Online Computer Dictionary

An iterative algorithm for solving equations.

Given an equation, f x = 0 and an initial approximation, x(0), a better approximation is given by: x(i+1) = x(i) - f(x(i)) / f'(x(i)) where f'(x) is the first derivative of f, df/dx.

Newton-Raphson iteration is an example of an anytime algorithm in that each approximation is no worse than the previous one.