Newton solver

Newton's method

Newton's method is an iterative approach to find the roots of a function. The method requires the function $f(x)$, its derivative $f'(x)$ and an initial guess $x_0$.

In each iteration the approximation of the solution is improved by:

$$\begin{equation*} x_{n+1} = x_{n} - \frac{f(x_n)}{f'(x_n)} \end{equation*}$$

If the initial guess $x_0$ is close enough to the solution and $f'(x_n) \neq 0$, the method usually converges.