Skip to main content

equation solving - How to write Newton-Raphson module and return a value?


I am writing a code which solve nonlinear algebraic systems via Newton-Raphson algorithm. I want to make a Newton Module with another file and use the Module in my test file, but i didn't achieve it. Because, If the method is not converged, I break the code and return "not converged". Hence, iteration is not continuing and my code is not working properly. Here is my code:


F[y1_,y2_] = {
((y1 - 11)^2 / 64) - ((y2-7)^2/100) -1,
(y1-3)^2 + (y2-1)^2 -400
}; (*Define nonlinear algebraic system vector *)

J[y1_,y2_] = Outer[D,F[y1,y2],{y1,y2}]; (* Find symbolic jacobian *)


{y10,y20}= {20,-4}; (* Initial values for newton iterations *)

Tol = 10^-12;
counter = 0; (*How many newton iterations*)
DeltaY = {0.1,0.1};
MaxIter = 50;
list = Table[{0,0},{i,1,MaxIter}];
(* Begin loop for newton iterations *)
i=1;

While[Norm[ DeltaY, 2] > Tol,
Result = Solve[J[y10,y20].{{dy1},{dy2}}==-F[y10,y20],{dy1,dy2}] //N //Flatten ; (*Solve linear system for Delta y *)
DeltaY = {dy1,dy2}/.Result;
{y10,y20} = {y10,y20} + DeltaY; (*Find new Y values with computed delta y solutions *)
list[[i]] = {y10,y20}; (* Append new computed Y elements into list array *)
Print[list[[i]]," and error:",DeltaY]
Print[Norm[ DeltaY, Infinity]]
If[i>MaxIter,Print["Not converged"] Return[{0,0}];]
counter++
i++;

] //AbsoluteTiming

How can I make n dimensional newton iteration module without breaking code. Also how to return a value with a module.


Note: I will use my newton module for some implicit numerical schemes.


Best regards.



Answer



The simplest code to create your module is


nr[func_, jac_, y1_, y2_, MaxIter_, Tol_] := 
Module[{y10 = y1, y20 = y2, counter = 0, DeltaY = {0.1, 0.1},
list = Table[{0, 0}, {i, 1, MaxIter}], i = 1},

While[Norm[DeltaY, 2] > Tol,
Result = Solve[jac[y10, y20].{{dy1}, {dy2}} == -func[y10, y20], {dy1,
dy2}] // N // Flatten;
DeltaY = {dy1, dy2} /. Result;
{y10, y20} = {y10, y20} + DeltaY;
list[[i]] = {y10, y20};
Print[list[[i]], " and error:", DeltaY, " ", i, " ", counter] ;
Print[Norm[DeltaY, Infinity]];
If[i > MaxIter, Print["Not converged"] Return[{0, 0}];] ;
counter++ ;

i++;]; {y10, y20}]

Call it with


nr[F, J, y10, y20, MaxIter, Tol]

and it will produce the Print statements produced by the code in your question, plus the answer, {22.519, -3.35977}. Of course, your final product should contain options, documentation, additional error checks, and the like. Hope this helps.


Comments

Popular posts from this blog

plotting - How to draw lines between specified dots on ListPlot?

I would like to create a plot where I have unconnected dots and some connected. So far, I have figured out how to draw the dots. My code is the following: ListPlot[{{1, 1}, {2, 2}, {3, 3}, {4, 4}, {1, 4}, {2, 5}, {3, 6}, {4, 7}, {1, 7}, {2, 8}, {3, 9}, {4, 10}, {1, 10}, {2, 11}, {3, 12}, {4,13}, {2.5, 7}}, Ticks -> {{1, 2, 3, 4}, None}, AxesStyle -> Thin, TicksStyle -> Directive[Black, Bold, 12], Mesh -> Full] I have thought using ListLinePlot command, but I don't know how to specify to the command to draw only selected lines between the dots. Do have any suggestions/hints on how to do that? Thank you. Answer One possibility would be to use Epilog with Line : ListPlot[ {{1, 1}, {2, 2}, {3, 3}, {4, 4}, {1, 4}, {2, 5}, {3, 6}, {4, 7}, {1, 7}, {2, 8}, {3, 9}, {4, 10}, {1, 10}, {2, 11}, {3, 12}, {4, 13}, {2.5, 7}}, Ticks -> {{1, 2, 3, 4}, None}, AxesStyle -> Thin, TicksStyle -> Directive[Black, Bold, 12], Mesh -> Full, Epilog -> { Line[ ...

dynamic - How can I make a clickable ArrayPlot that returns input?

I would like to create a dynamic ArrayPlot so that the rectangles, when clicked, provide the input. Can I use ArrayPlot for this? Or is there something else I should have to use? Answer ArrayPlot is much more than just a simple array like Grid : it represents a ranged 2D dataset, and its visualization can be finetuned by options like DataReversed and DataRange . These features make it quite complicated to reproduce the same layout and order with Grid . Here I offer AnnotatedArrayPlot which comes in handy when your dataset is more than just a flat 2D array. The dynamic interface allows highlighting individual cells and possibly interacting with them. AnnotatedArrayPlot works the same way as ArrayPlot and accepts the same options plus Enabled , HighlightCoordinates , HighlightStyle and HighlightElementFunction . data = {{Missing["HasSomeMoreData"], GrayLevel[ 1], {RGBColor[0, 1, 1], RGBColor[0, 0, 1], GrayLevel[1]}, RGBColor[0, 1, 0]}, {GrayLevel[0], GrayLevel...

list manipulation - Selecting multiple columns from a matrix?

Sample data: data = { {{2013, 1, 1}, 24.13, 167.67, 231.82}, {{2013, 1, 2}, 32.15, 170.92, 225.99}, {{2013, 1, 3}, 35.43, 172.68, 221.67}, {{2013, 1, 4}, 36.73, 173.05, 218.32}, {{2013, 1, 5}, 58.19, 165.96, 197.05}, {{2013, 1, 6}, 69.99, 163.50, 187.52}, {{2013, 1, 7}, 71.37, 154.21, 175.58}, {{2013, 1, 8}, 72.51, 149.66, 163.25}}; I want a DateListPlot with three graphs, so for a matrix formed by columns 1 and 2, one for columns 1 and 3, and 1 for columns 1 and 4. At the moment I'm using this code: data2 = Transpose[{data[[All, 1]], data[[All, 2]]}]; data3 = Transpose[{data[[All, 1]], data[[All, 3]]}]; data4 = Transpose[{data[[All, 1]], data[[All, 4]]}]; DateListPlot[{data2, data3, data4}, Joined -> True, Filling -> {3 -> {1}}] but I have a hunch that this can be done more efficiently. I don't like the Transpose s in particular. Any ideas? edit (for extra credit) What if I need to multiply the second column by 2, which in my solution is simp...