[Scipy-tickets] [SciPy] #1433: Using second derivative for zero finding in Newton-Raphson method
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Mon May 2 02:13:44 CDT 2011
#1433: Using second derivative for zero finding in Newton-Raphson method
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Reporter: seppwerk | Owner: somebody
Type: enhancement | Status: new
Priority: normal | Milestone: Unscheduled
Component: scipy.optimize | Version: none
Keywords: zeros, Newton-Raphson method |
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Hi,
for my own work, I implemented the use of the second derivative in the
Newton-Raphson-Method. This reduced the number of NR-steps on average more
than one third.
This might be pretty useful, if the calculation of the function is very
expensive (i.e. in case of having a PDE system) and the derivatives are
very cheap (i.e. because of AD-Tools are used anyway).
I attached the code to this ticket, as well as some slides with some
explaining formulas and diagrams.
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Ticket URL: <http://projects.scipy.org/scipy/ticket/1433>
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