- #1
Wingeer
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Homework Statement
"The goal of this task is to check that you understood the derivation of Newton’s method in the lecture.
1. Consider a smooth function G defined from [tex]\mathbb{R}^N[/tex] to [tex]\mathbb{R}^N[/tex]. Suppose it admits a fixed point [tex]r \in \mathbb{R}^N[/tex]. Write down the Taylor development of this function at the point r.
2. Consider now a function F also defined from [tex]\mathbb{R}^N[/tex] to [tex]\mathbb{R}^N[/tex]. Define a function G as:
[tex]G(x) = x + H(x)\cdot F(x)[/tex] (1)
where [tex]H(x)[/tex] is now a matrix depending on x, and [tex]\cdot[/tex] denotes the matrix vector multiplication. Check that if r is a root of F (i.e., F(r) = 0), then r is also a fixed point of G.
3. G'(r) denotes the Jacobian of G at the point r. Suppose that r is a root of F, and that G takes the form (1). Write down the condition G'(r) = 0 and deduce a formula for H(r).
4. What is a natural choice of the matrix H that leads to the vector Newton method?"
Homework Equations
The Attempt at a Solution
I was not attending the lecture, so I am not sure how this was derivated.
The Taylor series is: [tex]G(x_1, x_2, \cdots , x_n) \equiv G(\mathbf{x}) = G(r) + \sum_{j=1}^{n} r_j \frac{\partial G(r)}{\partial x_j} + O(r^2)[/tex]
b) Trivial by insertion. I do however not see the relationship between the function given in b, and the one in a?
c) I suppose [tex]G'(r)=0=1 + H'(r)F(r) + H(r)F'(r) = 1 + H(r)F'(r)[/tex] from which:
[tex]H(r)=-[F'(r)]^{-1}[/tex].
d) I am really not sure. I cannot see the whole picture here. And what's the point of the fixed point?
Thanks in advance.