https://github.com/cran/nleqslv
Revision 1c367879b5851f1ba03794c4da8770cb99137fdf authored by Berend Hasselman on 16 February 2017, 16:27:47 UTC, committed by cran-robot on 16 February 2017, 16:27:47 UTC
1 parent 435494e
Raw File
Tip revision: 1c367879b5851f1ba03794c4da8770cb99137fdf authored by Berend Hasselman on 16 February 2017, 16:27:47 UTC
version 3.1
Tip revision: 1c36787
dslnex.Rout.save

R version 3.0.3 RC (2014-02-27 r65092) -- "Warm Puppy"
Copyright (C) 2014 The R Foundation for Statistical Computing
Platform: x86_64-apple-darwin10.8.0 (64-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.

> 
> library("nleqslv")
> 
> # Dennis & Schnabel,1996,"Numerical methods for unconstrained optimization and nonlinear equations", SIAM
> # example 6.5.1 page 149
>     
> 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))
+ }
> 
> # Broyden numerical Jacobian
> for( z in c("cline", "qline", "gline") ) {  # cubic, quadratic, geometric linesearch
+     znlq <- nleqslv(xstart, dslnex, global=z,control=list(btol=.01)) 
+     print.result(znlq)
+ }
[1] "Function criterion near zero"
[1] TRUE
[1] "Function criterion near zero"
[1] TRUE
[1] "Function criterion near zero"
[1] TRUE
> 
> # Broyden numerical 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, global=z, control=list(btol=.01,delta=delta))
+         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
> 
> # 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))
+         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))
+         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 
  0.319   0.052   0.358 
back to top