I understand how to find roots of a polynomial equation programmatically using Newton-Raphson method as explained here.
How to find the values of $x$ and $y$ from the simultaneous equation given below, using Newton-Raphson method.
Any body knows of any program that can do this?
I would like to extend this for three variables using three equations etc.
$\sin(3x) + \sin(3y) = 0$ (Eq-1)
$\sin(5x) + \sin(5y) = 0$ (Eq-2)
Best Answer
Newton's method is, provided an initial guess $x_0$ to $f(x)=0$, you just iterate $x_{n+1}=x_n-\frac{f(x_n)}{f'(x_n)}$. In higher dimensions, there is a straightforward analog. So in your case, define $$f\left(\left[ \begin{array}{c} x \\ y \end{array}\right]\right)=\left[\begin{array}{c} f_1(x,y) \\ f_2(x,y) \end{array}\right]=\left[\begin{array}{c} \sin(3x)+\sin(3y) \\ \sin(5x)+\sin(5y) \end{array}\right]$$
so you throw in a vector of size two and your $f$ returns a vector of size two. The derivative is simply the 2x2 Jacobian matrix here $$J=\left[\begin{array}{cc} \frac{\partial f_1}{\partial x} & \frac{\partial f_1}{\partial y} \\ \frac{\partial f_2}{\partial x} & \frac{\partial f_2}{\partial y} \end{array}\right].$$
The only thing to be careful about is that now you have vector operations. The $f'(x)$ in the denominator is equivalent to inverting the Jacobian matrix and then you have a matrix vector multiply and then a vector subtraction. So the full equation is $$\left[ \begin{array}{c} x_{n+1} \\ y_{n+1} \end{array}\right]=\left[ \begin{array}{c} x_n \\ y_n \end{array}\right]-\left[\begin{array}{cc} \frac{\partial f_1}{\partial x} & \frac{\partial f_1}{\partial y} \\ \frac{\partial f_2}{\partial x} & \frac{\partial f_2}{\partial y} \end{array}\right]^{-1}_{(x_n,y_n)}*f \left(\left[ \begin{array}{c} x_n \\ y_n \end{array}\right]\right)$$
So the Jacobian is inverted and evaluated at the point $(x_n,y_n)$ and then multiplied by $f$. Note that the matrix is being multiplied on the left. And then you can generalize this to any dimension in exactly the same manner.