Information Technology Reference
In-Depth Information
We will derive Newton's method for this system along the lines used in the scalar
case. But before we do that, we observe that the first equation of ( 4.145 ) implies that
x D ˛ t y 3
(4.146)
and thus the second equation reads
y t .˛ t y 3 / 3 ˇ D 0:
(4.147)
Here we note that ( 4.147 ) is a scalar equation. We can therefore solve ( 4.147 )bythe
techniques derived above. The resulting approximation y y can then be used in
( 4.146 ) to compute an approximation x x .
For the present simple 2 2 system, this is a possible approach. But keep in mind
that we are preparing for really big systems. And for such systems, this substitu-
tion technique is not always workable and leads to horrible complications and an
extremely high likelihood of errors. Therefore, we should solve ( 4.145 ) as a system.
4.6.3
Newton's Method
Our aim is now to derive Newton's method for solving the system
f.x;y/ D 0;
g.x; y/ D 0:
(4.148)
But let us start by briefly recalling the scalar derivation, where we consider the scalar
equation
p.x/ D 0;
(4.149)
and we assume that x 0 is an approximation of x
that solves ( 4.149 ). By a Taylor
series expansion, we have
p.x 0 C h/ D p.x 0 / C hp 0 .x 0 / C
.h 2 /:
(4.150)
O
Since we want h to be such that p.x 0 C h/ 0, we can define h to be the solution
of the linear equation
p.x 0 / C hp 0 .x 0 / D 0;
(4.151)
and thus
h D p.x 0 /=p 0 .x 0 /:
(4.152)
Search WWH ::




Custom Search