ENGG 1801
Engineering Computing
MATLAB Lecture 7: Tutorial Weeks 11-13
Solution of nonlinear algebraic equations (II)
Outline of lecture
Solving sets of nonlinear equations
Multivariable Newton’s method
Example (2 equations in 2 unknowns)
Solving example problem in Matlab
Functions
Conclusions
Sets of Nonlinear Equations
Equation sets can be large
– 100’s (1000’s) of equations
– Initial solution estimate can be a challenge
Fewer solution options
– Plotting and direct substitution are not options
Most widely used approach ?
– Multivariable Newton’s method
Multivariable Newton’s Method
Single variable algorithm Scalar equation
xi 1 xi f ' ( xi ) f ( xi )
1
– Each iteration solves a linear approximation to function
Multivariable algorithm Vector-matrix equation
xi 1 xi J ( xi ) f ( xi )
1
– Each function approximated by a linear equation
– Each iteration solves a set of linear equations
Example (I)
Solve the pair of equations:
2
Solution is:
f1 ( x1 , x2 ) x1 x 0
2
f ( x , x ) x x 0
1 1 2 1 2
2 f1 ( x1 , x2 ) x1 x2 8 0
f 2 ( x1 , x2 ) x1 x2 8 0
x1 = 4 x2 = 2
Elements of the Jacobian matrix
f1 f1
x 1 x2
2 x2
1
f 2 x f 2
x1
2
x1 x2
Example (II)
Use as initial estimate for solution (3, 3)
Next estimate obtained from:
Functions evaluated
New point = (3.5714, 2.0952) at old point
1
x1 3 1 6 6
x2 3 3 3 1
Old point = (3, 3) Jacobian evaluated
at old point
Solution in Matlab
counter = 1;
error = 10;
xold = [3;3];
while error > 1e-3 & counter < 10
fold(1) = xold(1) - xold(2)^2; fold(2) = xold(1)*xold(2) - 8;
J(1,1) = 1; J(1,2) = -2*xold(2); J(2,1) = xold(2); J(2,2) = xold(1);
xnew = xold - inv(J)*fold'
error = max(abs(xnew(1)-xold(1)),abs(xnew(2)-xold(2)));
counter = counter + 1;
xold = xnew;
end
Advice on Iterative Methods
Follow one cycle through code by hand
Initially use modest convergence criterion
Put in a ‘counter’ ( to prevent infinite loop )
Check final solution
– Be prepared for multiple solutions
Initial guess has a big impact:
– On the final solution obtained
– On the time taken to converge to solution
Functions
Breaking up complex calculations into simpler
blocks.
Main program
One to one correspondence
between inputs, outputs in
– a = 2; b = 3;
calling statement and in
– [answer, diff] = my_function(a,b)
function
Separate file, my_function.m; outputs calculated
inside function using input arguments (in1 & in2)
– function [answ, differ] = my_function(in1,in2)
– answ = in1 + in2;
– differ = in1 – in2;
Conclusions
Solution of nonlinear equation sets ?
– Very common problem in engineering
Built-in
Matlab functions ( e.g. fsolve from
MATLAB’s Optimization Toolbox)
– User supplied Jacobian speeds convergence
– If unavailable → Matlab gets by finite differencing
– User has to supply initial estimate of solution
Make your own functions to split up a big problem
into simpler pieces.
