HALLEY'S METHOD FOR SOLVING f(X) = 0

N K Srinivasan Ph D
Introduction
You have ,doubtless , heard of Edmond Halley, the
astronomer who discovered the comet named after
him,'Halley's comet' which visits us every 76 years.
Edmond Halley (1656-1742) was an accomplished
mathematician as well and was a close associate of Isaac
Newton, if you can call anyone as "associate" of the
lone worker Sir Isaac was. Halley was nine years younger
than Newton. He often visited Newton and discussed
astronomical problems that he would like to solve ,only
to find that Newton had already solved them!..Then
Newton would suggest new problems! For his
astronomical achievements and study with John Flamsteed,
Halley became the second "Astronomer -Royal " after
Flamsteed and also Director of Greenwich Observatory.
This article is about an important math cntribution from


Halley, in the foot steps of Newton.


Solving the equation f(x) = 0
We come across many such equations which cannot be
solved easily with a formula or easy factorization.
Take for example the simple equation:
f(x) = x
2
- 2 = 0
The solution gives the square root of 2, which is an
irrational number.
We solve them numerically. Several numerical methods
exist,for example ,'bisection method' and 'secant
method'. In both , we start with two values of x, close
to the root and then iterative method or repetitive
method, leads to the root ,closer and closer. These are
sometimes called 'bracketing methods' in which we
bracket the root with two nearby values. These methods
are so slow that several iterations are required to
reach a value with sufficient accuracy, say ,to four
decimal places.





Newton - Raphson method
Isaac Newton invented a powerful method using his
'fluxions' or calculus which leads to an iterative
formula ;but this method converges fast to the root [if
it does] in a few iterations.
The iterative formula is as follows:
x
n+1 =
X
n
- f(x)/f(x') -------------(1)
[We shall derive this formula shortly.]
Let us apply this to the equation : x
2
- 2 = 0
f(x) = x
2
- 2
The first derivative: f'(x) = 2x
For simplicity, let us write the iterative formula as
follows:
x' = x - (x
2
-2)/ 2x
Simplifying , we get the simple formula for finding
square roots:
x' = (1/2) [ x + 2/x]
Let us work out this with initial value of x = 1.


First iteration: x' = (1/2) [ 1+2 ] = 1.5
Second iteration: x' = (1/2) [1.5 + 2/1.5]

x' = (1/2) [2.8333] = 1.416665
Third iteration: x' = (1/2) [1.4166 + 2/1.4166]
= (1/2) [1.4166 + 1.41183]
= 1.4142155
We shall stop with three iterations; note that we
already have the square root of 2 with four decimal
accuracy .
Joseph Raphson (1678- 1715) is credited with modifying
the Newton formula as we use today.
There are several features of this N-R method we must
study before we move on to Halley's method:
1 I have mentioned that the formula converges fast to
the root, 'if it does'. Why? because the first
derivative is in the denominator and if it is close to
zero, the second term would be large and the value of x'
would be far from the root or the root may oscillate
between two values away from the root.
The caveat is that the initial value or seed should be


close to the root and f'(x) must not be close to zero.
2 The iterative formula is the same as the formula given
by Heron of Alexandria for square roots. The root is an
arithmatic average of x and N/x where N is the given
number. It works in the following manner: if x is an
underestimate of the square root, N/x will be an
overestimate of the root.So the average is the next best
value..you repeat again.
3 N- R method uses the first derivative and constructs
the tangent to the curve at the initial value of x;
f'(x) is the tangent at that point. We find the point
where the tangent cuts the x -axis.
4 Order of convergence:
How rapidly we reach the root? The numerical analysts
derive an expression for the error in each iteration and
find that this method ---N-R method , has the second
order of convergence; in simple terms this means that if
we get two decimal place accuracy, we will get 4 decimal
place accuracy in the next iteration and 6th decimal
place accuracy in the third iteration.


To compare with other methods: bisection may give first
order and secant method 1.62 order of convergence.

