Abstract
Newton’s iteration is a fundamental tool for root-finding and numerical solutions of systems of equations. The iteration rapidly refines the initial approximation to the exact root, and in general, the convergence is quadratic. Since the method requires finding the function value and its derivative at each iteration, in some cases, it may not converge. This is because the value of the derivative gets close to zero. In this paper, we introduce a modified and stable algorithm of Newton’s iteration method that addresses this issue, reduces computational cost, and improves efficiency. In addition, we analyze the convergence properties of the modified method to demonstrate its effectiveness.
1. Introduction
Root-finding algorithms for solving the equation are ubiquitous in computational mathematics and serve as essential tools in scientific and engineering applications. Among these, Newton’s method [1,2] stands out for its simplicity and rapid quadratic convergence to the exact root. Given an initial approximation to the exact root, the classical Newton method for a nonlinear equation can be written as
In recent years, numerous variations of Newton’s method with higher-order convergence have been developed and analyzed for solving nonlinear equations. McDougall [3] modified the method with a convergence of order , whereas [4,5,6] introduced the cubic convergence method. Tang [7] proposed a two-step Broyden-like method (TS-BLM) for solving nonlinear equations. The TS-BLM first computes a quasi-Newton step, and near the solution, it adds an extra approximate step by solving a linear system using the previous Broyden-like matrix. All of these methods are predictor–corrector-type methods that require more evaluation steps of the function and its derivative at each iteration than the classical method. This might become computationally intensive and costly. However, the additional cost can be offset by the higher rate of convergence.
This motivates us to explore a simple modification of Newton’s method, as introduced in [8]. In this paper, we analyze the convergence properties of the modified method, derive the convergence criterion, and investigate the rate of convergence through several numerical examples. One key advantage of this modified method is that it eliminates the need for direct computation of derivatives at each iteration, thus reducing computational overhead and improving numerical stability.
2. Preliminary
Definition 1
([6]). A sequence of real numbers is said to converge to if
Let
denote the error at iteration k. Assume that for all sufficiently large k. The sequence has Q-order of convergence if
where , with when . The exponent p determines the convergence order, while λ is called the asymptotic error constant. More generally, if there exist constants and and a non-negative integer such that
then the sequence has Q-order at least p in the error-bound sense. For , we require . The constant is independent of the iteration index k, and indicates that the estimate holds for all sufficiently large iteration indices. This inequality does not necessarily determine the exact convergence order [6].
Definition 2
(Rate of convergence). Let converge to α, and let . The following convergence rates are considered:
- 1.
- Linear convergence: There exist and an index such thatThus, each subsequent error is bounded by a fixed fraction of the preceding error.
- 2.
- Superlinear convergence:Thus, the error reduction factor tends to zero.
- 3.
- Quadratic convergence: There exist and an index such thatThis establishes convergence of at least quadratic order. The order is exactly two if
Quadratic convergence is a particular case of superlinear convergence.
To estimate the convergence order numerically when the root is known, one may use
When is unavailable, the errors can be replaced by differences between successive iterates. Defining
gives the approximate computational order of convergence
This expression requires nonzero successive differences and a nonzero denominator. Under a regular asymptotic error law, it provides an estimate of the convergence order without requiring the exact root. The estimate should be evaluated after the initial transient iterations and before rounding errors dominate. It is a numerical indicator rather than proof of convergence order.
Consider the problem of finding a simple root of the equation,
Assume that f is twice continuously differentiable in a neighborhood of a simple root , so that and . Newton’s method is defined by
If f is twice continuously differentiable in a neighborhood of a simple root , with , then the standard Newton method defined in (4) converges with at least quadratic order for an initial approximation sufficiently close to [1,2]. We therefore focus the following analysis on the convergence properties of the proposed modified method.
3. Modified Newton Method
In this section, we assume that is differentiable and has at least one real root within some interval . Newton’s method for solving the nonlinear equation is given by
which relies on evaluating the derivative at every iteration. However, this method fails if at any iteration k, and it may be computationally expensive or impractical to evaluate the derivative at each step, particularly if no analytical expression is available.
To mitigate these issues, we adopt a modified version of Newton’s method in which the derivative is calculated once at the initial point , where , and is used throughout the iteration process. This results in the simplified iteration formula:
This approach avoids division by zero at later iterations and reduces the computational cost by requiring only one derivative evaluation, compared to classical Newton’s method, which requires one per iteration. As noted by Hunter [8], this significantly reduces the number of operations required and leads to faster evaluations when function evaluations are inexpensive but derivatives are costly.
Geometrically, the update step in this modified method corresponds to finding the zero of the line through the point , which is parallel to the tangent line to at the initial point .
Another computing advantage is that the derivative only has to be computed and inverted once at the starting point [8]. Hence, the number of function evaluations at every iteration will be reduced at least by halves compared to the classical Newton iteration or other modified methods.
4. Convergence Criterion
The following theorem (see [8]), proves the convergence of the modified Newton’s method (6).
Theorem 1.
Let be a differentiable map from an open subset U of a Banach space X into a Banach space Y, such that is Lipschitz continuous in U with Lipschitz constant C. Suppose that , Assume that is boundedly invertible, with bounded inverse , and
Define
and suppose further that the closed ball of radius δ centered at is contained in U (); that is,
Then, there is a unique solution of the equation in , and the sequence of modified Newton’s iteration defined by (6) converges to a unique solution in as .
Proof.
