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. > > 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 0.18 0.03 0.21