Newton's Method for systems
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I'm trying to figure out what step 3 means in the picture attached. I know it's finding the Jacobian, but I don't understand what that means in 'Matlab code.' Also, if possible, is my code correct so far? This is what I have so far:
function [x,ERR,k] = newtonMethod(f,j,x,Nmax,tol) % Inputs: %number of equations and unknowns, x0 = initial guess, Nmax = max iterations, %tol =tolerance % Outputs: %x = solution, ERR = error estimation, k = iterations
%Step 1 k = 1; ERR = 1; Niter = 50; x=x0; %tol = 10e-10;
%Step 2
while (k < Niter)
%Step 3 - Compute F(x), J(x) %Step 4 - Solve for y s.t. J(x)*y = -F(x) using y = J\-F
y = J(x)\(-F(x));
%Step 5 - Set x = x + y
x = x + y;
%ERR
ERR = norm(y,'inf');
%Step 6
if (ERR < tol)
fprintf('convergent')
break
end
%Step 7
k = k+1;
end
end
2 Comments
James Tursa
on 6 Apr 2018
How are you given f? Is it a function handle? Did the instructor tell you to use numerical difference methods to approximate the Jacobian?
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