[Scipy-tickets] [SciPy] #1433: Using second derivative for zero finding in Newton-Raphson method

SciPy Trac scipy-tickets@scipy....
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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