Numerical recipes

9.6 Newton-Raphson Method for Nonlinear Systems of Equations 379
Hence one step of Newton-Raphson, taking a guess x k into a new guess xk+1,
can be written as
xk+1 = xk −
P (xk)
P ′ (xk) − P (xk) � j
i=1 (xk − xi) −1
(9.5.29)
This equation, if used with i ranging over the roots already polished, will prevent a
tentative root from spuriously hopping to another one’s true root. It is an example
of so-called zero suppression as an alternative to true deflation.
Muller’s method, which was described above, can also be useful at the polishing
stage.
CITED REFERENCES AND FURTHER READING:
Acton, F.S. 1970, Numerical Methods That Work; 1990, corrected edition (Washington: Mathematical
Association of America), Chapter 7. [1]
Peters G., and Wilkinson, J.H. 1971, Journal of the Institute of Mathematics and its Applications,
vol. 8, pp. 16–35. [2]
IMSL Math/Library Users Manual (IMSL Inc., 2500 CityWest Boulevard, Houston TX 77042). [3]
Ralston, A., and Rabinowitz, P. 1978, A First Course in Numerical Analysis, 2nd ed. (New York:
McGraw-Hill), §8.9–8.13. [4]
Adams, D.A. 1967, Communications of the ACM, vol. 10, pp. 655–658. [5]
Johnson, L.W., and Riess, R.D. 1982, Numerical Analysis, 2nd ed. (Reading, MA: Addison-
Wesley), §4.4.3. [6]
Henrici, P. 1974, Applied and Computational Complex Analysis, vol. 1 (New York: Wiley).
Stoer, J., and Bulirsch, R. 1980, Introduction to Numerical Analysis (New York: Springer-Verlag),
§§5.5–5.9.
9.6 Newton-Raphson Method for Nonlinear
Systems of Equations
We make an extreme, but wholly defensible, statement: There are no good, general
methods for solving systems of more than one nonlinear equation. Furthermore,
it is not hard to see why (very likely) there never will be any good, general methods:
Consider the case of two dimensions, where we want to solve simultaneously
f(x, y) =0
g(x, y) =0
(9.6.1)
The functions f and g are two arbitrary functions, each of which has zero
contour lines that divide the (x, y) plane into regions where their respective function
is positive or negative. These zero contour boundaries are of interest to us. The
solutions that we seek are those points (if any) that are common to the zero contours
of f and g (see Figure 9.6.1). Unfortunately, the functions f and g have, in general,
no relation to each other at all! There is nothing special about a common point from
either f’s point of view, or from g’s. In order to find all common points, which are
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