Solving Non-linear Equations with

SCILAB

By

Gilberto E. Urroz, Ph.D., P.E.

Distributed by

i nfoClearinghouse.com

©2001 Gilberto E. Urroz

All Rights Reserved
A "zip" file containing all of the programs in this document (and other
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following site:

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ab_Docs/ScilabBookFunctions.zip

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Please report any errors in this document to: [email protected]

SOLUTION TO NON-LINEAR EQUATIONS 2

Introduction to complex numbers 2

Examples of basic complex number operations in SCILAB 3
Complex number calculations 5
Examples of operations with complex numbers 6

Solution to quadratic and cubic equations 7

Quadratic equations 7
Cubic equations 9

The many roots of a real or complex number 11

Principal values of a cubic root 13

Polynomials and solutions to polynomial equations 14

Solution of a single non-linear equation 16

Interval-halving or bisection method 17
Pseudo-code for the interval-halving or bisection method 18
SCILAB function for interval-halving or bisection 18
Example of interval-halving (bisection) method application 19
The Newton-Raphson method 20
A SCILAB function for the Newton-Raphson method 21
The Secant Method 24
A SCILAB function for the secant method 25
Application of secant method 25
Fixed -point iteration 26
A SCILAB function for fixed iteration 26
Applications of fixed-point iteration 27

Solving systems of non-linear equations 28

SCILAB function for Newton-Raphson method for a system of non-linear equations 30
Illustrating the Newton-Raphson algorithm for a system of two non-linear equations 31
Solution using function newtonm 32
“Secant” method to solve systems of non-linear equations 33
Illustrating the “secant” algorithm for a system of two non-linear equations 34
SCILAB function for “secant” method to solve systems of non-linear equations 36
Solution using function secantm 37

Solving non-linear equations with the fsolve function 37

Solving single non-linear equations with fsolve 37
Solving a system of non-linear equations with fsolve 38

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Solution to non-linear equations
Non-linear equations covered in this chapter include quadratic, cubic, and polynomial
equations. These are known as algebraic equations. We also consider equations involving
non-algebraic terms such as exponential, logarithmic, trigonometric, and hyperbolic functions.
These would be referred to as transcendental equations, since those types of functions are
known as transcendental functions (i.e., they transcend the realm of algebraic equations).
Even the simplest of algebraic equations, namely, quadratic equations, may produce a complex
solution. Therefore, we start this chapter with a quick introduction to complex numbers. The
chapter continuous with numerical solutions to quadratic, cubic, polynomial, and
transcendental equations. Methods presented include bisection, Newton-Raphson, and secant.
The chapter concludes with the analysis of systems of non-linear equations.

Introduction to complex numbers

A complex number z is a number written as

z = x + iy,

where x and y are real numbers, and i is the imaginary unit defined by I2 = -1.

The complex number x+iy has a real part,

x = Re(z),
and an imaginary part,
y = Im(z).

We can think of a complex number as a point P(x,y) in the x-y plane, with the x-axis referred
to as the real axis, and the y-axis referred to as the imaginary axis. Thus, a complex number
represented in the form x+iy is said to be in its Cartesian representation.

A complex number can also be represented in polar coordinates (polar representation) as

z = reiθ = r⋅cosθ + I r⋅sinθ

where
r = |z| = (x2+y2)1/2

is the magnitude of the complex number z, and

θ = Arg(z) = arctan(y/x)

is the argument of the complex number z.

The relationship between the Cartesian and polar representation of complex numbers is given
by the Euler formula:

eiθ = cosθ + i sinθ

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The complex conjugate of a complex number z = x + iy = reiθ,, is

z = x – iy = re-Iθ .

The complex conjugate of z can be thought of as the reflection of z about the real (x-) axis.
Similarly, the negative of z,
–z = -x-iy = - reiθ,

can be thought of as the reflection of z about the origin.

Examples of basic complex number operations in SCILAB

The unit imaginary number, i = √(-1), is represented in SCILAB by the symbol %i. A sequence of
the first 10 powers of I can obtained by using:

-->ipow = []; for j=1:10, ipow=[ipow %i^j]; end; ipow

ipow =

! i - 1. - i 1. i - 1. - i 1. i - 1. !

A complex number, say z = 3+5i, is written as:

-->z =3+5*%i
z =

3. + 5.i

The functions real and imag can be used to obtain the real and imaginary parts, respectively,
of a complex number, for example:

-->real(z), imag(z)
ans =

3.
ans =

5.

The magnitude and argument of the complex number z are obtained as:

-->abs(z), atan(imag(z)/real(z))
ans =

5.8309519
ans =

1.0303768

If we write the polar representation of a complex number as r exp(%I*theta), SCILAB returns

the Cartesian representation. For example,

-->5*exp(0.25*%i)
ans =

4.8445621 + 1.2370198i

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SCILAB provides the function polar to obtain the magnitude and argument of a complex
number. The following example illustrates its application:

-->[r,theta] = polar(z)
theta =

1.0303768
r =

5.8309519

The complex conjugate of a complex number is obtained by using the function conj:

-->conj(z)
ans =

3. - 5.i

The negative is simply obtained by adding a minus sign to the number, i.e.,

-->-z
ans =

- 3. - 5.i

Matrices in SCILAB can have complex numbers as elements. The following commands, for
example, produce a 3x4 matrix of complex numbers. First, we generate random matrices with
integer numbers to be the real and imaginary parts of the complex numbers:

-->xMs = int(10*rand(3,3)), yMs = int(10*rand(3,3))

xMs =

! 2. 5. 2. !
! 4. 5. 6. !
! 2. 1. 7. !
yMs =

! 0. 3. 4. !
! 6. 8. 2. !
! 2. 5. 8. !

