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For questions about the theory and process of finding the roots of a function (values where the function returns zero).

1 vote

Rootfinding algorithm that takes advantage of automatic differentiation

There's a good discussion of globalization strategies for Newton's method root finding in Numerical Methods for Unconstrained Optimization and Nonlinear Equations by J. E. Dennis, Jr. and Robert B. Sc …
Brian Borchers's user avatar
2 votes
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Coding up Newton's method for a mapping from R^2 to R -- the Jacobian wouldn't be invertible

Newton's method can refer either to a method for solving $f(x)=0$ where $f: R^{n} \rightarrow R^{n}$, or to a method for minimizing/maximizing a function $g: R^{n} \rightarrow R$ by solving the system …
Brian Borchers's user avatar