Newton's method

Newton's method is one of the most powerful techniques for solving systems of nonlinear equations and minimizing functions. It is easy to implement and has a provably fast rate of convergence under fairly mild assumptions. Because of these and other nice properties, Newton's method is at the heart of many solution techniques used to solve real-world problems. This article gives a short introduction to this method with a brief discussion of some of the main issues in applying this algorithm for the solution of practical problems. WIREs Comp Stat 2011 3 75–78 DOI: 10.1002/wics.129 For further resources related to this article, please visit the WIREs website