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Broydens Method

by Paul de Wit

 

31 Oct 2004 (Updated 03 Nov 2004)

Compute the solution for a system of nonlinear equations.

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Description

An example of the use of Broyden's method.

This file does not require the use of another, and the equations to be solved can be passed into the function. Only (2x2).

However if you wish to change this method for more equations feel free to make the required adjustments.

Example: x = broyden('x1+2*x2-2','x1^2+4*x2^2-4',[1 1]',50)

will give output

x =
   -0.0000
    1.0000

MATLAB release MATLAB 7 (R14)
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Comments and Ratings (2)
31 Jul 2005 Henk den Adel

s = B\(-f);

f, the Jacobian matrix, should not be singular. Suggestion for inprovement:
if det(f) > 1E-19
   s = B\(-f);
else
   MessageBox('Jacobian is singular');
   return;
end

01 Oct 2005 Duane Hanselman

Solves only two equations in two unknowns and appears to require the Symbolic Toolbox. Calls the Function EVAL.

Very poor programming practices used.

Hen den Adel's suggesting of using det(f) is equally poor programming practice. The closeness of the determinant to zero does not measure how close to singular matrix is.

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Tag Activity for this File
Tag Applied By Date/Time
approximation Paul de Wit 22 Oct 2008 07:34:31
interpolation Paul de Wit 22 Oct 2008 07:34:31
nonlinear Paul de Wit 22 Oct 2008 07:34:32
broyden Paul de Wit 22 Oct 2008 07:34:32
solution Paul de Wit 22 Oct 2008 07:34:32
method Paul de Wit 22 Oct 2008 07:34:32
equations Paul de Wit 22 Oct 2008 07:34:32

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