The case n simultaneous nonlinear equations in n unknowns for n=2 is examined in detail. The basic ideas extend to the general case. Consider the system of equations
Or equivalently written in vector form
where f and z are 2-vectors.
To solve (1.3), Newton's method for finding the root of a single nonlinear equation is generalized to two dimensions. The functions and are expanded about the point using Taylor's theorem for functions of two variables and using only the first order terms. This process yields the following equations.
In fact this can be written in matrix-vector form as:
where the matrix is the Jacobian matrix of the function f.
Let be the zero of produced by this linear approximation. It satisfies
In general is obtained from from
However, instead of computing , we solve for from
and then compute
This algorithm can be formalize in the following.
Where . This algorithm requires the matrix of Jacobians to be calculated.