Next, the complex-number matrix is put together by using:

-->zMs = xMs + yMs*%i

zMs =

! 2. 5. + 3.i 2. + 4.i !
! 4. + 6.i 5. + 8.i 6. + 2.i !
! 2. + 2.i 1. + 5.i 7. + 8.i !

To obtain the magnitude of the elements of the matrix just defined we simply apply the
function abs to the matrix name, i.e.,

-->abs(zMs)
ans =

! 2. 5.8309519 4.472136 !
! 7.2111026 9.4339811 6.3245553 !
! 2.8284271 5.0990195 10.630146 !

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To find the arguments of the elements we can use the function atanm applied to the term-by-
term division of the imaginary part by the real part of the elements. The function atanm is a
generalization of the function atan used when the argument is a matrix. Here is the
calculation of the arguments:

-->atanm(yMs./xMs)
ans =

! - .8101607 .5954016 .9174249 !

! .7153096 - .0687575 .2626142 !
! .6906707 2.5474625 - .2654686 !

Complex number calculations

Complex numbers can be added, subtracted, multiplied, and divided. The rules for these
operations are shown below:
i⋅θ i⋅θ i⋅θ
Let z = x + i⋅y = r⋅e , z1 = x1 + i⋅y1 = r1⋅e 1, and z2 = x2 + i⋅y2 = r2⋅e 2,

be complex numbers. In these definitions the numbers x, y, x1, x2, y1, and y2 are real numbers.

Addition: z1 + z2 = (x1 + x2)+ i⋅ (y1 + y2)

Subtraction: z1 - z2 = (x1 - x2)+ i⋅ (y1 - y2)

Multiplication: z1⋅z2 = (x1⋅x2 - y1⋅y2) + i⋅(x1⋅y2 + x2⋅y1) = r1⋅r2⋅ e i⋅(θ1+ θ2).

Multiplication of a number by its conjugate results in the square of the number’s magnitude,
i.e.:
z⋅z = (x + i⋅y)⋅(x - i⋅y) = x2 + y2 = r2 = |z|2

Division:

z1  z1   z2  z ⋅z x ⋅ x + y1 ⋅ y2 y ⋅ x − x1 ⋅ y2 r
=   ⋅   = 1 22 = 1 22 + i 1 22 = 1 ⋅ ei⋅(θ1 −θ2 ) .
z2  z2   z2  | z2 | x 2 + y2
2
x 2 + y2
2
r2

i⋅θ n i⋅nθ
Powers: zn = (r⋅e ) = rn⋅ e

Roots: because the argument θ of a complex number z has a periodicity of 2π, we can write
i⋅(θ+2kπ)
z = r ⋅e , for k = 0, 1, 2, …

There are n n-th roots of z calculated as

(θ + 2 kπ )
i⋅
n
z = z1/ n = r 1/ n ⋅ e n
, k = 0,1, 2,L (n − 1).

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More details on the calculation of roots of complex numbers are presented later in the chapter.

Examples of operations with complex numbers

The following are operations with complex numbers using SCILAB:

-->z1 = -5+2*%i, z2 = 3+4*%i

z1 =

- 5. + 2.i
z2 =

3. + 4.i

Addition, subtraction, multiplication, and division:

-->z1+z2
ans =

- 2. + 6.i

-->z1-z2
ans =

- 8. - 2.i

-->z1*z2
ans =

- 23. - 14.i

-->z1/z2
ans =

- .28 + 1.04i

The following sequence provides the first 5 integer powers of z1:

-->z1pow = []; for j=1:5, z1pow=[z1pow z1^j]; end; z1pow

z1pow =

column 1 to 4

! - 5. + 2.i 21. - 20.i - 65. + 142.i 41. - 840.i !

column 5

! 1475. + 4282.i !

The following SCILAB command attempts to find one cubic root of z1:

-->z1^(1/3)
ans = 1.0613781 + 1.394917i

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There are, in fact, three cubic roots for any real or complex number. These are calculated,
using the formulas indicated earlier, as follows. First, we calculate the magnitude and
argument of complex number z1:

-->r1=abs(z1), theta1 = atan(imag(z1)/real(z1))

r1 = 5.3851648
theta1 = - .3805064

Next, we create an empty vector called cubic_roots_of_z1:

-->cubic_roots_of_z1 = [];

The vector is then filled with the three roots of z1 as follows:

-->for k = 0:2
--> cubic_roots_of_z1 = [cubic_roots_of_z1
r1^(1/3)*exp(%i*((theta1+2*k*%pi)/3))];
-->end;

To see the final result, enter the name of the vector:

-->cubic_roots_of_z1
cubic_roots_of_z1 =

column 1 to 2

! 1.7387226 - .2217219i - .6773445 + 1.6166389i !

column 3

! - 1.0613781 - 1.394917i !

More details on the calculation of roots of real and complex numbers are presented in a
subsequent section of this chapter.

Solution to quadratic and cubic equations

Quadratic equations, of the form ax2+bx+c = 0, and cubic equations, of the form ax3+bx2+cx+d =
0, are the simplest non-linear, polynomial equations. SCILAB provides function roots to solve
polynomial equations of any order. Therefore, function roots can be used to solve quadratic
and cubic equations. The methods presented next for solving quadratic and cubic equations,
therefore, are not strictly necessary, however, they are presented here as SCILAB programming
exercises.

Quadratic equations
Quadratic equations are those algebraic equations with one unknown that can be reduced to
the form
ax2+bx+c = 0,

where a, b, and c are real numbers.

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The solution to a quadratic equation can be accomplished by re-writing the equation as

x2+(b/a)x= -(c/a)

and completing the square of a binomial in the left hand side. To complete the square of a
binomial, add the term b2/(4a2) to both sides of the equation:

x2+(b/a)x+b2/(4a2)= -(c/a)+ b2/(4a2)

The equation can now be re-written as

(x+b/(2a))2 = (b2-4ac)/(4a2).

