Lecture 9

Key Word(s): derivatives, Jacobian, linearization, Taylor series, Newton's method, ray-tracing, finite differences, numerical approximations, machine precision, truncation error, round-off error

• Lecture Slides

Topics include:

• Derivatives and the Jacobian
• Newton's method
• Numerical approximation of derivatives (Finite-Difference method)

Supplementary

• Newton's method with exact Jacobian: newton.py
• Newton's method with approximate Jacobian: newton_fd.py