https://github.com/cran/nleqslv
Tip revision: 1e14322360ea37fd7e687262513521e6663f0c5a authored by Berend Hasselman on 06 July 2017, 09:30:03 UTC
version 3.3.1
version 3.3.1
Tip revision: 1e14322
dslnexscaled.Rout
R version 2.15.2 Patched (2013-01-16 r61667) -- "Trick or Treat"
Copyright (C) 2013 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit)
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> # Dennis Schnabel example
>
> library("nleqslv")
>
> dslnex <- function(x) {
+ y <- numeric(2)
+ y[1] <- x[1]^2 + x[2]^2 - 2
+ y[2] <- exp(x[1]-1) + x[2]^3 - 2
+ y
+ }
>
> jacdsln <- function(x) {
+ n <- length(x)
+ Df <- matrix(numeric(n*n),n,n)
+ Df[1,1] <- 2*x[1]
+ Df[1,2] <- 2*x[2]
+ Df[2,1] <- exp(x[1]-1)
+ Df[2,2] <- 3*x[2]^2
+
+ Df
+ }
>
> xstart <- c(2,0.5)
> fstart <- dslnex(xstart)
> xstart
[1] 2.0 0.5
> fstart
[1] 2.2500000 0.8432818
>
> # a solution is c(1,1)
>
> do.print.xf <- FALSE
>
> print.result <- function(z) {
+ if( do.print.xf ) {
+ print(z$x)
+ print(z$fvec)
+ }
+ print(z$message)
+ print(all(abs(z$fvec)<=1e-8))
+ }
>
> # Use our fixed scaling
>
> znlq <- nleqslv(xstart, dslnex, jacdsln, global="dbldog", control=list(btol=.01,delta=-1.0,chkjac=TRUE,scalex=c(2,3)))
> if(znlq$termcd == -10) stop("Internal error in check analytical jacobian")
>
> # Broyden analytical jacobian
> for( z in c("dbldog","pwldog") ) { # double dogleg, Powell (single) dogleg
+ for( delta in c(-1.0, -2.0) ) { # Cauchy step , Newton step
+ znlq <- nleqslv(xstart, dslnex, jacdsln, global=z, control=list(btol=.01,delta=delta,chkjac=TRUE,scalex=c(2,3)))
+ print.result(znlq)
+ }
+ }
[1] "Function criterion near zero"
[1] TRUE
[1] "Function criterion near zero"
[1] TRUE
[1] "Function criterion near zero"
[1] TRUE
[1] "Function criterion near zero"
[1] TRUE
>
> # Newton analytical jacobian
> for( z in c("dbldog","pwldog") ) { # double dogleg, Powell (single) dogleg
+ for( delta in c(-1.0, -2.0) ) { # Cauchy step , Newton step
+ znlq <- nleqslv(xstart, dslnex, jacdsln, method="Newton", global=z, control=list(btol=.01,delta=delta,chkjac=TRUE,scalex=c(2,3)))
+ print.result(znlq)
+ }
+ }
[1] "Function criterion near zero"
[1] TRUE
[1] "Function criterion near zero"
[1] TRUE
[1] "Function criterion near zero"
[1] TRUE
[1] "Function criterion near zero"
[1] TRUE
>
> proc.time()
user system elapsed
0.252 0.047 0.279