Taking the square root of both sides of the equation results in

x+b/(2a) = ± (b2-4ac)1/2 /(2a).

Solving for x results in

x = [-b± (b2-4ac)1/2]/(2a).

The quantity under the square root in this result is known as the discriminant of the equation,
i.e.,

D = b2-4ac.

According to the sign of the discriminant, the equation can have one or two real solutions, or
two complex conjugate solutions:

If D>0, the quadratic equation has two distinct real solutions:

x1,2 = (-b± D1/2)/(2a).

If D=0, the quadratic equation has one real (double) solution,

x1 = x2 = -b/(2a).

If D<0, the quadratic equation has two conjugate complex solutions,

x1,2 = (-b± i⋅(-D) 1/2)/(2a),

where i = (-1)1/2 is the unit imaginary number.

The basic algorithm (written in pseudo-code) for solving a quadratic equation, would look
something like this:

Enter equation coefficients a, b, c

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 Calculate discriminant, D = b2-4ac

If D > 0,
Indicate that two distinct real solutions exist
Calculate roots as x1 = (-b+D1/2)/(2a), and x2= (-b-D1/2)/(2a)
Display roots x1 and x2

Else If D = 0,
Indicate that only one real solution exist
Calculate root as x = -b/(2a)
Display single root x

Else (default case D<0)

Indicate that two conjugate complex solutions exist
Calculate the real part of the complex roots as xr = -b/(2a)

Calculate the imaginary part of the roots as xi = (-D)1/2

Display the roots as 'x =x +i*x ' and 'x =x -i*x '
1 r i 2 r i

The reader is invited to write a SCILAB function to solve the quadratic equation given the
values a, b, and c.

Note: Pseudo-code is a way to present an algorithm using English-like statements that are later
coded into a particular computer language. The statements are general enough to be
understood by any programmer and easily translated into a computer language.

Cubic equations
The canonical (simplest) form of the cubic equation is

x3+ax2+bx+c = 0,

where a, b, c are real numbers.

Substituting the auxiliary variable

y = x + a/3
leads to the reduced form
y3+py+q = 0,
with
p = (3b-a2)/3,
and
q = c + 2a3/27 – a⋅b/3.

A discriminant for the reduced cubic equation is given by

D = (p/2)2+(q/3)3.

An Italian mathematician, Gierolimo Cardano, proposed the following solutions to the cubic
equation:
x1 = -(a/3)+u+v

x2,3 = -(a/3)-(u+v)/2 ± i⋅√3⋅(u-v)/2

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where

q q
u=3 − + D, v = 3 − − D.
2 2

Depending on the sign of the discriminant, D, the solutions to the cubic equation can be
classified as follows:

If D > 0, one real and two complex conjugate solutions (calculated using the formulas shown
above).
If D = 0, three real solutions including a double solution (x2 and x3).
If D < 0, three distinct real solutions (this case is known as the irreducible case).

In the irreducible case, the formulas shown above for the three roots of the cubic equation will
introduce complex expressions because the calculation of u and v involves the square root of
D<0. To avoid introducing such complex expressions, we can use the so-called trigonometric
form of the solution:

a | p| φ
x1 = − +2 cos( ),
3 3 3

a | p| φ −π
x2 = − +2 cos( ),
3 3 3

and

a | p| φ +π
x3 = − +2 cos( ),
3 3 3

where

q
cos(φ ) = − .
3
| p |
2  
 3 

The algorithm for solving the cubic equation can be written in pseudo-code as follows:

Enter coefficients for the cubic equation: a,b,c

Calculate p and q
Calculate the discriminant D

If D > 0
Indicate that there one real and two complex conjugate solutions
Calculate u and v (use subroutine for cubic equation – see below)
Calculate the real root, x1 = -(a/3)+u+v
Calculate the real part of roots x2,3, xr = -(a/3)+(u+v)/2

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 Calculate the imaginary part of roots x2,3, xi = √3⋅(u-v)/2
Display roots x1, 'x2 = xr + xi*i' and 'x3 = xr - xi*i'

Else D = 0
Indicate that there are three real solutions with one double root
Calculate x1 = -(a/3)+u+v, x2,3 = -(a/3) – (u+v)/2
Display roots x1, x2 = x3

Else (Default case, D<0)

Indicate that there are three distinct real solutions
Calculate cos(φ) and φ
Calculate the three roots using the trigonometric form, i.e.,

φ1 = φ/3, x1 = -a/3 + 2(|p|/3)1/2⋅cos φ

1

φ2 = (φ−π)/3, x1 = -a/3 + 2(|p|/3)1/2⋅cos φ

2
1/2⋅
φ3 = (φ+π)/3, x1 = -a/3 + 2(|p|/3) cos φ3

Display roots x1, x2, and x3

The calculation of u and v for the case D>0 requires us to calculate cubic roots, namely,

q q
3 − + D, 3 − − D.
2 2
I suggest you use the following user-defined SCILAB function to obtain those cubic roots:

function RealCubicRoot(x)
//This function calculates the cubic root of a real number
One_Third = 1.0/3.0
if x < 0 then
RealCubicRoot = -(Abs(x)^One_Third)
elseif x == 0 then
RealCubicRoot = 0
else
Real CubicRoot = Abs(x)^One_Third
end
//End of the function

The function RealCubicRoot calculates the real cubic root corresponding to a real number. The
functions is designed so that if the real number is positive so is its cubic root, and if the
number is negative so is its cubic root. With this function we ensure that we always get a real
cubic root and that the calculation is not encumbered with complex number operations.

The many roots of a real or complex number

Consider a complex number
z = r⋅e iθ = r⋅cos θ + i⋅r⋅sin θ.

