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Multivariate Newton’s Method (newtons_method_n)

version 2.0.1 (290 KB) by Tamas Kis
Newton's method for finding the root of a differentiable, multivariate, vector-valued function.

30 Downloads

Updated 20 Apr 2022

From GitHub

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newtons_method_n View Multivariate Newton’s Method (newtons_method_n) on File Exchange

Newton's method for finding the root of a differentiable, multivariate, vector-valued function.

Syntax

x = newtons_method_n(f,J,x0)
x = newtons_method_n(f,J,x0,opts)
[x,k] = newtons_method_n(__)
[x,k,x_all] = newtons_method_n(__)

Description

x = newtons_method_n(f,J,x0) returns the root of a multivariate, vector-valued function specified by the function handle f, where J is the Jacobian of with respect to (i.e. ) and where x0 () is an initial guess of the root.

x = newtons_method_n(f,J,x0,opts) does the same as the syntax above, but allows for the specification of optional solver parameters. opts is a structure with the following fields:

  • k_max → maximum number of iterations (defaults to 200)
  • return_all → returns estimates at all iteration if set to true (defaults to false)
  • TOL → tolerance (defaults to )

[x,k] = newtons_method_n(__) also returns the number of iterations (k) performed of Newton's method.

[x,k,x_all] = newtons_method_n(__) does the same as the previous syntaxes, but also returns an array (x_all) storing the root estimates at each iteration. This syntax requires that opts.return_all be set to true.

Note

Examples and Additional Documentation

  • See "EXAMPLES.mlx" or the "Examples" tab on the File Exchange page for examples.
  • See "Root_Finding_Methods.pdf" (also included with download) for the technical documentation.

Cite As

Tamas Kis (2022). Multivariate Newton’s Method (newtons_method_n) (https://github.com/tamaskis/newtons_method_n-MATLAB/releases/tag/v2.0.1), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2021b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.