[Math] Using Finite Difference to compute derivative in the Newton-Raphson root finding Algorithm

numerical methods

In the Newton-Raphson method we come across the following equation:
$$x_{n+1}=x_n – \frac{f(x_n)}{f'(x_n)}$$

Can you please let me know if we can calculate the derivative term like this –
$$f'(x_n) = \frac{f(x_n) – f(x_{n-1})}{x_n-x_{n-1}}$$

Will rate of convergence of the original Newton-Raphson Method and this modified method be different? Will all set of problems solvable by the original Newton-Raphson Method be solvable by the above modified method too?

Best Answer

You have rediscovered the secant method.

The secant method a bit slower in the vicinity of the root than Newton-Raphson: its order is $1.618$ instead of $2$. However, since there is just one function evaluation per step (versus two for N-R: $f$ and $f'$), it may actually be faster. Depends on how complicated the derivative is.

Will all set of problems solvable by the original Newton-Raphson Method be solvable by the above modified method too?

This is much too broad to have an affirmative answer. Both methods converge from a vicinity of a root, if the function is reasonable. Both can fail to converge from further away. The basins of attraction of a root can be quite complicated (fractal), with tiny difference in initial position changing the outcome. Briefly: no, they are different methods, and you may find one method failing whether the other succeeds.