Because the functions sin and cos are periodic functions of period 2π in θ, the complex number
z can be written as

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 z = r⋅e i(θ+2kπ), k = 0, ±1, ±2, ±3, ...

In other words, there are infinite ways to represent the complex number z. The most general
representation being
z = r⋅e i(θ+2kπ).

To obtain the n-th root of this complex number we can write

z1/n = r1/n⋅e i[(θ/n)+2kπ/n].

You can check that we need only use the values k = 0, 1, 2, ... (n-1), to produce all n
independent roots of the number z.

Example 1: Consider the number z = 16⋅eiπ = 16 ⋅cos π + i ⋅16 ⋅sin π = -16, which is actually a
real number. Calculate the roots corresponding to z1/4:

From
z = 16⋅eiπ = 16⋅ei(π+2kπ) = 16⋅ei(1+2k)π ,
it follows that
r = z1/4 = 161/4⋅ei(1+2k)(π/4) = 2⋅ei(1+2k)(π/4), k = 0, 1, 2, 3
Thus,
!For k = 0, r1 = 2⋅ei(1+2⋅0)(π/4) = 2⋅eiπ/4 = 2⋅cos(π/4) + i⋅2⋅sin(π/4) = √2⋅(1 + i)

!For k = 1, r2 = 2⋅ei(1+2⋅1)(π/4) =2⋅ei3π/4 = 2⋅cos(3π/4) + i⋅2⋅sin(3π/4) = √2⋅(-1 + i)

!For k = 2, r3 = 2⋅ei(1+2⋅2)(π/4) = 2⋅ei5π/4 = 2⋅cos(5π/4) + i⋅2⋅sin(5π/4) = -√2⋅(1 + i)

!For k = 3, r3 = 2⋅ei(1+2⋅3)(π/4) = 2⋅ei7π/4 = 2⋅cos(7π/4) + i⋅2⋅sin(7π/4) = √2⋅(-1 + i)

Using values such as k = -1 or k = 4 in the general expression for the 4-th root of z = -16 will
produce values already accounted for in the four results found above. This example,
therefore, verifies that there are exactly n independent n-th roots of a complex number, with
n = 4 for this case.

Notice that the results of this example actually correspond to the 4-th roots of a real number, z
= -16. Since real numbers are special cases of complex numbers, the approach outlined above
for finding the n-th root of a complex number is also applicable to a real number. The only
requirement is that the number be written in the Polar form, z = r⋅e iθ.

Using SCILAB, the previous calculations are performed as follows:

-->z = -16; r=abs(z); theta = -%pi;

-->roots_of_z = [];

-->for k = 0:3
--> roots_of_z = [roots_of_z r^(1/4)*exp(%i*((theta+2*k*%pi)/n))];
-->end;

-->roots_of_z
roots_of_z =

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 column 1 to 2

! 1.4142136 - 1.4142136i 1.4142136 + 1.4142136i !

column 3 to 4

! - 1.4142136 + 1.4142136i - 1.4142136 - 1.4142136i !

Principal values of a cubic root

The principal value for the n-th root of a complex (or real) number,

z = r⋅e iθ,

is the value corresponding to k = 0 in the general expression:

z1/n = r1/n⋅e i[(θ/n)+2kπ/n],

i.e.,
z1/n = r1/n⋅e iθ/n.

For the case of cubic root (n = 3), if the number z is a positive real number, θ = 0, and the
result is straightforward, z1/3 = r1/3. If the number z is a negative real number, θ = π, and
the principal value is z1/3 = r1/3⋅e iπ/3 = r1/3 ⋅(cos π/3 + i ⋅sin π/3). Thus, the principal value
of the root of a complex number is not necessarily always a real number.

The following SCILAB exercise shows the three cubic roots of a positive and a negative number.

Example 1 - Cubic roots of a positive number:

To calculate the cubic roots of z = 81, with r = 81 and θ = 0, we use:

-->z = 81, r = abs(z), theta = 0

z =

81.
r =

81.
theta =

0.

-->for k = 0:2
--> r^(1/3)*exp(%i*(theta+2*k*%pi)/3)
-->end
ans =

4.3267487
ans =

- 2.1633744 + 3.7470743i
ans =

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 - 2.1633744 - 3.7470743i

Example 2 - Cubic roots of a negative number:

To calculate the cubic roots of z = 8, with r = 9 and θ = π, we use:

-->z = -8, r = abs(z), theta = %pi

z =

- 8.
r =

8.
theta =

3.1415927

-->for k = 0:2
--> r^(1/3)*exp(%i*(theta+2*k*%pi)/3)
-->end
ans =

1. + 1.7320508i
ans =

- 2. + 2.449E-16i // Note: this is equivalent to -2.0

ans =

1. - 1.7320508i

Polynomials and solutions to polynomial equations

Polynomials are one of the categories of SCILAB data types. Polynomials are defined using the
function poly. In Chapter 5 we indicated, for example, that for a square matrix A, the
characteristic equation can be obtained by using poly(A,’lam’), where lam is the independent
variable defining the resulting polynomial. We also indicated that we can define a simple
symbolic variable, say, s, by using s = poly(0,’s’).
In this section we are interested in defining a polynomial of order n, namely,

P = a0+a1x+a2x2+a3x3+…+anxn,

we use a row vector containing the coefficients as [a0 a1 a2 … an], and call function poly using
this vector, the independent variable that defines the polynomial, say, ‘x’, and the qualifier
“coeff”. For example, to define a fourth-order polynomial with coefficients [1 -5 0 3 2],
use:
-->p4 = poly([1 -5 0 3 2],'x','coeff')
p4 =

3 4
1 - 5x + 3x + 2x

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A polynomial of order 10 in y is generated next. The coefficients of the polynomial are stored
in vector c:

-->c = [23 0 -122 34 -20 0 4 525 -2 11 3]

c =

column 1 to 10

! 23. 0. - 122. 34. - 20. 0. 4. 525. - 2. 11. !

column 11

! 3. !

