MATLAB牛顿法源代码.docVIP

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MATLAB牛顿法源代码 function [sol, it_hist, ierr] = nsol(x,f,tol,parms) % Newton solver, locally convergent % solver for f(x) = 0 % % Hybrid of Newton, Shamanskii, Chord % % C. T. Kelley, November 26, 1993 % % This code comes with no guarantee or warranty of any kind. % % function [sol, it_hist, ierr] = nsol(x,f,tol,parms) % % inputs: %??????? initial iterate = x %?? function = f %??????? tol = [atol, rtol] relative/absolute %??? error tolerances % parms = [maxit, isham, rsham] %??? maxit = maxmium number of iterations %???? default = 40 %?? isham, rsham: The Jacobian matrix is % ?? computed and factored after isham %?????????????? updates of x or whenever the ratio %?? of successive infinity norms of the %?????????????? nonlinear residual exceeds rsham. %??? isham = 1, rsham = 0 is Newtons method, %??? isham = -1, rsham = 1 is the chord method, % ??? isham = m, rsham = 1 is the Shamanskii method %????? ??????? defaults = [40, 1000, .5] % % output: % sol = solution % it_hist = infinity norms of nonlinear residuals %??? for the iteration % ierr = 0 upon successful termination % ierr = 1 if either after maxit iterations %???????????? the termination criterion is not satsified %???????????? or the ratio of successive nonlinear residuals %???????????? exceeds 1. In this latter case, the iteration %???? is terminted. % % % internal parameter: %?????? debug = turns on/off iteration statistics display as %?????????????? the iteration progresses % % Requires: diffjac.m, dirder.m % % Here is an example. The example computes pi as a root of sin(x) % with Newtons method and plots the iteration history. % % % x=3; tol=[1.d-6, 1.d-6]; params=[40, 1, 0]; % [result, errs, it_hist] = nsol(x, sin, tol, params); % result % semilogy(errs) % % % set the debug parameter, 1 turns display on, otherwise off % debug=0; % % initialize it_hist, ierr, and set the iteration parameters % ierr = 0; maxit=40; isham=1000; rsham=.5; if nargin == 4 maxit=parms(1); isham=parms(2); rsham=parms(3); end rtol=t

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