Module newton_raphson

Module newton_raphson 

Source
Expand description

Newton-Raphson method for root finding

Implements Newton-Raphson method using numerical differentiation. Provides quadratic convergence near simple roots.

§Algorithm

Given initial guess x0: x(n+1) = x(n) - f(x(n)) / f’(x(n))

§Convergence

  • Quadratic convergence near simple roots (error squares each iteration)
  • Requires good initial guess
  • May fail for multiple roots or if derivative is zero
  • Uses finite differences for derivative: f’(x) ≈ (f(x+h) - f(x))/h

Structs§

NewtonRaphson
Newton-Raphson method with numerical differentiation