Analysis

Suppose that the function $ f$ has a zero at $ a$, i.e., $ f(a) = 0$.

If $ f$ is continuously differentiable and its derivative does not vanish at $ a$, then there exists a neighborhood of $ a$ such that for all starting values $ x_0$ in that neighborhood, the sequence $ \{x_n\}$ will converge to $ a$.

In practice this result is ``local'' and the neighborhood of convergence is not known a priori, but there are also some results on ``global convergence.'' For instance, given a right neighborhood $ U$ of $ a$, if $ f$ is twice differentiable in $ U$ and if $ f' \ne 0$, $ f \cdot f'' > 0$ in $ U$, then, for each $ x_0\in U$ the sequence $ x_k$ is monotonically decreasing to $ a$.



david joyner 2008-11-22