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Use the following Newton - Raphson algorithm to determine the root of the function: f(x) = x3- 6x2 + 11x - 6 with initial
Use the following Newton - Raphson algorithm to determine the root of the function: f(x) = x3- 6x2 + 11x - 6 with initial value xo = 2.5 and absolute relative error of = 10*. ALGORITHM: Newton - Raphson Inputs: f(r) - The given function - The initial approximation - The error tolerance - The maximum number of iterations Output: An approximation to the root z or a message of failure. Assumption: I= is a simple root of f(r). For k 0, 1. --- do until convergence or falure. Compute f(r). S (zx). Compute IL+1 = Ix - Test for convergence or failure: If ()
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An Introduction to the Mathematics of financial Derivatives
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