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 banded function > > 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 <- (3-2*x)*x - c(0,x[-n]) - 2*c(x[-1],0) + 1 + y + } > > brdtrijac <- function(x) { + n <- length(x) + J <- diag(3-4*x,n,n) + J[row(J)==col(J)+1] <- -1 + J[row(J)==col(J)-1] <- -2 + J + } > > options(echo=TRUE) > > n <- 10 > xstart <- -rep(1,n) > fstart <- brdtri(xstart) > > z0 <- nleqslv(xstart,brdtri, method="Newton", global="dbldog") > z0$message [1] "Function criterion near zero" > > z1 <- nleqslv(xstart,brdtri, brdtrijac, method="Newton", global="dbldog",control=list(trace=0)) > z1$message [1] "Function criterion near zero" > all.equal(z1$x,z0$x) [1] TRUE > > z2 <- nleqslv(xstart,brdtri, brdtrijac, method="Newton", global="dbldog",control=list(trace=0,chkjac=TRUE)) > z2$message [1] "Function criterion near zero" > all.equal(z2$x,z0$x) [1] TRUE > > z3 <- nleqslv(xstart,brdtri, brdtrijac, method="Newton", global="dbldog",control=list(trace=0,dsub=1,dsuper=1)) > z3$message [1] "Function criterion near zero" > all.equal(z2$x,z0$x) [1] TRUE > > z4 <- nleqslv(xstart,brdtri, brdtrijac, method="Newton", global="dbldog",control=list(trace=0,dsub=1,dsuper=1,chkjac=TRUE)) > z4$message [1] "Function criterion near zero" > all.equal(z2$x,z0$x) [1] TRUE > > proc.time() user system elapsed 0.20 0.03 0.18