Adv Math Lab10
Adv Math Lab10
Adv Math Lab10
The description and the analysis of the Newtons Method for the solution of systems of nonlinear equations can be found in to [1, Chapter 7].
1. Plot the functions F and F in the interval [0.5, 6.5] highlighting the roots of the functions. (Hint: use the command grid on). 2. Observe the graphics of F and F and discuss the property of convergence of the Newtons Method (NM) for all the roots of F . Given that one of the exact values of the roots is 1 = 1 compute its multiplicity. 3. Solve the problem of nding the roots of F using the NM, with the function newton.m, xing the tolerance tol = 1e-6. Starting from the considerations made at the previous points compute the value of each root selecting a suitable starting point x0. In the case of 1 = 1 plot in a semilogarithmic scale the error as a function of the number of iterations made by the standard NM. 4. Estimate the order of convergence of the method (employed for the approximation of the root 1 = 1) using the function estimate_order.m. 5. Consider the function f (x) = cos(2x)2 x2 , x [0, 1.5] .
Plot the graphic of F , x the tolerance tol = 1e-10 and nd the roots of the equation. How much is convenient to choose the starting point x0 such that the NM converges to the root 0.5149? Justify the answer.
(2)
1. Starting from the initial vector x0 = [0.1; 0.1], set the tolerance tol = 1e-10, the maximum number of iterations nmax = 500 and solve the problem F(x) = 0 using the Matlab function newtonsys.m. 2. Using the same set of parameters at the previous point, solve the system (2) using the quasi-newton method implemented in the Matlab function broyden.m. 3. Repeat point 1. choosing the initial guess x0 = [10; 10] and x0 = [20; 20], respectively. Comment on the results.
1. Starting from the initial vector x0 = [1; 1], set the tolerance tol = 1e-5, the maximum number of iterations nmax = 10 and solve the problem F(x) = 0 using the Matlab function newtonsys.m.
References
[1] A. Quarteroni, R. Sacco, F. Saleri, Numerical mathematics. Springer-Verlag (Berlin 2007)