R version 2.12.2 (2011-02-25) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i386-apple-darwin9.8.0/i386 (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > # Broyden banded function > > library("nleqslv") > > brdban <- function(x) { + ml <- 5 + mu <- 1 + n <- length(x) + y <- numeric(n) + + for( k in 1:n ) { + + k1 <- max(1, k - ml) + k2 <- min(n, k + mu) + + temp = 0.0 + for(j in k1:k2) { + if ( j != k ) { + temp <- temp + x[j] * (1.0 + x[j]) + } + } + + y[k] <- x[k] * (2.0 + 5.0 * x[k]**2) + 1.0 - temp + + } + y + } > > n <- 10 > xstart <- -rep(1,n) > > xsol <- c( -0.42830, -0.47660, -0.51965, -0.55810, -0.59251, + -0.62450, -0.62324, -0.62139, -0.62045, -0.58647 ) > > fsol <- brdban(xsol) > > znlq <- nleqslv(xstart, brdban, global="dbldog", + control=list(trace=0,ftol=1e-8,xtol=1e-8,btol=1e-2,delta=-1.0)) > znlq$termcd # should be 2 for x values within tolerance [1] 2 > all(abs(znlq$fvec)<=1e-7) # may not have achieved ftol [1] TRUE > > xstart <- -2*rep(1,n) > znlq <- nleqslv(xstart, brdban, global="dbldog", + control=list(trace=0,ftol=1e-8,xtol=1e-8,btol=1e-2,delta=-1.0)) > znlq$termcd [1] 1 > all(abs(znlq$fvec)<=1e-8) [1] TRUE >