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§
- Newton
Raphson - Newton-Raphson method with numerical differentiation