increasing fsolve accuracy when fval values are different in terms of order of magnitude
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I have a set of six equations-six unknowns. When I solve it by fsolve, it "stops prematurely" and gives me 6 values for unknowns that are not exactly the answers that I'm expecting (I've tried different initial guesses, but it's the same). Answer set that fval gives is:
[x1=6.242, x2=2.148, x3=2.688, x4=1.563, x5=-3.359, x6=0.996]
and values of "fval" after solving are:
[-9e-9, 1e-10, -2e-6, 0.0054, -0.1208, -0.1615 ]
(The last 3 fvals are comparatively larger). Please let me know what I can do to enhance the results accuracy? Thanks
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Answers (1)
John D'Errico
on 25 Jun 2015
Edited: John D'Errico
on 25 Jun 2015
The simple answer is the one you need to use.
SCALE YOUR VARIABLES. Scale them so they are all roughly the same order of magnitude. A factor of 10 is irrelevant. A dynamic range of 1e10 is a problem.
Then after the solve is done, scale them back.
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