![]() Therefore, the new estimates for and are: The components of the vector can be computed as follows: If, then it has the following form:Īssuming an initial guess of and, then the vector and the matrix have components: In addition to requiring an initial guess, the Newton-Raphson method requires evaluating the derivatives of the functions and. ![]() Use the Newton-Raphson method with to find the solution to the following nonlinear system of equations: If is invertible, then, the above system can be solved as follows: Where is an matrix, is a vector of components and is an -dimensional vector with the components. Setting, the above equation can be written in matrix form as follows: If the components of one iteration are known as:, then, the Taylor expansion of the first equation around these components is given by:Īpplying the Taylor expansion in the same manner for, we obtained the following system of linear equations with the unknowns being the components of the vector :īy setting the left hand side to zero (which is the desired value for the functions, then, the system can be written as: Assume a nonlinear system of equations of the form: The derivation of the method for nonlinear systems is very similar to the one-dimensional version in the root finding section. Many engineering software packages (especially finite element analysis software) that solve nonlinear systems of equations use the Newton-Raphson method. The Newton-Raphson method is the method of choice for solving nonlinear systems of equations. Newton-Raphson Method Newton-Raphson Method Open Educational Resources Nonlinear Systems of Equations: Derivatives Using Interpolation Functions.High-Accuracy Numerical Differentiation Formulas. ![]()
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