Newton's method gives NaN. Can someone improve my code?

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Luca Grillo
Luca Grillo am 9 Aug. 2024
Bearbeitet: Torsten am 9 Aug. 2024
Hello everybody. I'm using Newton's method to solve a liner equation whose solution should be in [0 1]. Unfortunately, the coe I'm using gives NaN as a result for a specific combination of parameters and I would like to understand if I can improve the code I wrote for my Newton's method. In the specific case I'm considering, I reach the maximum iterations even if the tolerance is very low.
% % % % Script for solving NaN
mNAN= 16.1;
lNAN= 10^-4;
f= @(x) mNAN*x+lNAN*exp(mNAN*x)-lNAN*exp(mNAN);
Fd= @(x) mNAN*(1+lNAN*exp(mNAN*x));
tolNaN=10^-1;
nmax=10^8;
AB0 = 0.5;
[amNAN,nNAN,ierNAN]=newton(f,Fd,AB0,nmax,tolNaN);
amNAN
amNAN = NaN
Llimit=f(0)
Llimit = -982.0670
Ulimit=f(1)
Ulimit = 16.1000
fplot(@(x) mNAN*x+lNAN*exp(mNAN*x)-lNAN*exp(mNAN),[0 1.1])
function [x,n,ier] = newton(f,fd,x0,nmax,tol)
% Newton's method for non-linear equations
ier = 0;
for n = 1:nmax
x = x0-f(x0)/fd(x0);
if abs(x-x0) <= tol
ier = 1;
break
end
x0 = x;
end
end

Akzeptierte Antwort

Torsten
Torsten am 9 Aug. 2024
Bearbeitet: Torsten am 9 Aug. 2024
Your undamped Newton's method throws you from x = 0.5 to x = 46 appr. in the next step. Here, your function cannot be evaluated because of the large exp() term.
Conclusion: Newton's method doesn't converge in all cases.
Try a different initial point x0 in the region where the function is steeper than in 0.5 (e.g. 0.9).
Or use a damping factor 0 < d < 1:
x = x0-d*f(x0)/fd(x0);
Convergence will be slower, but safer.
Further, you should also check whether abs(f(x)) is really small when you break the iteration. abs(x-x0) < tol usually doesn't suffice for the iteration to be converged if your function is steep.
  1 Kommentar
Luca Grillo
Luca Grillo am 9 Aug. 2024
Thank you for your suggestions! I'll try it out and see if it gets better!

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