0% found this document useful (0 votes)
576 views5 pages

X X X X XX Solution: Solve Using Modified Newton's Method The Following System of Non Linear Algebraic Equations

The document describes solving a system of nonlinear algebraic equations using the modified Newton's method. It provides the equations, initializes starting values, calculates the Jacobian matrix, and iteratively computes new approximations for the solutions until the values converge within a specified tolerance after 15 iterations. The solution found is x1 = 1.44233, x2 = 0.50006, x3 = 1.41423.

Uploaded by

Ionel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
576 views5 pages

X X X X XX Solution: Solve Using Modified Newton's Method The Following System of Non Linear Algebraic Equations

The document describes solving a system of nonlinear algebraic equations using the modified Newton's method. It provides the equations, initializes starting values, calculates the Jacobian matrix, and iteratively computes new approximations for the solutions until the values converge within a specified tolerance after 15 iterations. The solution found is x1 = 1.44233, x2 = 0.50006, x3 = 1.41423.

Uploaded by

Ionel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 5

Solved Example Set‐4 

Solve using modified Newton’s method the following system of non‐linear algebraic equations  
x13 − 2 x2 − 2 = 0
x13 − 5 x32 + 7 = 0        
x2 x32 − 1 = 0

Solution

We have our system of non-linear equations in the following form:

f1 ( x1 , x2 , x3 ) = x13 − 2 x2 − 2
f 2 ( x1 , x2 , x3 ) = x13 − 5 x32 + 7
f3 ( x1 , x2 , x3 ) = x2 x32 − 1

The Newton’s method gives the improvement for the components of x in the s+1 th iteration as:

⎧ x1( s +1) ⎫ ⎧ x1( s ) ⎫ ⎧ f1( s ) ⎫


⎪⎪ ( s +1) ⎪⎪ ⎪⎪ ( s ) ⎪⎪ ⎪
−1 ⎪ ( s ) ⎪

⎨ x2 ⎬ = ⎨ x2 ⎬ − [ J ] ⎨ f 2 ⎬
⎪ ( s +1) ⎪ ⎪ ( s ) ⎪ ⎪ (s) ⎪
⎪⎩ x3 ⎪⎭ ⎪⎩ x3 ⎪⎭ ⎪⎩ f 3 ⎪⎭

⎡ ∂f1 ∂f1 ∂f1 ⎤


⎢ ⎥
⎢ ∂x1 ∂x2 ∂x3 ⎥
⎢ ∂f ∂f 2 ∂f 2 ⎥
where, the Jacobian [ J ] = ⎢ 2 ⎥
⎢ ∂x1 ∂x2 ∂x3 ⎥
⎢ ∂f ∂f3 ∂f 3 ⎥
⎢ 3 ⎥
⎣⎢ ∂x1 ∂x2 ∂x2 ⎦⎥

∂f1 ∂f ∂f
= 3 x12 , 1 = − 2, 1 = 0
∂x1 ∂x2 ∂x3
∂f 2 ∂f ∂f
We have = 3 x12 , 2 = 0, 2 = − 10 x3
∂x1 ∂x2 ∂x3
∂f3 ∂f ∂f
= 0, 3 = x32 , 3 = 2 x2 x3
∂x1 ∂x2 ∂x3

⎡3x12 −2 0 ⎤
⎢ ⎥
Therefore, you have [ J ] = ⎢3x12 0 −10 x3 ⎥
⎢ 0 x32 2 x2 x3 ⎥⎦

⎧ x1( 0) ⎫ ⎧2 ⎫ ⎧ f1( 0) ⎫ ⎧ 4 ⎫
⎪⎪ ( 0) ⎪⎪ ⎪ ⎪ ⎪⎪ ( 0) ⎪⎪ ⎪ ⎪
You start with some initial guess ⎨ x2 ⎬ = ⎨1 ⎬ and you have ⎨ f 2 ⎬ = ⎨−5⎬
⎪ ( 0) ⎪ ⎪2 ⎪ ⎪ (0) ⎪ ⎪ 3 ⎪
⎪⎩ x3 ⎪⎭ ⎩ ⎭ ⎪⎩ f3 ⎪⎭ ⎩ ⎭
In Modified Netwon-Raphson method, we need to evaluate J only once and will retain the same J in
every iteration.

⎡12 −2 0 ⎤
[ J ] = ⎢⎢12 0 −20⎥⎥
⎣⎢ 0 4 4 ⎦⎥

We are going to demonstrate a screen-based iteration using Matlab to improve the values of x and
reduce f1, f2, and f3 to zero.

