For the Newton-Raphson step, we need
the Hessian, the matrix of second derivatives of the function,
i.e. for our 2-dimensional function, a
2´2 matrix:
For f(x,y)=x2 + 3y2,
d2f/dx2 = 2;
d2f/dy2 = 6;
d2f/dxdy = 0,
so:
and the inverse matrix is
The gradient is (df/dx = 2x ; df/dy = 6y):
for (x,y)=
(4,5)
So the new coordinates are
The minimum is the point x=0, y=0.
For a purely
quadratic function like this one, the Newton-Raphson method finds the
minimum in a single step from any point on the surface.
Check this is true for the function f(x,y) = 2x2 + 2y2..