Pathological Functions for Newton's Method
In the solution of equations by numerical methods, a commonly used stopping criterion is (1) \(|x_{n + 1} - x_n|< \varepsilon\), where \(x_n\) is the \(n\)th term of the sequence generated by the method, and \(\varepsilon > 0\) is the tolerance. However in general, criterion (1) can fail: there exist sequences (e.g., the partial sums of the harmonic series) for which (1) is true but which nonetheless diverge. We derive two functions, which exhibit this ``false convergence phenomenon. The first of these has no real root, but nevertheless generates a sequence under Newton's method for which (1) is satisfied for any \(\varepsilon\), namely, \(\{\sqrt {u_n}\}\) where \(u_n \in \mathbb{R}\), \(u_{n + 1} = u_n + 1\), and \(n = 0,1, \dots\) Although this sequence satisfies (1), it obviously does not converge. The second function, like the first one, appears to converge where there are no roots, but it has a real root, to which Newton's method will never converge.
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- Fooling Newton's method as much as one can
- No Fooling! Newton's Method Can Be Fooled
- On the nonpathological behavior of Newton’s method
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