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..

 

Next: features of the Newton-Raphson method