Newton-Raphson Iterative Solver for Systems of Equations

An N-R iterative root-finder for systems of N equations and N unknowns.

Description

For those of us who like to provide our own partial derivative sensitivity matrix. Can be used for both linear and non-linear systems.

x = nrsolve( F, dFdx, xi, tol, max_iter, c1, c2.... )

Given a system of equations F = {F1;F2;...}, defined sensitivity matrix dFdx (matlab functions allowed), and initial guess vector xi, nrsolve provides a solution vector x. Optional input constants c1, c2, etc. allow for passing variables into functions within F and dFdx.

See testnrsolve for more details.

Comments and debugging are highly appreciated.

• MATLAB release: MATLAB 7.9 (2009b)

[Andrew Knyazev]

Incomplete description. The function is hard-coded for no more than 8 equations. Quoting the code: "Holy crap! More than 8 equations to solve??"

[John Fuller]

No humor with this one :)