The resulting polynomial is:

-->p10 = poly(c,'y','coeff')
p10 =

2 3 4 6 7 8 9 10
23 - 122y + 34y - 20y + 4y + 525y - 2y + 11y + 3y

To find the roots of a polynomial use the function roots. For example, the roots of the fourth-
order polynomial p4 are:

-->roots(p4)
ans =

! .2059620 !
! - 1.3030302 + .9995932i !
! - 1.3030302 - .9995932i !
! .9000985 !

The following example provides the roots of the polynomial p10:

-->roots(p10)
ans =

! .2308180 + .7299993i !
! .2308180 - .7299993i !
! - .3995841 !
! - .5911741 + .5126340i !
! - .5911741 - .5126340i !
! .4935580 !
! .6187957 !
! - 7.1652026 !
! 1.7532393 + 4.6211667i !
! 1.7532393 - 4.6211667i !

The next example combines functions roots and poly to calculate the roots of a polynomial
given its coefficients in the vector [2 -3 5 4 2 100]:

-->roots(poly([2 -3 5 4 2 100],'s','coeff'))
ans =

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! .3143499 + .2557167i !
! .3143499 - .2557167i !
! - .0539859 + .4715218i !
! - .0539859 - .4715218i !
! - .5407282 !

The fundamental theorem of algebra indicates that a polynomial of integer order n has a total
of n roots, among real and complex roots. It also indicates that if a complex number z is a root
of a polynomial, then its complex conjugate z is also a root of the polynomial. These facts
are illustrated in the examples worked above.

More information on polynomials is provided in Chapter 7.

Solution of a single non-linear equation

In an earlier section of this chapter we presented algorithms for the solution of quadratic and
cubic equations. These two types of equations are examples of polynomial equations of the
form:

an⋅xn + an-1⋅xn-1 + an-2⋅xn-2 +…+ a2⋅x2 + a1x + a0 = 0,

with n = 2 corresponding to the quadratic equation, and n = 3 to the cubic equation. A linear
equation would be one for which n = 1, and its solution is straightforward. Equations that can
be cast in the form of a polynomial are referred to as algebraic equations. Equations
involving more complicated terms, such as trigonometric, hyperbolic, exponential, or
logarithmic functions are referred to as transcendental equations.

No general algorithms for solution exist for algebraic (or polynomial) equations of order n ≥ 4,
or for transcendental equations. The methods presented in this section are numerical methods
that can be applied to the solution of such equations, to which we will refer, in general, as
non-linear equations.

In general, we will we searching for one, or more, solutions to the equation,

f(x) = 0.

We will present the methods of interval halving (or bisection method, the Newton-Raphson
algorithm, the secant method, and the fixed iteration method. In the interval-halving
method as well as in the secant method we need to provide two initial values of x to get the
algorithm started. In the fixed iteration and Newton-Raphson methods only one initial value is
required.

Because the solution is not exact, the algorithms for any of the methods presented herein will
not provide the exact solution to the equation f(x) = 0, instead, we will stop the algorithm
when the equation is satisfied within an allowed tolerance or error, ε. In mathematical terms
this is expressed as
|f(xR)| < ε.

The value of x for which the non-linear equation f(x)=0 is satisfied, i.e., x = xR, will be the
solution, or root, to the equation within an error of ε units.

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Interval-halving or bisection method
This method starts by identifying two values of x, a and b, with a<b, for which the
corresponding function values, namely, f(a) and f(b), have opposite signs, i.e., , f(a)⋅ f(b) < 0.
Figure 1, below, presents two of such cases.

Obviously, since the function y = f(x) changes sign as x goes from x = a to x = b, somewhere
within the interval (a,b), x must take a value xR for which f(x) = 0. The mid-point of the
interval, namely,
c = 1/2(a+b),

will be closer to xR than either a or b can be.

Two situations are possible, as illustrated in the figure below: (1) a < xR < c < b; or, (2) a < c <
xR < b. In the first case, f(a)⋅ f(c) < 0, while f(b)⋅ f(c) > 0, and xR is contained in the interval
(a,c). In the second case, f(a)⋅ f(c) > 0, while f(b)⋅ f(c) < 0, and xR is contained in the interval
(c,b). We can think of c replacing b in the first case in a general interval (a,b), while c
replaces a in the interval (a,b) in the second case. In other words, in the first case b takes the
value of c, b"c, and in the second case, a"c. We can think of the method, therefore, as
finding the center-point of an ever-decreasing interval. The mid-point value replaces the
interval extreme for which the product of its function and that of the mid-point is a positive
number.

The process is then repeated until a value of c is found so that (3) is satisfied, i.e., until

|f(c)| < ε.

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Pseudo-code for the interval-halving or bisection method

The following is one possible pseudo-code for the interval-halving method:

1. Function f(x) must be loaded through deff or getf.

2. Enter initial values of a and b.
3. Check that a < b, if not, send message indicating error in input data and requesting user to
re-enter values of a and b.
4. When input data is correct, check that f(a)⋅ f(b) < 0. If that is not the case, inform the
user that his/her initial values of a and b do not satisfy the problem conditions for solution.
5. If problem conditions are satisfied, proceed to calculate c according to c = 1/2(a+b).
6. Check if convergence condition, |f(c)| < ε, is satisfied. If it is so, print the solution and
stop.
7. If convergence solution is not satisfied, replace values of a or b according to the following
procedure: If f(b)⋅ f(c) > 0, b"c, else a" c.
8. Repeat procedure from step 5 on. Stop if the number of iterations is too large. Send a
message to user indicating that the process is not converging after a large number of
iterations.
SCILAB function for interval-halving or bisection

