c05qb is an easy-to-use method that finds a solution of a system of nonlinear equations by a modification of the Powell hybrid method.
Public Shared Sub c05qb ( _ fcn As C05..::..C05QB_FCN, _ n As Integer, _ x As Double(), _ fvec As Double(), _ xtol As Double, _ <OutAttribute> ByRef ifail As Integer _ )
public: static void c05qb( C05..::..C05QB_FCN^ fcn, int n, array<double>^ x, array<double>^ fvec, double xtol, [OutAttribute] int% ifail )
- Type: NagLibrary..::..C05..::..C05QB_FCNfcn must return the values of the functions at a point .
A delegate of type C05QB_FCN.
- Type: System..::..Int32On entry: , the number of equations.Constraint: .
- Type: array<System..::..Double>()An array of size [n]On entry: an initial guess at the solution vector.On exit: the final estimate of the solution vector.
- Type: array<System..::..Double>()An array of size [n]On exit: the function values at the final point returned in x.
- Type: System..::..DoubleOn entry: the accuracy in x to which the solution is required.Suggested value: , where is the machine precision returned by x02aj.Constraint: .
The system of equations is defined as:
c05qb is based on the MINPACK routine HYBRD1 (see Moré et al. (1980)). It chooses the correction at each step as a convex combination of the Newton and scaled gradient directions. The Jacobian is updated by the rank-1 method of Broyden. At the starting point, the Jacobian is approximated by forward differences, but these are not used again until the rank-1 method fails to produce satisfactory progress. For more details see Powell (1970).
Moré J J, Garbow B S and Hillstrom K E (1980) User guide for MINPACK-1 Technical Report ANL-80-74 Argonne National Laboratory
Powell M J D (1970) A hybrid method for nonlinear algebraic equations Numerical Methods for Nonlinear Algebraic Equations (ed P Rabinowitz) Gordon and Breach
Errors or warnings detected by the method:
No further improvement in the solution is possible. xtol is too small: .
On entry, .
On entry, .
Dynamic memory allocation failed.
If is the true solution, c05qb tries to ensure that
If this condition is satisfied with , then the larger components of have significant decimal digits. There is a danger that the smaller components of may have large relative errors, but the fast rate of convergence of c05qb usually obviates this possibility.
If xtol is less than machine precision and the above test is satisfied with the machine precision in place of xtol, then the method exits with .
Note: this convergence test is based purely on relative error, and may not indicate convergence if the solution is very close to the origin.
Local workspace arrays of fixed lengths are allocated internally by c05qb. The total size of these arrays amounts to real elements.
The time required by c05qb to solve a given problem depends on , the behaviour of the functions, the accuracy requested and the starting point. The number of arithmetic operations executed by c05qb to process each evaluation of the functions is approximately . The timing of c05qb is strongly influenced by the time spent evaluating the functions.
Ideally the problem should be scaled so that, at the solution, the function values are of comparable magnitude.
This example determines the values which satisfy the tridiagonal equations: