R Under development (unstable) (2023-11-25 r85635 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 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 tridiagonal > > library("nleqslv") > > brdtri <- function(x) { + n <- length(x) + y <- numeric(n) + + y[1] <- (3-2*x[1])*x[1] - 2*x[2] + 1 + y[n] <- (3-2*x[n])*x[n] - x[n-1] + 1 + + k <- 2:(n-1) + y[k] <- (3-2*x[k])*x[k] - x[k-1] - 2 * x[k+1] + 1 + + y + } > > n <- 100 > xstart <- -rep(1,n) > ztol <- 1000*.Machine$double.eps > > z1 <- nleqslv(xstart,brdtri, method="Newton") > z2 <- nleqslv(xstart,brdtri, method="Newton", control=list(dsub=1,dsuper=1)) > > cat("z1 termcd=",z1$termcd, "jcnt,fcnt=",z1$njcnt,z1$nfcnt,"\n") z1 termcd= 1 jcnt,fcnt= 4 4 > cat("z2 termcd=",z2$termcd, "jcnt,fcnt=",z2$njcnt,z2$nfcnt,"\n") z2 termcd= 1 jcnt,fcnt= 4 4 > z1$message [1] "Function criterion near zero" > z2$message [1] "Function criterion near zero" > all.equal(z2$x,z1$x) [1] TRUE > all.equal(z2$x,z1$x, tolerance=ztol) [1] TRUE > > z1 <- nleqslv(xstart,brdtri, method="Newton") > z2 <- nleqslv(xstart,brdtri, method="Newton", control=list(dsub=1,dsuper=1)) > > cat("z1 termcd=",z1$termcd, "jcnt,fcnt=",z1$njcnt,z1$nfcnt,"\n") z1 termcd= 1 jcnt,fcnt= 4 4 > cat("z2 termcd=",z2$termcd, "jcnt,fcnt=",z2$njcnt,z2$nfcnt,"\n") z2 termcd= 1 jcnt,fcnt= 4 4 > z1$message [1] "Function criterion near zero" > z2$message [1] "Function criterion near zero" > all.equal(z2$x,z1$x, tolerance=ztol) [1] TRUE > > z3 <- nleqslv(xstart,brdtri, method="Broyden") > z4 <- nleqslv(xstart,brdtri, method="Broyden", control=list(dsub=1,dsuper=1)) > > cat("z3 termcd=",z1$termcd, "jcnt,fcnt=",z3$njcnt,z3$nfcnt,"\n") z3 termcd= 1 jcnt,fcnt= 1 10 > cat("z4 termcd=",z2$termcd, "jcnt,fcnt=",z4$njcnt,z4$nfcnt,"\n") z4 termcd= 1 jcnt,fcnt= 1 10 > z3$message [1] "x-values within tolerance 'xtol'" > z4$message [1] "x-values within tolerance 'xtol'" > all.equal(z3$x,z1$x) [1] TRUE > all.equal(z4$x,z1$x) [1] TRUE > all.equal(z4$x,z3$x, tolerance=ztol) [1] TRUE > > proc.time() user system elapsed 0.15 0.04 0.20