Multidimensional Newton - Approximate nonlinear equations by sequence of linear equations - lecture6

📚📚About
In this tutorial, I explain why and how Newton could be applied on multi-dimensional non-linear systems, a method that is used in optimization. I also show multiple MATLAB examples for generalized newton method application. In short, you will be able to integrate Newton for almost any nonlinear algebraic system of equations.

⏲⏲Outline
00:00 Intro
01:24 One-dimensional Newton method
01:50 Multi-dimensional Newton method
04:30 3x3 example
09:42 MATLAB examples

📚📚 Previous lectures:
Lecture 5: How I invert a matrix without inverting it |    • how i invert a matrix without inverti...  
Lecture 4: Secant Method |    • Lecture 4: Secant Method | Numerical ...  
Lecture 3: Newton's Method |    • Lecture 3: Newton's Method | Numerica...  
Lecture 2: Bisection Method |    • Lecture 2: Bisection Method | Numeric...  
Lecture 1: Fixed Point Method |    • Lecture 1: Fixed Point Method | Numer...  


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I am an Electrical Engineer and YouTuber w/ a PhD in Electrical Engineering from @EURECOM Communication Systems Department , Sophia Antipolis in France. I am also a EURECOM alumni, w/ a Masters studies from  @CentraleSupélec (Summa Cum Laude). I have many publications in well-known  @IEEEorg  conferences, including a nomination award and is a co-inventor in several patents. I am also a former student member of  @IEEE Signal Processing Society  . I also dedicate time to publish high level lectures on Mathematics (including convex optimization) and Programming. I also focus on Math for Machine Learning, Convex Optimization, Linear Algebra, Python, SymPy, NumPy, Pandas, CVXOPT, MATLAB, and more.


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#newton #optimization #matlab