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Newton's method done right

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Newton's method done right

by Andrew Knyazev

 

08 Nov 2011 (Updated 06 Jan 2012)

Newton's method for solving systems of nonlinear equations, including nonsquare and inconsistent

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Newton's method for solving a system of nonlinear equations, see http://en.wikipedia.org/wiki/Newton's_method

Newton(X,F,X0) solves nonlinear system F(x)=0 by Newton's method, using the given initial approximation X0. The derivative (Jacobian) is evaluated symbolically. The iterations are performed numerically.

The included demo NewtonDemoRunMe.m shows how to run the Newton.m function. E.g., it creates a slide-show and a movie, illustrating the behavior of the iterates.

Required Products Symbolic Math Toolbox
MATLAB release MATLAB 7.13 (2011b)
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Updates
21 Nov 2011

Bug fixes in Newton.m and a new script NewtonDemoRunMe.m with examples.

06 Jan 2012

Multiple improvements and updates.

Tag Activity for this File
Tag Applied By Date/Time
mathematics Andrew Knyazev 08 Nov 2011 09:22:50
physics Andrew Knyazev 08 Nov 2011 09:22:50
modeling Andrew Knyazev 08 Nov 2011 09:22:50
matrix Andrew Knyazev 08 Nov 2011 09:22:50
newton Andrew Knyazev 22 Nov 2011 09:01:14
nonlinear Andrew Knyazev 22 Nov 2011 09:01:14
inconsistent Andrew Knyazev 22 Nov 2011 09:01:14
demo Andrew Knyazev 22 Nov 2011 09:01:14
movie Andrew Knyazev 22 Nov 2011 09:01:14

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