>> f = [4;-5;3]; x1=[2;1;2];Ja=[12 -2 0; 12 0 -20; 0 4 4]


Ja =
12 -2 0
12 0 -20
0 4 4

>> x2=x1-inv(Ja)*f
x2 =
1.6212
0.7273
1.5227

>> f=[x2(1)^3-2*x2(2)-2; x2(1)^3-5*x2(3)^2+7;x2(2)*x2(3)^2-1]


f=
0.8065
-0.3324
0.6863

>> format('long')
>> x3=x2-inv(Ja)*f
x3 =
1.53663222244568
0.62305981490335
1.45535866744075

>> f=[x3(1)^3-2*x3(2)-2; x3(1)^3-5*x3(3)^2+7;x3(2)*x3(3)^2-1]


f=
0.38223566794924
0.03801104328139
0.31968358619114

>> x4=x3-inv(Ja)*f
x4 =
1.49527778567500
0.56605102825391
1.43244655754241

>> f=[x4(1)^3-2*x4(2)-2; x4(1)^3-5*x4(3)^2+7;x4(2)*x4(3)^2-1]


f=
0.21112323838291
0.08370959381520
0.16148188239618

>> x5=x4-inv(Ja)*f
x5 =
1.47253269938996
0.53514212973512
1.42298498546215

>> f=[x5(1)^3-2*x5(2)-2; x5(1)^3-5*x5(3)^2+7;x5(2)*x5(3)^2-1]


f=
0.12268577534815
0.06853869056486
0.08360195038418

>> x6=x5-inv(Ja)*f
x6 =
1.45955234942051
0.51860291759251
1.41862371000872

>> f=[x6(1)^3-2*x6(2)-2; x6(1)^3-5*x6(3)^2+7;x6(2)*x6(3)^2-1]


f=
0.07206840651232
0.04680808870280
0.04368486102376

>> x7=x6-inv(Ja)*f
x7 =
1.45208328533760
0.50982273635118
1.41648267599411

>> f=[x7(1)^3-2*x7(2)-2; x7(1)^3-5*x7(3)^2+7;x7(2)*x7(3)^2-1]


f=
0.04213873794457
0.02966835368973
0.02292015151719

>> x8=x7-inv(Ja)*f
x8 =
1.44779800889274
0.50518044665431
1.41539492781168

>> f=[x8(1)^3-2*x8(2)-2; x8(1)^3-5*x8(3)^2+7;x8(2)*x8(3)^2-1]


f=
0.02439612923242
0.01804301416584
0.01204961135189

>> x9=x8-inv(Ja)*f
x9 =
1.44535670311054
0.50273067657736
1.41483229505066

>> f=[x9(1)^3-2*x9(2)-2; x9(1)^3-5*x9(3)^2+7;x9(2)*x9(3)^2-1]


f=
0.01396973850071
0.01067897606386
0.00634134455329
>> x10=x9-inv(Ja)*f
x10 =
1.44397728580874
0.50143904201692
1.41453859347277

>> f=[x10(1)^3-2*x10(2)-2; x10(1)^3-5*x10(3)^2+7;x10(2)*x10(3)^2-1]


f=
0.00791621566748
0.00619713758168
0.00333912334770

>> x11=x10-inv(Ja)*f
x11 =
1.44320414254363
0.50075829025998
1.41438456439279 (See the results are almost converging)
 
>> f=[x11(1)^3‐2*x11(2)‐2; x11(1)^3‐5*x11(3)^2+7;x11(2)*x11(3)^2‐1] 
f = 
   0.00444413371806 
   0.00354223427514 
   0.00175879529821 
 
>> x12=x11‐inv(Ja)*f 
x12 = 
   1.44277400960464 
   0.50039955948507 
   1.41430359634315 
 
>> f=[x12(1)^3‐2*x12(2)‐2; x12(1)^3‐5*x12(3)^2+7;x12(2)*x12(3)^2‐1] 
f = 
   0.00247470428329 
   0.00200051010758 
   0.00092655203759 
 
>> x13=x12‐inv(Ja)*f 
x13 = 
   1.44253627995973 
   0.50021053375724 
   1.41426098406158 
 
>> f=[x13(1)^3‐2*x13(2)‐2; x13(1)^3‐5*x13(3)^2+7;x13(2)*x13(3)^2‐1] 
f = 
   0.00136842850743 
   0.00111884082774 
   0.00048816127301 
 
>> x14=x13‐inv(Ja)*f 
x14 = 
   1.44240564410922 
   0.50011093290791 
   1.41423854459266 
 
>> f=[x14(1)^3‐2*x14(2)‐2; x14(1)^3‐5*x14(3)^2+7;x14(2)*x14(3)^2‐1] 
f = 
  1.0e‐003 * 
 
   0.75217935444893 
   0.62074011237723 
   0.25720416022978 
 
>> x15=x14‐inv(Ja)*f 
x15 = 
   1.44233421566636 
   0.50005845192795 
   1.41422672453256 
 

Now you can see that the results have converged to a tolerance, which is suggested that
max x j ( s +1) − x j ( s ) ≤ 1 × 10−4 . Here we took 15 iterations to converge to the solution.

⎧ x1 ⎫ ⎧1.44233 ⎫
⎪ ⎪ ⎪ ⎪
Therefore, the one solution of the system is: ⎨ x2 ⎬ = ⎨0.50006 ⎬
⎪ x ⎪ ⎪1.41423 ⎪
⎩ 3⎭ ⎩ ⎭

You might also like