Taylor series expansion for f(x):

Newton - Raphson method and Halley's method are based on
Taylor series expansion for a function f(x) near x = a:
f(x) = f(a) + f'(a)/1! [x-a] + f" (a)/ 2! [x-a]
2
+ ----
where f"(x) is the second derivative.
This is an infinite series expansion, developed by Brook
Taylor in 1715.
Note that if (x-a) is small, only the first two terms
are required in most cases of this series.
We can derive the N-R formula easily as follows:
Let a be the initial root: x
0
.
Then, taking only the first derivative term in the
expansion,
f(x) = f(x
0
) + f'(x
0
)[x - x
0
] = 0
rearranging: x = x
0
- f(x
0
)/f'(x
0
)
This is the N-R iterative formula.
Note that the Taylor expansion was not formulated when


Newton and Raphson developed this method.

Edmond Halley further expanded the N-R method using the
second term in the Taylor series, including the second
derivative of the function: f"(x).
His formula , in a convenient form ,is as follows:
x' = x - f(x)/f'(x) [ 1 - (f(x)f"(x))/ 2 (f'(x))
2
]
-1

-----------------------
(2)
The term in the square bracket can be treated as a
'correction term' for N-R formula for each
iteration.This term includes the second derivative.

Example: Let us apply this to the equation:
f(x )= x
2
-2 =0
f'(x) = 2x
f"(x) = 2
The square bracket term : [ 1 - (x
2
-2)2/8x
2
]
-1

Taking initial root x =1, we get:
x' = 1- (-1)/2 [ 1- (-2)/8]
-1

=
1 + (1/2) /1.25 = 1 + 0.5/1.25 = 1.4


The next iteration : x' = 1.4 - (-0.04)/2.8
[ 1- (-0.04)2/15.68]
-1


= 1.4 + 0.014285/ [1.005102]
= 1.41392

The calculator value is: sqrt(2) = 1.414213
The error is: 1.414213 -1.41392 = 0.00029 !
Halley's iterative formula for square roots
We can write the formula in a compact form for any
number n :
x' = (x
3
+ 3 n x )/(3x
2
+ n) -------------(4)
Applying this formula,taking x = 1.41392,
the next iteration gives:
x' = ( 2.82666 + 8.48352)/(5.9975+2)
= 1.41421442
The error is: -8.5x 10
-7 !!

Order of convergence
The order of convergence, the numerical analysts say, is
that the order for Halley's method is three. Therefore
the additional computation involved in Halley's method


seems justified!.
Halley's method is the fastest iterative method for the
problem: f(x) =0.
Note that Halley's formula inherits the limitation of
Newton's method that it may not work if f'(x) is close
to zero.
For both N-R method and Halley's method , we may have to
use other root finding methods like bisection method as
a starter--- to get an initial root close to the actual
value. Bisection method ,though slow in convergence
rate, is sure to work.


Halley's method for finding cube root
We can derive a compact formula for finding the cube
root of a number n:
f(x) = x
3
-n = 0
f'(x) = 3x
2

x' = ( x
4 +
2nx)/(2x
3
+n) --------------- (5)




Example f(x) = x
3
- 9 = 0
Let the initial value of cube root be 2.
x' = ( 2
4
+2(9)(2))/ (16 +9)
= 52/ 25 = 2.08
x' = (18.7177 + 37.44)/(17.9978 + 9)
= 56.1577/26.9978
= 2.080084
The calculator gives: x= 2.0800823
The error is : 1.7 x 10
-6
!

N - R method for cube roots
We can derive the cube root formula as follows:
x' = x - (x
3
-n)/3x
2

Simpifying, we get: x' = (1/3)[2x +n/x
2
]
For x
3
-9 =0 and intial root of x = 2;
x' = (1/3) [ 4 + 9/4] = 6.25/3 = 2.083
x' = (1/3) [ 4.166 + 9/4.3389] = 2.080086
The error is : 0.000004 !



To sum up:

Halley's method uses second derivative of the function
and has third order of convergence. It is much faster
that Newton-Raphson method with second order of
convergence .
[It can be compared to other methods such as Muller
method which use parabolic interpolation and involves
lot of computation and has convergence rate of 1.84 .]
It is to be emphasized that many text books do not
mention Halley's method at all at the present time.
With a computer program, Halley's method can be easily
implemented and could replace Newton-Raphson method.
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