inst/resources/scripts/newtonraphson.r

In spuRs: Functions and Datasets for "Introduction to Scientific Programming and Simulation Using R"

# program spuRs/resources/scripts/newtonraphson.r
# loadable spuRs function

newtonraphson <- function(ftn, x0, tol = 1e-9, max.iter = 100) {
  # Newton_Raphson algorithm for solving ftn(x)[1] == 0
  # we assume that ftn is a function of a single variable that returns
  # the function value and the first derivative as a vector of length 2
  #
  # x0 is the initial guess at the root
  # the algorithm terminates when the function value is within distance
  # tol of 0, or the number of iterations exceeds max.iter

  # initialise
  x <- x0
  fx <- ftn(x)
  iter <-  0

  # continue iterating until stopping conditions are met
  while ((abs(fx[1]) > tol) && (iter < max.iter)) {
    x <- x - fx[1]/fx[2]
    fx <- ftn(x)
    iter <- iter + 1
    cat("At iteration", iter, "value of x is:", x, "\n")
  }

  # output depends on success of algorithm
  if (abs(fx[1]) > tol) {
    cat("Algorithm failed to converge\n")
    return(NULL)
  } else {
    cat("Algorithm converged\n")
    return(x)
  }
}