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By the diagonal reduction in a two-variable Newton iteration, $y_n=x_n$ for $n\ge 1$. Put $e_n=x_n-1$. Direct factorization gives the exact Newton map in optimization error identityThe assumed convergence $x_n\to 1$ makes the final factor tend to $3/2$, so it is bounded for all sufficiently large $n$. Hence $|e_{n+1}|\le C|e_n{|}^2$. For the Euclidean norm error $E_n=\Vert (x_n,y_n)-(1,1)\Vert =\sqrt{2}|e_n|$, this becomes $E_{n+1}\le (C/\sqrt{2})E_n^2$, proving quadratic convergence. Unless the exact limit is reached in finitely many steps, $E_{n+1}/E_n^2\to 3/(2\sqrt{2})$.

For a twice continuously differentiable real function, define the Newton map in optimization $N(p)=p-H(p{)}^{-1}\nabla f(p)$ wherever its Hessian matrix $H$ is invertible. Every stationary point in this domain is a fixed point, because its gradient is zero. This includes a local maximum and a saddle point of a scalar function, as well as a local minimum. Thus Newton's method in optimization needs a separate minimum classification or a method for ensuring descent when it is used for minimization problem.

For example, $f(x,y)=(x+y^2{)}^2+(x^2+y{)}^2$ has a stationary point at $(-1/2,-1/2)$, with Hessian matrixIts eigenvalues are $-1$ and $7$, so it is a saddle point of a scalar function, but starting Newton's method in optimization there gives a constant sequence. Its value is $1/8$, whereas the global minimum zero is attained at $(0,0)$ and $(-1,-1)$.