Tato metoda je někdy nazývána Newton-Raphsonova.
Nechť rovnice
f(x)=0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiaacIcacaWG4bGaaiykaiabg2da9iaaicdaaaa@3B0E@
má na intervalu
I
0
=〈
a,b
〉
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamysamaaBaaaleaacaaIWaaabeaakiabg2da9maaamaabaGaamyyaiaacYcacaWGIbaacaGLPmIaayPkJaaaaa@3D1E@
viz Obr. 1 právě jeden kořen
ξ
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOVdGhaaa@37D0@
.
Předpokládáme, že pro každé
x∈〈
a,b
〉
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaiabgIGiopaaamaabaGaamyyaiaacYcacaWGIbaacaGLPmIaayPkJaaaaa@3CDB@
f
′
(x)≠0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOzayaafaGaaiikaiaadIhacaGGPaGaeyiyIKRaaGimaaaa@3BDB@
,
f
″
(x)≠0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOzayaagaGaaiikaiaadIhacaGGPaGaeyiyIKRaaGimaaaa@3BDC@
. Je-li
x
0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeiiaiaadIhadaWgaaWcbaGaaGimaaqabaaaaa@3893@
číslo z intervalu
I
0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamysamaaBaaaleaacaaIWaaabeaaaaa@37C1@
,
je tedy
f
′
(
x
0
)≠0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOzayaafaGaaiikaiaadIhadaWgaaWcbaGaaGimaaqabaGccaGGPaGaeyiyIKRaaGimaaaa@3CCB@
a platí-li mimo to
f(
x
0
)⋅
f
″
(
x
0
)>0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiaacIcacaWG4bWaaSbaaSqaaiaaicdaaeqaaOGaaiykaiabgwSixlqadAgagaGbaiaacIcacaWG4bWaaSbaaSqaaiaaicdaaeqaaOGaaiykaiabg6da+iaaicdaaaa@4288@
|
( 1
)
|
můžeme pro výpočet aproximací kořene pomocí Newtonovy metody
(metody tečen) užít jednoduchý rekurentní vztah (vycházíme z toho, že
z hodnoty první derivace funkce v určitém bodě se dá určit rovnice
tečny procházející tímto bodem):
x
k+1
=
x
k
−
f(
x
k
)
f
′
(
x
k
)
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaWGRbGaey4kaSIaaGymaaqabaGccqGH9aqpcaWG4bWaaSbaaSqaaiaadUgaaeqaaOGaeyOeI0YaaSaaaeaacaWGMbGaaiikaiaadIhadaWgaaWcbaGaam4AaaqabaGccaGGPaaabaGabmOzayaafaGaaiikaiaadIhadaWgaaWcbaGaam4AaaqabaGccaGGPaaaaaaa@46CD@
|
( 2 )
|
Newtonova metoda tečen využívá k nalezení kořene rovnice
tečny. Křivku
y =f(x)
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyEaiaabccacaqG9aGaamOzaiaacIcacaWG4bGaaiykaaaa@3BAF@
v okolí kořene (v intervalu
I
0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamysamaaBaaaleaacaaIWaaabeaaaaa@37C1@
) nahrazujeme v bodech
[
x
k
,f(
x
k
)
]
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaamWaaeaacaWG4bWaaSbaaSqaaiaadUgaaeqaaOGaaiilaiaadAgacaGGOaGaamiEamaaBaaaleaacaWGRbaabeaakiaacMcaaiaawUfacaGLDbaaaaa@3F39@
tečnou. Průsečík této tečny s osou
x
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaaaa@370A@
(jeho
x
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaaaa@370A@
–ová souřadnice) je nová aproximace
kořene
x
k+1
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaWGRbGaey4kaSIaaGymaaqabaaaaa@39C3@
.
Pokud metoda konverguje, konverguje většinou rychleji než
metoda bisekce.
x
k
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaWGRbaabeaaaaa@3826@
je aproximace kořene (pro
k=0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaam4Aaiabg2da9iaaicdaaaa@38BD@
,
tj. na začátku výpočtu je to zvolená hodnota
x
0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaaIWaaabeaaaaa@37F0@
(tzv. počáteční odhad) rovnice a
x
k+1
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaWGRbGaey4kaSIaaGymaaqabaaaaa@39C3@
je následující, upřesněná, aproximace.
