What are the range of initial values using the Newton-Raphson method for #(x-9)/(x^2+1)=0# for it to converge to 9?

1 Answer
Apr 19, 2018

As of now, what we can be sure of is that for the iteraction to converge, we must have #x in (9-sqrt(82),9+sqrt(82))#.

This is necessary, but not sufficient.

Explanation:

The Newton-Raphson iteration for solving #f(x) = 0# is

#x_(n+1) = g(x_n),qquad g(x) = x-(f(x))/f^'(x)#

In this case, there is only one fixed point for the iteration, #x=9#. This simplifies the analysis somewhat (also renders the results not so interesting, in my opinion)

For #f(x) = (x-9)/(x^2+1)# some amount of algebra leads to

#g(x) = (9+27x^2-2x^3)/(1+18x-x^2)#

The successive iterates #x_1,x_2,...,x_n,... # can either come closer and closer to the fixed point #x=9#, or move further away (to either #pm oo#. To investigate which of this will occur, let us look at

#|(x_(n+1)-9)/(x_n-9)| = |(g(x_n)-9)/(x_n-9)| #

If this is smaller than 1, successive iterates will come closer and closer to 9. If larger, they will go farther and farther away.

Now

#(g(x)-9)/(x-9) = (2x(x-9))/(x^2-18x-1)#

For the iteration to converge, we need

#-1 < (g(x)-9)/(x-9) = (2x(x-9))/(x^2-18x-1) < 1#

So we need

#(2x(x-9))/(x^2-18x-1) -1<0#

or

# (x^2+1)/(x^2-18x-1)<0 implies x^2-18x-1<0#
(since #x^2+1>0#)

This implies
#(x-9)^2<82 implies 9-sqrt82< x < 9+sqrt82#

Note that if this condition fails, then the point definitely moves farther and farther off from 9 on every iteration and hence it diverges.

This is a necessary condition for convergence, but is not a necessary one!