The following function, half.txt, can be used to obtain a solution using interval halving. The
function looks like this:

function [x]=half(a,b,f)
//interval halving routine
N = 100; eps = 1.e-5; // define max. no. iterations and error
if (f(a)*f(b) > 0) then
error('no root possible f(a)*f(b) > 0')
abort;
end;
if(abs(f(a)) < eps) then
error('solution at a')
abort;
end;
if(abs(f(b)) < eps) then
error('solution at b')
abort;
end;
while (N > 0)

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 c = (a+b)/2;
if(abs(f(c)) < eps) then
x = c;
x
return;
end;
if(f(a)*f(c) < 0)then
b = c;
else
a = c;
end;
N = N - 1;
end;
error('No convergence')
abort;
//end function

Example of interval-halving (bisection) method application

Let's apply it to an example, first define the function p(x) as follows:

-->deff('[y]=p(x)',['y=x^3-2*x^2-2*x-1'])

We will produce a plot of the function to check possible solutions visually, for example:

-->xx = 0:0.1:5; yy = p(xx); //(x,y) data

-->size(xx) //size of x to produce the x-axis
ans =! 1. 51. !

-->zeroLine = zeros(1,51); //data for the x-axis (all zeros)

-->plot2d([xx' xx'],[yy' zeroLine']) //plot function and x-axis

The figure shows a root between 2 and 3. The next step in the solution is to load function
half, and call it with the proper arguments:

-->getf('half’);

-->x = half(2,3,p)
x =

2.8311768
To check the solution evaluate the function at the value of x:

-->p(x)

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ans =

- .0000048

The function does not evaluates to zero. However, the error involved is in the order of 5x10-6,
small enough to accept the solution provided.

The Newton-Raphson method

Consider the Taylor-series expansion of the function f(x) about a value x = xo:

f(x)= f(xo)+f'(xo)(x-xo)+(f"(xo)/2!)(x-xo)2+….

Using only the first two terms of the expansion, a first approximation to the root of the
equation
f(x) = 0

can be obtained from

f(x) = 0 ≈ f(xo)+f'(xo)(x1 -xo)

Such approximation is given by,

x1 = xo - f(xo)/f'(xo).

The Newton-Raphson method consists in obtaining improved values of the approximate root
through the recurrent application of equation (8). For example, the second and third
approximations to that root will be given by

x2 = x1 - f(x1)/f'(x1),
and
x3= x2 - f(x2)/f'(x2),

respectively.

This iterative procedure can be generalized by writing the following equation, where i
represents the iteration number:

xi+1 = xi - f(xi)/f'(xi).

After each iteration the program should check to see if the convergence condition, namely,

|f(x i+1)|<ε,

is satisfied.

The figure below illustrates the way in which the solution is found by using the Newton-
Raphson method. Notice that the equation f(x) = 0 ≈ f(xo)+f'(xo)(x1 -xo) represents a straight
line tangent to the curve y = f(x) at x = xo. This line intersects the x-axis (i.e., y = f(x) = 0) at
the point x1 as given by x1 = xo - f(xo)/f'(xo). At that point we can construct another straight
line tangent to y = f(x) whose intersection with the x-axis is the new approximation to the root
of f(x) = 0, namely, x = x2. Proceeding with the iteration we can see that the intersection of
consecutive tangent lines with the x-axis approaches the actual root relatively fast.

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The Newton-Raphson method converges relatively fast for most functions regardless of the
initial value chosen. The main disadvantage is that you need to know not only the function
f(x), but also its derivative, f'(x), in order to achieve a solution. The secant method, discussed
in the following section, utilizes an approximation to the derivative, thus obviating such
requirement.

The programming algorithm of any of these methods must include the option of stopping the
program if the number of iterations grows too large. How large is large? That will depend of
the particular problem solved. However, any interval-halving, fixed iteration, Newton-
Raphson, or secant method solution that takes more than 1000 iterations to converge is either
ill-posed or contains a logical error. Debugging of the program will be called for at this point
by changing the initial values provided to the program, or by checking the program's logic.

A SCILAB function for the Newton-Raphson method

The function newton, listed below, implements the Newton-Raphson algorithm. It uses as
arguments an initial value and expressions for f(x) and f'(x).

function [x]=newton(x0,f,fp)
//newton-raphson algorithm
N = 100; eps = 1.e-5; // define max. no. iterations and error
maxval = 10000.0; // define value for divergence
xx = x0;
while (N>0)
xn = xx-f(xx)/fp(xx);
if(abs(f(xn))<eps)then
x=xn
disp(100-N);
return(x);
end;
if (abs(f(xx))>maxval)then
disp(100-N);
error('Solution diverges');
abort;
end;
N = N - 1;
xx = xn;
end;

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error('No convergence');
abort;
//end function

We will use the Newton-Raphson method to solve for the equation, f(x) = x3-2x2+1 = 0. The
following SCILAB commands define the function f(x) and its derivative, fp(x), and load the
function newton.txt:

-->deff('[y]=f(x)','y=x^3-2*x^2+1');

-->deff('[y]=fp(x)','y=3*x^2-2');

-->getf('newton')

To have an idea of the location of the roots of this polynomial we'll plot the function using the
following SCILAB commands:

-->x= (-0.8:0.01:2.0)'; y = f(x);

-->plot(x,y,'x','f(x)','my plot');

-->xgrid()

We see that the function graph crosses the x-axis somewhere between -.8 and -.4, between .8
and 1.2, and between 1.6 and 2.0. The following commands use the function newton with
different initial values. The nature of the function is such that most initial values converge to
either of the two real roots, a few diverge, but it is very difficult to make the algorithm
converge to the negative root. The number listed before the variable name ans in each
solution is the number of iterations required to obtain a solution.

