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Spring 2001

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Newton's Method Article by Paul Gartside


Finding roots of polynomials is an ancient problem, going back to the Sumerians. The Newton-Raphson method of finding approximate zeros of a function proceeds as follows...

Let $f$ be a differentiable function with a zero at $r$, and suppose $x_1$ is a starting estimate of $r$. Then the line tangent to the graph of $f$ at $(x_1,f(x_1))$ has the equation $y = f(x_1) + f'(x_1) (x-x_1)$. We may suppose that the zero of $f$, which is $r$, and the zero of the preceding equation, which is $x_2 = x_1 - f(x_1)/f'(x_1)$, would be closer than $r$ and our original estimate, $x_1$. From $x_2$ we can find a still better estimate by defining $x_3 = x_2 - f(x_2)/f'(x_2)$ $\ldots$ and so on. (See the diagram.)

Under certain assumptions, this is indeed what happens. Even for functions in a complex variable. However, the dynamics of the Newton method is a complex matter. For example, even for cubic polynmials there may be open sets of initial points which do not lead to iterations converging to a root, but instead to an attracting cycle of length greater than one.

So we are lead to consider the following question:

Is there a finite (small and constructible) set of initial values which we can be sure will converge to all of the roots of a polynomial?

The answer - yes - comes from a recent paper, How to find all roots of a complex polynomial by Newton's method by J. Hubbard, D. Schleicher and S. Sutherland.

Theorem. For every $d \ge 2$ there is a set $S_d$ consisting of at most $1.11 d \log^2 d$ points in $\mathbb{C}$ with the property that for every polynomial $p \in \mathcal{P}_d$ and each of its roots, there is a point $s \in S_d$ such that the iteration associated by Newton's method with $s$ converges to the chosen root.

The idea of the proof can be seen from diagram 1. The diagram shows the Julia set of a polynomial of degree $50$. Each point in this square in the complex plane is colour-coded according to which root the Newton method iteration converges to (call points with the same colour, the basin of the root). The roots are shown by the red dots. There are $47$ roots near the unit circle, and three more much closer to $0$.

Key is the fact that each basin has channels which extend all the way out to infinity. Then it can be shown that there is a lower bound on the width of one channel for each root. Thus we can choose $S_d$ to be a ring of points on the unit disc sufficiently close together that at least one will fall into each channel.



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