Concept

Newtons method

The iteration that replaces a guess at a root by where the tangent there crosses the axis. Its derivative at a simple root is exactly zero, so the error is squared at each step and the number of correct digits doubles — which is why it converges in a handful of steps and why it fails badly at a multiple root.

Named by 12 essays across 3 fields — each of them below, with the objects they name alongside it.

The basins of Newton's method on z³ = 1. The complex plane coloured by which cube root of one Newton's method converges to from each starting point.

Where Newton's method goes instead

An algorithm designed to find roots, run from every starting point at once. Three roots, three basins, and a boundary at which all three are arbitrarily close — so a rule with no randomness in it has starting points whose answer cannot be predicted.

dynamics · Newton basins
How fast an iteration arrives. The distance from the fixed point plotted against the step number on a logarithmic vertical axis, for two ordinary iterations and for Newton's method, whose curve bends downward.

How fast the staircase arrives

The slope at a crossing decides whether an orbit reaches it. The same number decides how fast — and when the slope is zero the arithmetic changes kind, from a fixed factor per step to a doubling of the correct digits.

dynamics · Iteration
An area of starting points from which z³ − 2z + 2 is never solved. The complex plane coloured by which root of z³ − 2z + 2 Newton's method reaches from each starting point, with the points that reach no root left uncoloured.

An area that never finishes

Newton's method's famous failure is a boundary, and a boundary has no area — a random start misses it with probability one. The real failure is different in kind: a polynomial with small whole-number coefficients whose method has a region of starting points, with area, from which it provably never terminates.

dynamics · Newton basins
67 starting points that find all 5 roots. The roots of z⁵ − 1 with a ring of starting points around them, each start marked by which root the method reaches from it, and every root reached by at least one.

Covering rather than avoiding

Two arguments say no starting guess is safe: the boundary is fractal and some regions are permanently trapped. The repair is not a better guess. It is a fixed list of starting points, computed from the degree alone, from which every root of every polynomial of that degree is found.

dynamics · Newton basins
How many steps Newton's method needs on (z − 1)²(z + 1). A square of the complex plane shaded in bands by the number of iterations a root-finding method needs from each starting point, darker meaning slower, with the roots marked.

A double root halves the error instead of squaring it

Near an ordinary root, Newton's method squares its error at every step and a handful of steps reach full precision. Near a double root it only halves the error — twenty steps where five would do, and a ceiling of about eight correct digits that no number of steps can break through. Doubling the step repairs the double root and ruins the simple one.

dynamics · Newton basins
Newton's and Halley's basins for z³ − 1. Two squares of the complex plane side by side, each coloured by which root a starting point converges to, the left under Newton's method and the right under Halley's, with non-converging starts marked.

A cubic method that is Newton's in disguise

Halley's method, from 1694, uses the second derivative as well as the first and cubes the error at every step where Newton's squares it. It is also, exactly, Newton's method applied to a different function — p divided by the square root of p′ — and that single fact explains why its basins are calmer, why it walks out of the trap that holds Newton for ever, and why its boundaries are still fractal.

dynamics · Newton basins
Square roots of 2, lifted from one power of 7 to the next. A tree whose rows are the square roots of 2 modulo 7 to the powers 1 to 4, each joined to the root it reduces to; counts 2, 2, 2, 2.

A root lifted one digit at a time

On a dial of seven, 3 × 3 is 2. On a dial of forty-nine the square root of 2 must reduce to 3, so there are only seven candidates, and exactly one of them works: 10. On a dial of 343 exactly one lift of 10 works: 108. Each step adds one digit on the left, found by solving a linear equation, and the digits go on for ever — a number …21216213 whose square is 2, in a world where closeness means divisibility by seven.

discrete · Modular arithmetic
The coordinate change that makes the map a rotation. Graphs of the departure from the identity of the conjugacy between the circle map and the golden rotation, at three nonlinearities, each smooth and growing steeper with K.

How smooth the disguise is

An unlocked circle map is a rigid rotation in different coordinates, and whether those coordinates are smooth is decided by arithmetic. Solving for the change of coordinates means dividing, harmonic by harmonic, by numbers that come arbitrarily close to nought — and the golden rotation number keeps them far enough away that the result is not merely smooth but analytic, while a number lying close to a fraction makes it buckle.

dynamics · Mode locking
Malfatti's three circles against the three largest, one at a time. A triangle with angles 40, 70, 70 degrees: Malfatti's circles cover 69.1% of it, the greedy choice of incircle then largest remaining circles covers 73.7%.

Three circles that touch and are not the largest

In 1803 Gian Francesco Malfatti asked how to cut three round columns from a triangular block of marble with as little waste as possible, and answered with three circles each touching the other two and two sides. The circles exist in every triangle and are found by solving three equations. They are never the answer to his question: the plain greedy rule — the inscribed circle first, then the largest circle that still fits, twice — always does better, by 1.4 per cent on the equilateral triangle and by almost double on a thin one.

geometry · Triangle centres
Newton's method for z² − 1: two half-planes and the line between. The complex plane split down the imaginary axis into two shaded halves, the roots ±1 marked, and five orbits of Newton's method each converging to the root on its own side.

Chaos on the line between two roots

Newton's method for a quadratic is the one case solved completely: every starting point goes to the nearer root, and the plane splits into two half-planes. Cayley did it in 1879. What his solution also contains is a line on which the method never settles — and a change of variable shows that on that line Newton's method is exactly the doubling map, the simplest chaos there is. Run on the real line for x² + 1, which has no real root to find, it becomes a source of Cauchy-distributed randomness.

dynamics · Newton basins
Where the free critical point goes, for every cubic in a family. The parameter plane of the cubics (z − 1)(z² + z + a) from −2 to 3 across and −2.5i to 2.5i up, coloured by the root Newton's method takes 0 to, with small dark regions where 0 is trapped in a cycle.

Small Mandelbrot sets among the cubics

For most cubics Newton's method finds a root from almost every start. For some it does not: a whole region of starting points falls into a cycle and never finishes. Which cubics are the bad ones is decided by a single starting point — the one critical point that is not a root — and when the cubics are laid out in a plane and coloured by where that point goes, the bad ones form small, exact copies of the Mandelbrot set.

dynamics · Newton basins
Two stable cycles a hair from the classical Hénon attractor. The Hénon attractor at a = 1.4 with the certified stable period-13 orbit at a = 1.39945 and period-19 orbit at a = 1.4001616 drawn over it.

Stable cycles a hair from Hénon's chaos

Nobody knows whether the Hénon map at a = 1.4 is chaotic, because a stable cycle in a window too thin to see would look exactly the same. So hunt the windows: a stable orbit of period 19 at a = 1.4001616, proved to exist and to attract by interval arithmetic, in a window 15 hundred-millionths wide and 0.00016 from the classical value — and nothing nearer, down to a spacing of a ten-billionth.

dynamics · Strange attractor

Named alongside it

The objects these essays reach for when they reach for this one.

Basin of attractionIterationPeriodic orbitRoot-findingDerivativeConvergenceConvergence rateComplex numbersConjugacyError analysisFractalQuadratic convergence

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