-->newton(-1,f,fp)

0.
ans =

1.

-->newton(-10,f,fp)

52.
ans =

1.6180279

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-->newton(-5,f,fp)

44.
ans =

1.6180278

-->newton(-0.1,f,fp)

49.
ans =

1.6180279

-->newton(-2,f,fp)

45.
ans =

1.6180405

-->newton(0,f,fp)

1.
ans =

1.

-->newton(0.5,f,fp)

0.
ans =

1.

-->newton(-0.8,f,fp)

47.
ans =

1.6180408

-->newton(-0.2,f,fp)

43.
ans =

1.6180405

-->newton(-0.1,f,fp)

49.
ans =

1.6180279

-->newton(-100,f,fp)

0.
!--error 9999
Solution diverges
at line 15 of function newton called by :
newton(-100,f,fp)

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-->newton(-10,f,fp)

52.
ans =

1.6180279

-->newton(100,f,fp)

0.
!--error 9999
Solution diverges
at line 15 of function newton called by :
newton(100,f,fp)

-->newton(10,f,fp)

48.
ans =

1.6180405

The Secant Method

In the secant method, we replace the derivative f'(xi) in the Newton-Raphson method with

f'(xi) ≈ (f(xi) - f(xi-1))/(xi - xi-1).

With this replacement, the Newton-Raphson algorithm becomes

f ( xi )
xi +1 = xi − ⋅ ( xi − xi −1 ).
f ( xi ) − f ( xi −1 )

To get the method started we need two values of x, say xo and x1, to get the first
approximation to the solution, namely,
f ( x1 )
x 2 = x1 − ⋅ ( x1 − x0 ).
f ( x1 ) − f ( xo )

As with the Newton-Raphson method, the iteration is stopped when

|f(x i+1)|<ε.

Figure 4, below, illustrates the way that the secant method approximates the solution of the
equation f(x) = 0.

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A SCILAB function for the secant method

The function secant, listed below, uses the secant method to solve for non-linear equations. It
requires two initial values and an expression for the function, f(x).

function [x]=secant(x0,x00,f)
//newton-raphson algorithm
N = 100; eps = 1.e-5; // define max. no. iterations and error
maxval = 10000.0; // define value for divergence
xx1 = x0; xx2 = x00;
while (N>0)
gp = (f(xx2)-f(xx1))/(xx2-xx1);
xn = xx1-f(xx1)/gp;
if(abs(f(xn))<eps)then
x=xn
disp(100-N);
return(x);
end;
if (abs(f(xn))>maxval)then
disp(100-N);
error('Solution diverges');
abort;
end;
N = N - 1;
xx1 = xx2;
xx2 = xn;
end;
disp(100-N);
error('No convergence');
abort;
//end function

Application of secant method

The following SCILAB commands define the function f(x), load the function secant.txt:

-->deff('[y]=f(x)','y=x^3-2*x^2+1')

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-->getf('secant.txt')

The following commands call the function secant.txt and converge to a solution:

-->secant(-10.,-9.8,f)

11.
ans =

- .6180354

-->secant(1.0,1.2,f)

0.
ans =

1.

-->secant(5.0,5.2,f)

10.
ans =

1.6180341

Fixed -point iteration

Fixed point iteration consists in re-writing the equation f(x)=0 in the form

x = g(x).

This equation will now represent a recursive relation by writing it as

xn+1 =g(xn).

To get the process started we use an initial value, x = x0. Then, we calculate x1 = g(x0), x2 =
g(x1), etc. Convergence is achieved whenever |f(x)| < ε, or whenever |xn+1 - xn| < ε.

A SCILAB function for fixed iteration

The following function will perform the iterations, it will stop if there is divergence or if
convergence is achieved. The function is stored in file fixedp:

function [x]=fixedp(x0,f)
//fixed-point iteration
N = 100; eps = 1.e-5; // define max. no. iterations and error
maxval = 10000.0; // define value for divergence
xx = x0;
while (N>0)
xn = f(xx);
if(abs(xn-xx)<eps)then
x=xn
disp(100-N);
return(x);

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 end;
if (abs(f(xx))>maxval)then
disp(100-N);
error('Solution diverges');
abort;
end;
N = N - 1;
xx = xn;
end;
error('No convergence');
abort;
//end function

Applications of fixed-point iteration

We use fixed-point iteration to solve the equation

f(x) = 3x - exp(x) + 2 = 0,

with the following recurrence equations:

(a) x = g1(x) = exp(x) - (2x+2); (b) x = g2(x) = (exp(x)-2)/3; and, (c) x = g3(x) = ln(3x+2).

The following SCILAB commands define the three functions required:

-->deff('[y]=g1(x)','y=exp(x)-(2*x+2)');

-->deff('[y]=g2(x)','y=(exp(x)-2)/3');

-->deff('[y]=g3(x)','y=log(3*x+2)');

Next, we get the function fixedp:

-->getf('fixedp')

The following calls using function g1 diverge:

-->fixedp(1.0,g1)
!--error 9999
No convergence
at line 21 of function fixedp called by :
fixedp(1.0,g1)

-->fixedp(-1.0,g1)
!--error 9999
No convergence
at line 21 of function fixedp called by :
fixedp(-1.0,g1)

-->fixedp(0.0,g1)
!--error 9999
No convergence
at line 21 of function fixedp called by :
fixedp(0.0,g1)

The next examples converge to one root:

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-->fixedp(1.0,g2)

9.
ans =

- .4552324

-->fixedp(-1.0,g2)

7.
ans =

- .4552349

-->fixedp(0.0,g2)

7.
ans =

- .4552309

These three examples converge to a second root.

-->fixedp(1.0,g3)

12.
ans =

2.1253885

-->fixedp(-1.0,g3)

13.
ans =

2.1253935 + .0000049i

-->fixedp(0.0,g3)

13.
ans =

2.1253872

The number shown before the variable ans in these results indicates the number of iterations.