K zadanému číslu x0 vytváříme posloupnost:
x
1
,
x
2
,…,
x
k
,…
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaaIXaaabeaakiaacYcacaWG4bWaaSbaaSqaaiaaikdaaeqaaOGaaiilaiablAciljaacYcacaWG4bWaaSbaaSqaaiaadUgaaeqaaOGaaiilaiablAcilbaa@4111@
Členy posloupnosti vypočítáváme podle
uvedeného vzorce ( 2 ).
Newtonova metoda je zvlášť výhodná pro hledání kořenů rovnic
typu
a
n
x
n
+
a
n−1
x
n−1
+...+
a
1
x
+
a
0
=0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyyamaaBaaaleaacaWGUbaabeaakiaadIhadaahaaWcbeqaaiaad6gaaaGccqGHRaWkcaWGHbWaaSbaaSqaaiaad6gacqGHsislcaaIXaaabeaakiaadIhadaahaaWcbeqaaiaad6gacqGHsislcaaIXaaaaOGaey4kaSIaaiOlaiaac6cacaGGUaGaey4kaSIaamyyamaaBaaaleaacaaIXaaabeaakiaadIhadaahaaWcbeqaaaaakiabgUcaRiaadggadaWgaaWcbaGaaGimaaqabaGccqGH9aqpcaaIWaaaaa@4E08@
;
a
n
≠0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyyamaaBaaaleaacaWGUbaabeaakiabgcMi5kaaicdaaaa@3A9D@
,
tedy
v případech, kdy
f(x)≡P(x)
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiaacIcacaWG4bGaaiykaiabggMi6kaadcfacaGGOaGaamiEaiaacMcaaaa@3E42@
(funkce je mnohočlen). Je to proto, že
mnohočlen se výborně derivuje.
Pokud lze pro daný problém použít Newtonovu metodu (je však
např. nutno znát vztah pro první derivaci funkce), pak je to velmi vhodné,
neboť algoritmus metody je jednoduchý.
Pokud na intervalu
I
0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamysamaaBaaaleaacaaIWaaabeaaaaa@37C1@
derivace
f
′
(x)
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOzayaafaGaaiikaiaadIhacaGGPaaaaa@395A@
a
f
″
(x)
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOzayaagaGaaiikaiaadIhacaGGPaaaaa@395B@
nemění
znaménko a jsou spojité, pak je aproximace
x
k+1
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaWGRbGaey4kaSIaaGymaaqabaaaaa@39C3@
kořenu
ξ
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOVdGhaaa@37D0@
blíž než
x
k
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaWGRbaabeaaaaa@3826@
a kořen
ξ
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOVdGhaaa@37D0@
leží mezi tečnovou a tětivovou aproximací (pro
x
1
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaaIXaaabeaaaaa@37F1@
a
α
1
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaSbaaSqaaiaaigdaaeqaaaaa@3893@
je to vidět na Obr. 1).
Lze očekávat, že při každé
iteraci dojde ke zdvojnásobení počtu platných číslic. Pro odhad chyby
|
ξ−
x
n
|
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaqWaaeaacqaH+oaEcqGHsislcaWG4bWaaSbaaSqaaiaad6gaaeqaaaGccaGLhWUaayjcSdaaaa@3E05@
lze použít vzorec
|
ξ−
x
n
|≤
|
f(
x
n
)
|
m
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaqWaaeaacqaH+oaEcqGHsislcaWG4bWaaSbaaSqaaiaad6gaaeqaaaGccaGLhWUaayjcSdGaeyizIm6aaSaaaeaadaabdaqaaiaadAgacaGGOaGaamiEamaaBaaaleaacaWGUbaabeaakiaacMcaaiaawEa7caGLiWoaaeaacaWGTbaaaaaa@4848@
|
( 3
)
|
m
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyBaaaa@36FF@
je minimum hodnoty první derivace
v intervalu od počáteční aproximace ke kořeni:
m=
min
〈
a,b
〉
|f´(x)|
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyBaiabg2da9maaxababaGaciyBaiaacMgacaGGUbaaleaadaaadaqaaiaadggacaGGSaGaamOyaaGaayzkJiaawQYiaaqabaGccaGG8bGaamOzaiaacslacaGGOaGaamiEaiaacMcacaGG8baaaa@45E0@
Nevýhodou této metody je ovšem to, že nemusí konvergovat vždy.
