fsolve

Arguments

x0

real vector (initial value of function argument).

fct

external (i.e function or list or string).

fjac

external (i.e function or list or string).

tol

real scalar. precision tolerance: termination occurs when the algorithm estimates that the relative error between x and the solution is at most tol. (tol=1.d-10 is the default value).

x :

real vector (final value of function argument, estimated zero).

v :

optional real vector: value of function at x.

info

optional termination indicator:

0	improper input parameters.
1	algorithm estimates that the relative error between x and the solution is at most tol.
2	number of calls to fcn reached
3	tol is too small. No further improvement in the approximate solution x is possible.
4	iteration is not making good progress.

Description

find a zero of a system of n nonlinear functions in n variables by a modification of the powell hybrid method. Jacobian may be provided.

0 = fct(x) w.r.t x.

fct is an "external". This external returns v=fct(x) given x.

The simplest syntax for fct is:

[v]=fct(x).

If fct is a character string, it refers to a C or Fortran routine which must be linked to Scilab. Fortran calling sequence must be

fct(n,x,v,iflag)
integer n,iflag
double precision x(n),v(n)

and C Syntax must be

fct(int *n, double x[],double v[],int *iflag)

Incremental link is possible (help link).

jac is an "external". This external returns v=d(fct)/dx (x) given x.

The simplest syntax for jac is:

[v]=jac(x).

If jac is a character string, it refers to a to a C or Fortran routine which must be linked to Scilab calling sequences are the same as those for fct. Note however that v must be a nxn array.

Examples

// A simple example with fsolve
a=[1,7;2,8];
b=[10;11];

function y=fsol1(x)
  y=a*x+b
endfunction
function y=fsolj1(x)
  y=a
endfunction

[xres]=fsolve([100;100],fsol1);
a*xres+b

[xres]=fsolve([100;100],fsol1,fsolj1);
a*xres+b

// See SCI/modules/optimization/sci_gateway/fortran/Ex-fsolve.f
[xres]=fsolve([100;100],'fsol1','fsolj1',1.e-7);
a*xres+b

For some starting points and some equations system, the fsolve method can fail. The fsolve method is a local search method. So, to have a good chance to find a solution to your equations system, you must ship, a good starting point to fsolve.

Here is an example on which fsolve can fail:

// Another example with fsolve
function F=feuler(x, r)
  F=x-r-dt*(x.^2-x.^3);
endfunction
function J=dFdx(x)  //Definition of the Jacobian
   J=1-dt*(2*x-3*x^2);
endfunction

r = 0.04257794928862307 ;
dt = 10;

[x,v,info]=fsolve(r,list(feuler,r),dFdx); // fsolve do not find the solution
disp(v); // The residual
disp(info); // The termination indicator

[x,v,info]=fsolve(1,list(feuler,r),dFdx); // fsolve find the solution
disp(v); // The residual
disp(info); // The termination indicator

clf();
x=linspace(0,1,1000);
plot(x,feuler(x))
a=gca();
a.grid=[5 5];

So, each time you use fsolve, be sure to check the termination indicator and the residual value to see if fsolve has converged.

See also

• external — объект Scilab'а, внешняя функция или подпрограмма
• qpsolve — linear quadratic programming solver
• optim — non-linear optimization routine