Newton's method
Newton's method uses the derivative of a differentiable function to approximate its real or complex roots. For a function , the approximations are defined recursively by
To begin the recursion, an initial guess
must be chosen. Often the choice of
determines which of several possible roots is found, and in some cases the initial guess can cause the recursion to cycle or diverge instead of converging to a root.
Derivation
At each step of the recursion, we have and seek a root of
. Since all nonconstant linear functions have exactly one root, as long as
we can construct a tangent-line approximation to
and find its root as an approximation. The tangent-line approximation of
about
is
We seek the value
such that the above expression equals
; hence,
Dividing by
(as long as
),
Therefore, the desired value of
is
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