Také kriterium použitelnosti může značně omezit oblast jejího používání:
·
funkce musí být v okolí kořene spojitá
·
funkce nesmí mít v okolí kořene nulovou
derivaci a musí být splněna podmínka:
|
f(x)
f
″
(x)
[
f
′
(x)]
2
|≤m<1
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaqWaaeaadaWcaaqaaiaadAgacaGGOaGaamiEaiaacMcaceWGMbGbayaacaGGOaGaamiEaiaacMcaaeaacaGGBbGabmOzayaafaGaaiikaiaadIhacaGGPaGaaiyxamaaCaaaleqabaGaaGOmaaaaaaaakiaawEa7caGLiWoacqGHKjYOcaWGTbGaeyipaWJaaGymaaaa@4A34@
Dále se použití této metody liší podle toho, zda je funkce
v daném intervalu konvexní, nebo konkávní. Typ funkce lze zjistit
v daném bodě pomocí hodnoty funkce a hodnoty druhé derivace.
Pro konvexní funkci platí podmínka
f´(x)>0 ∧ f´´(x)>0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiaacslacaGGOaGaamiEaiaacMcacqGH+aGpcaaIWaGaaeiiaiabgEIizlaabccacaWGMbGaaiiTaiaacslacaGGOaGaamiEaiaacMcacqGH+aGpcaaIWaaaaa@46AF@
Pro konkávní funkci platí podmínka
f´(x)<0 ∧ f´´(x)<0
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiaacslacaGGOaGaamiEaiaacMcacqGH8aapcaaIWaGaaeiiaiabgEIizlaabccacaWGMbGaaiiTaiaacslacaGGOaGaamiEaiaacMcacqGH8aapcaaIWaaaaa@46A7@
Řešení je pro konvexní i konkávní funkce stejné, pouze je
zapotřebí jinak volit výchozí bod. U konvexních funkcí je zapotřebí zvolit
výchozí bod nad očekávaným kořen a přibližovat se k němu shora. U
konkávních funkcí je třeba zvolit výchozí pod kořenem a ke kořenu se
přibližovat zdola. Princip Newtonovy metody pro konvexní funkce je znázorněn na
následujícím obrázku

Obr. 1
Na Obr. 1 je zobrazena na intervalu
I
0
=〈a,b〉
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamysamaaBaaaleaacaaIWaaabeaakiabg2da9iabgMYiHlaadggacaGGSaGaamOyaiabgQYiXdaa@3ED1@
funkce rostoucí a konvexní:
f´(x)>0 ∧ f´´(x)>0;∀x∈D
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiaacslacaGGOaGaamiEaiaacMcacqGH+aGpcaaIWaGaaeiiaiabgEIizlaabccacaWGMbGaaiiTaiaacslacaGGOaGaamiEaiaacMcacqGH+aGpcaaIWaGaai4oaiabgcGiIiaadIhacqGHiiIZcaWGebaaaa@4B88@
Platí:
f(
x
0
)
x
0
−
x
1
=
f
′
(
x
0
)
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSaaaeaacaWGMbGaaiikaiaadIhadaWgaaWcbaGaaGimaaqabaGccaGGPaaabaGaamiEamaaBaaaleaacaaIWaaabeaakiabgkHiTiaadIhadaWgaaWcbaGaaGymaaqabaaaaOGaeyypa0JabmOzayaafaGaaiikaiaadIhadaWgaaWcbaGaaGimaaqabaGccaGGPaaaaa@4459@
a odtud první tečnová aproximace:
x
1
=
x
0
−
f(
x
0
)
f
′
(
x
0
)
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaaIXaaabeaakiabg2da9iaadIhadaWgaaWcbaGaaGimaaqabaGccqGHsisldaWcaaqaaiaadAgacaGGOaGaamiEamaaBaaaleaacaaIWaaabeaakiaacMcaaeaaceWGMbGbauaacaGGOaGaamiEamaaBaaaleaacaaIWaaabeaakiaacMcaaaaaaa@4459@