The modified Newton iterates are obtained from the fixed-point iteration , where
First, we show that . We may write
where
Taking the norm, we find that
where
Now, we compute the derivative of r, and use the Lipschitz condition for to obtain
Since , the mean value theorem implies that
Using this result in the norm taken above, we find that
Hence, T maps the ball into itself provided that
This inequality can be satisfied for some if
Using the definition of M and , we see that this is the condition in the theorem above. In this case, the smallest value of and for which holds is
where is the smallest root of the equation , or
Substituting and in the equation , we find that is given by
This proves that
Next, we prove that T is a contraction on . Differentiate
yield
Hence, using the definition of M and and the Lipschitz condition on , we have
It follows from that
Therefore, we have in , so from the mean value theorem
The theorem now follows the contraction mapping theorem. □
Corollary 1.
Using the proof of the above theorem, we can claim the following:
- 1.
- The convergence of the modified method is at least linear under the assumptions of the preceding theorem.
- 2.
- If, in addition, , where α is the limiting root, then the modified iteration converges with at least quadratic order.
Proof.
(1) Using
If is the exact root of the equation , we may write
where
Taking the norm, we find that
where
Since , the mean value theorem implies that
Using this result in the norm taken above, we find that
Thus, the rate of convergence is at least linear.
(2) let and . The iteration and give
The preceding theorem ensures that and belong to the closed ball . Since this ball is convex, the segment joining them also lies in the ball. The integral form of Taylor’s formula therefore gives
Consequently,
Using the additional assumption , taking norms, and applying the Lipschitz condition on , we obtain
Since M and C are independent of k, this establishes convergence with at least quadratic order. □
The assumptions , , , and in the theorem hypotheses are satisfied when is sufficiently close to a solution of at which the derivative of f is nonsingular [8].
Since the derivative remains constant across the iterations, the convergence is based on the choice of initial guess.
With , the modified Newton method algorithm (6) can be viewed as finding the fixed point of the function ; that is,
We see that and it will converge if Taking the derivative of both sides and using the convergence of the fixed-point iterative method, we need
Thus, the derivatives must have the same sign, and . To guarantee convergence from any initial point in a closed interval I, it is sufficient that and
Under these conditions, g is a contraction on I, and the iteration converges to its unique fixed point. From (7) and using the convergence of the fixed-point iteration method [1,2], we observe that the convergence of the modified method (6) depends on the choice of and will converge to the root quadratically if when x is closer to the root. However, if the tangent line of at its zero is nearly vertical, then the method may converge to the root very slowly, or even fail to converge. Moreover, for functions with repeated roots, the modified method will show a very slow convergence.
5. Numerical Results and Discussion
In this section, we evaluate and compare the performance of the proposed accelerated (modified Newton) method against the classical Newton method and the secant line method for solving nonlinear equations. All computations were performed using MATLAB 2023a on an iMac with 8 GB RAM and an Apple M1 Chip running macOS Sonoma 14.4.1. The convergence rate was estimated using Equation (2), with a tolerance of , and a maximum of 1000 iterations was used as the stopping criterion for all experiments. To reduce timing variability, each method was executed once as a warm-up, followed by 30 batches of 100 solves. For each batch, the elapsed time was measured using MATLAB’s tic and toc functions and divided by 100 to obtain the average time per solve. The reported computing time is the median of these 30 batch averages.
Table 1 summarizes the results for five test functions. The functions are listed as follows: (i) , (ii) , (iii) , (iv) and (v) . We observe that the convergence behavior of the modified method ranges from linear to quadratic, depending on the choice of initial guess . When quadratic convergence is attained, the modified method consistently outperforms the classical Newton method in terms of execution time. Although both methods require the same number of iterations in these cases, the reduced computational cost of evaluating the derivative only once gives the modified method a clear advantage.
Table 1.
Comparison of median computing time, number function evaluation () and derivative evaluations (), median computing time, residuals () and rate of convergence, () for different methods under common accuracy requirements.
In cases where the modified method converges superlinearly or linearly, it may require slightly more iterations than the classical method. However, it still often achieves faster or similar overall runtime. This efficiency is particularly noticeable in problems where derivative evaluations are costly.
These results highlight the effectiveness of the modified Newton method as a computationally efficient alternative, especially in contexts where derivative evaluations dominate the computational cost.
6. Conclusions
In this article, we analyzed a modified Newton method for solving non-linear equations, which was designed to reduce computational cost by minimizing the number of derivative evaluations. We presented a theoretical convergence analysis establishing that the method generally exhibits linear convergence but can achieve quadratic convergence under certain conditions—particularly with suitable initial guesses and sufficient smoothness of the function. These findings were supported by numerical examples.
Our computational experiments demonstrated that the modified method is often more efficient than the classical Newton method in terms of running time, even when it requires more iterations. This efficiency arises from the fact that the derivative is evaluated only once, making the method especially appealing for problems where derivative computation is expensive or analytically intractable.
Overall, the modified Newton method offers a practical and efficient alternative to the classical approach. It provides a robust performance across a variety of nonlinear problems. Future research may focus on extending this approach to systems of nonlinear equations, developing adaptive strategies for selectively updating the derivative, and applying the method to real-world problems in applied mathematics, physics, and engineering domains, where computational efficiency is critical.
Author Contributions
Conceptualization, S.A. and J.W.; methodology, S.A.; software, S.A. and J.W.; validation, S.A. and M.T.; formal analysis, S.A.; writing—original draft preparation, S.A.; writing—review and editing, M.T. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Data Availability Statement
The original contributions presented in this study are included in the article. Further inquiries can be directed to the corresponding author.
Conflicts of Interest
The authors declare no conflicts of interest.
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