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Newton solver

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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.