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Use Newton's method to solve the nonlinear system

已有 505 次阅读2012-4-28 09:41 |



Example 1.  Use Newton's method to solve the nonlinear system  

        [Graphics:Images/BroydenMethodMod_gr_14.gif]    

Solution 1.

First, enter the coordinate functions [Graphics:../Images/BroydenMethodMod_gr_15.gif] and construct the vector function  [Graphics:../Images/BroydenMethodMod_gr_16.gif]  using Mathematica, and then find the Jacobian matrix [Graphics:../Images/BroydenMethodMod_gr_17.gif].  

[Graphics:../Images/BroydenMethodMod_gr_18.gif]


[Graphics:../Images/BroydenMethodMod_gr_19.gif]

 

Second, graph the curves  [Graphics:../Images/BroydenMethodMod_gr_20.gif]  and  [Graphics:../Images/BroydenMethodMod_gr_21.gif]  using Mathematica.  The points of intersection are the solutions we seek.  

[Graphics:../Images/BroydenMethodMod_gr_22.gif]


[Graphics:../Images/BroydenMethodMod_gr_23.gif]

[Graphics:../Images/BroydenMethodMod_gr_24.gif]

(i)  Use the Newton-Raphson method to find a numerical approximation to the solution near  [Graphics:../Images/BroydenMethodMod_gr_25.gif].  

[Graphics:../Images/BroydenMethodMod_gr_26.gif]


[Graphics:../Images/BroydenMethodMod_gr_27.gif]

Accuracy is determined by the tolerance and number of iterations.  How accurate was the solution "really"?

Do you think that iteration produced the solution ? Why ?  

Compare with Mathematica's built in routine.

[Graphics:../Images/BroydenMethodMod_gr_28.gif]


[Graphics:../Images/BroydenMethodMod_gr_29.gif]

Whose answer is best, ours or Mathematica's ?  How can this be ?  Find out how to increase the number of iterations in Mathematica's subroutine.

[Graphics:../Images/BroydenMethodMod_gr_30.gif]

[Graphics:../Images/BroydenMethodMod_gr_31.gif]

[Graphics:../Images/BroydenMethodMod_gr_32.gif]

[Graphics:../Images/BroydenMethodMod_gr_33.gif]


[Graphics:../Images/BroydenMethodMod_gr_34.gif]


[Graphics:../Images/BroydenMethodMod_gr_35.gif]

(ii)  Use the Newton-Raphson method to find a numerical approximation to the solution near  [Graphics:../Images/BroydenMethodMod_gr_36.gif].  

[Graphics:../Images/BroydenMethodMod_gr_37.gif]


[Graphics:../Images/BroydenMethodMod_gr_38.gif]

Do you think that iteration produced the solution ? Why ?  

Compare with Mathematica's built in routine.

[Graphics:../Images/BroydenMethodMod_gr_39.gif]


[Graphics:../Images/BroydenMethodMod_gr_40.gif]





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