begingroup$
          Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
          $endgroup$
          – LutzL
          Jan 12 at 17:32




          $begingroup$
          Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
          $endgroup$
          – LutzL
          Jan 12 at 17:32


















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