Použijeme-li postup znovu
dostaneme druhou tečnovou aproximaci x2, pak třetí x2
atd. až dojdeme ke tvaru (
k+1
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaam4AaiabgUcaRiaaigdaaaa@389A@
)-ní aproximace
x
k+1
=
x
k
−
f(
x
k
)
f
′
(
x
k
)
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaBaaaleaacaWGRbGaey4kaSIaaGymaaqabaGccqGH9aqpcaWG4bWaaSbaaSqaaiaadUgaaeqaaOGaeyOeI0YaaSaaaeaacaWGMbGaaiikaiaadIhadaWgaaWcbaGaam4AaaqabaGccaGGPaaabaGabmOzayaafaGaaiikaiaadIhadaWgaaWcbaGaam4AaaqabaGccaGGPaaaaaaa@46CD@

|
Obr. 2
Posloupnost čísel
b>
x
1
>
x
2
⋯
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOyaiabg6da+iaadIhadaWgaaWcbaGaaGymaaqabaGccqGH+aGpcaWG4bWaaSbaaSqaaiaaikdaaeqaaOGaeS47IWeaaa@3ECF@
je klesající a kořen rovnice
ξ=
lim
n→∞
x
n
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOVdGNaeyypa0ZaaCbeaeaaciGGSbGaaiyAaiaac2gaaSqaaiaad6gacqGHsgIRcqGHEisPaeqaaOGaamiEamaaBaaaleaacaWGUbaabeaaaaa@4256@
|
↕
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeSyLHigaaa@37B6@
|
Obr.
3
Posloupnost čísel
a<
x
1
<
x
2
⋯
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyyaiabgYda8iaadIhadaWgaaWcbaGaaGymaaqabaGccqGH8aapcaWG4bWaaSbaaSqaaiaaikdaaeqaaOGaeS47IWeaaa@3EC6@
je rostoucí a kořen rovnice
ξ=
lim
n→∞
x
n
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOVdGNaeyypa0ZaaCbeaeaaciGGSbGaaiyAaiaac2gaaSqaaiaad6gacqGHsgIRcqGHEisPaeqaaOGaamiEamaaBaaaleaacaWGUbaabeaaaaa@4256@
|
↕
MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqipv0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeSyLHigaaa@37B6@
|

|
Obr.
4
|
Obr.
5
|
Příklad 1.
function TForm1.F(X:Extended ): Extended ;
begin
F:=exp(x)-(5/(5-x));
end;
function TForm1.F1D(X:Extended ): Extended ;
begin
F1D:=exp(x)-(5/((5-x)*(5-x)));
end;
|

|
Algoritmus:
procedure TForm1.Button1Click(Sender:
TObject);
var x0,PRESNOST,D,xi,xi1: Extended ;
n,
k:integer;
begin
x0:=StrToFloat(edit1.text);
k:=0;
n:=StrToInt (edit2.text);
PRESNOST:=StrToFloat(edit3.text);
xi:=x0;
repeat
xi1:=xi-(F(xi)/F1D(xi));
k:=k+1;
xi:=xi1;
until (abs(F(xi)) <
PRESNOST) or (k=n);
edit4.text:=FloatToStr(xi1);
edit6.text:=IntToStr(k);
Button1.Caption
:='Spočteno';
end;
Výpočet ukončujeme v případě, že je funkční hodnota menší
než zadaná přesnost (nebo se překročí zadaný počet iterací).
Alternativní podmínka ukončení:
repeat
xi_1:=xi;
xi1:=xi-(F(xi)/F1D(xi));
…
until
(abs(xi-xi_1)<PRESNOST) or (k=n);
Při zadání stejné počáteční aproximace a stejné „přesnosti“ se
provede v uvedeném příkladě o jeden krok navíc (počet iterací bude 8).