ILNumerics - Technical Computing Tools

High Performance Framework for Visualization

and Computing in Industry and Science



Newton-Raphson method in .NET (C# and Visual Basic)

The Newton-Raphson or Newton routine finds the unconstrained minimum of a scalar function. It's an iterative method that calculates the next point according to $$ x_{n+1} = x_n \cdot \frac{f(x_n)}{f'(x_n)}$$ where $f$ is the function to be minimized, $f'$ its derivative and $x_i$ is the i-th point in the iteration. For more details see the Wikipedia article.

A simple Example for the Newton-Raphson method

A simple quadratic example.

You can learn more about unconstrained optimization here. The class reference of the Newton-Raphson method is found here.