IMSL_ZEROSYS

Syntax | Return Value | Arguments | Keywords | Discussion | Example | Errors | Version History

The IMSL_ZEROSYS function solves a system of n nonlinear equations, f_i (x) = 0, using a modified Powell hybrid algorithm.

Note
This routine requires an IDL Advanced Math and Stats license. For more information, contact your ITT Visual Information Solutions sales or technical support representative.

Syntax

Result = IMSL_ZEROSYS(f, n [, /DOUBLE] [, ERR_REL=value] [, FNORM=value] [, JACOBIAN=string] [, ITMAX=value] [, XGUESS=array])

Return Value

An array containing a solution of the system of equations.

Arguments

f

Scalar string specifying a user-supplied function to evaluate the system of equations to be solved. The f function accepts one parameter containing the point at which the functions are to be evaluated and returns the computed function values at the given point.

n

Number of equations to be solved and the number of unknowns.

Keywords

DOUBLE

If present and nonzero, double precision is used.

ERR_REL

Stopping criterion. The root is accepted if the relative error between two successive approximations to this root is less than ERR_REL. Default: ERR_REL = SQRT(ε), where ε is the machine precision.

FNORM

Scalar with the value f ²₀ + ... + f ²_n–1 at the point x.

JACOBIAN

Scalar string specifying a user-supplied function to evaluate the x n Jacobian. The function accepts as parameter the point at which the Jacobian is to be evaluated and returns a two-dimensional matrix defined by result (i, j) = ∂f_i/∂x_j.

ITMAX

Maximum allowable number of iterations. Default: ITMAX = 200.

XGUESS

Array with N components containing the initial estimate of the root. Default: XGUESS = 0.

Discussion

The IMSL_ZEROSYS function is based on the MINPACK subroutine HYBRDJ, which uses a modification of the hybrid algorithm due to M.J.D. Powell. This algorithm is a variation of Newton's Method, which takes precautions to avoid undesirable large steps or increasing residuals. For further discussion, see Moré et al. (1980).

Example

The following 2 x 2 system of nonlinear equations is solved:

f(x) = x₀ + x₁ – 3

f(x) = x₀² + x₁² – 9

.RUN 
; Define the system through the function f. 
FUNCTION f, x 
   RETURN, [x(0)+x(1)-3, x(0)^2+x(1)^2-9] 
END 
 
PM, IMSL_ZEROSYS('f', 2), $ 
Title = 'Solution of the system:', FORMAT = '(f10.5)' 
; Compute the solution and output the results. 
Solution of the system: 
      0.00000 
      3.00000 

Errors

Warning Errors

MATH_TOO_MANY_FCN_EVALS—Number of function evaluations has exceeded ITMAX. A new initial guess can be tried.

MATH_NO_BETTER_POINT—Keyword ERR_REL is too small. No further improvement in the approximate solution is possible.

MATH_NO_PROGRESS—Iteration has not made good progress. A new initial guess can be tried.

Version History