[Math] Initial value of Newton Raphson Method

discrete mathematicsmathematical physicsnumerical methods

I am currently studying Newton-Raphson Method. I feel that I understand the concept of it.
Somehow, I am facing some question in my head about how to actually apply it.

The questions that I have are below
– How should I decide the first initial value?
– How should I find all the roots on x-axis?, how should I set the ranges to find them separately?

Please, let me here your expertise. I am sorry if I have tagged my question in the wrong places.
Thank you.

Best Answer

It will depend on the application. In most practical problems, you are likely to have some idea of the order of magnitude of the solution you expect to find. You take the initial value to be the best guess you have available. If you're lucky, Newton-Raphson might still work even if this initial guess is quite far from the actual solution. If you're unlucky, you can try another guess.

It sometimes helps if you can isolate the roots in intervals. If you can find $a < b$ such that one of $f(a)$ and $f(b)$ is positive and the other negative (and your function is continuous), you know that there is a solution somewhere in the interval $(a,b)$. If in addition $f$ is monotone on this interval, you know that there is only one solution there.