The fixed-point iteration method does not always converge. There is no convergence pattern
for this method. Whether the method converges or not depends on the form of the function
g(x) as well as on the initial value chosen.

Solving systems of non-linear equations

Consider the solution to a system of n non-linear equations in n unknowns given by

f1(x1,x2,…,xn) = 0
f2(x1,x2,…,xn) = 0
.
.

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 .
fn(x1,x2,…,xn) = 0

The system can be written in a single expression using vectors, i.e.,

f(x) = 0,

where the vector x contains the independent variables, and the vector f contains the functions
fi(x):

 x1   f 1 ( x1 , x 2 ,..., x n )   f 1 (x) 
x   f ( x , x ,..., x )   f (x) 
x=  2
, f ( x) =  2 1 2
n 
=  2 .
M  M   M 
     
 xn   f n ( x1 , x 2 ,..., x n )  f n (x)

Newton-Raphson method to solve systems of non-linear equations

A Newton-Raphson method for solving the system of linear equations requires the evaluation of
a determinant, known as the Jacobian of the system, which is defined as:

 ∂f 1 / ∂x1 ∂f 1 / ∂x 2 L ∂f 1 / ∂x n 
 L ∂f 1 / ∂x n 
∂ ( f1 , f 2 ,..., f n ) ∂f 2 / ∂x1 ∂f 1 / ∂x 2 ∂f
J= = = [ i ] n×n .
∂ ( x1 , x 2 ,..., x n )  M M O M  ∂x j
 
∂f n / ∂x1 ∂f n / ∂x 2 L ∂f n / ∂x n 

If x = x0 (a vector) represents the first guess for the solution, successive approximations to the
solution are obtained from
xn+1 = xn - J-1⋅f(xn) = xn - ∆xn,
with ∆xn = xn+1 - xn.

Convergence criteria for the solution of a system of non-linear equation could be, for example,
that the maximum of the absolute values of the functions fi(xn) is smaller than a certain
tolerance ε, i.e.,
max | f i (x n ) |< ε .
i

Another possibility for convergence is that the magnitude of the vector f(xn) be smaller than
the tolerance, i.e.,

|f(xn)| < ε.

We can also use as convergence criteria the difference between consecutive values of the
solution, i.e.,
max | ( xi ) n +1 − ( xi ) n | < ε .,
i
or,

|∆xn | = |xn+1 - xn| < ε.

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The main complication with using Newton-Raphson to solve a system of non-linear equations is
having to define all the functions ∂fi/∂xj, for i,j = 1,2, …, n, included in the Jacobian. As the
number of equations and unknowns, n, increases, so does the number of elements in the
Jacobian, n2.

SCILAB function for Newton-Raphson method for a system of non-

linear equations
The following SCILAB function, newtonm, calculates the solution to a system of n non-linear
equations, f(x) = 0, given the vector of functions f and the Jacobian J, as well as an initial
guess for the solution x0.

function [x] = newtonm(x0,f,J)

//Newton-Raphson method applied to a

//system of linear equations f(x) = 0,
//given the jacobian function J, with
//J = del(f1,f2,...,fn)/del(x1,x2,...,xn)
//x = [x1;x2;...;xn], f = [f1;f2;...;fn]
//x0 is an initial guess of the solution

N = 100; //define max. number of iterations

epsilon = 1e-10; //define tolerance
maxval = 10000.0; //define value for divergence
xx = x0; //load initial guess

while (N>0)
JJ = J(xx);
if(abs(det(JJ))<epsilon) then
error('newtonm - Jacobian is singular - try new x0');
abort;
end;
xn = xx - inv(JJ)*f(xx);
if(abs(f(xn))<epsilon)then
x=xn;
disp(1000-N);
return(x);
end;
if (abs(f(xx))>maxval)then
disp(100-N);
error('Solution diverges');
abort;
end;
N = N - 1;
xx = xn;
end;
error('No convergence');
abort;
//end function

The functions f and the Jacobian J need to be defined as separate functions. To illustrate the
definition of the functions consider the system of non-linear equations:

f1(x1,x2) = x12 + x22 - 50 = 0,

f2(x1,x2) = x1 ⋅ x2 - 25 = 0,

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whose Jacobian is

 ∂f 1 ∂f 1 
 ∂x ∂x 2  2 x1 2 x2 
J= 1 =
∂f 2   x 2 x1 
.
 ∂f 2
 ∂x1 ∂x 2 

We can define the function f as the following user-defined SCILAB function f2:

function [f] = f2(x)

//f2(x) = 0, with x = [x(1);x(2)]

//represents a system of 2 non-linear equations

f(1) = x(1)^2 + x(2)^2 - 50;

f(2) = x(1)*x(2) -25;

//end function

The corresponding Jacobian is calculated using the user-defined SCILAB function jacob2x2:

function [J] = jacob2x2(x)

//Evaluates the Jacobian of a 2x2

//system of non-linear equations

J(1,1) = 2*x(1); J(1,2) = 2*x(2);

J(2,1) = x(2); J(2,2) = x(1);

//end function

Illustrating the Newton-Raphson algorithm for a system of two non-

linear equations
Before using function newtonm, we will perform some step-by-step calculations to illustrate
the algorithm. We start by loading functions f2 and jacob2x2:

-->getf('f2')

-->getf('jacob2x2')

Next, we define an initial guess for the solution as:

-->x0 = [2;1]
x0 =

! 2. !
! 1. !

Let’s calculate the function f(x) at x = x0 to see how far we are from a solution:

-->f2(x0)
ans =

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! - 45. !
! - 23. !

Obviously, the function f(x0) is far away from being zero. Thus, we proceed to calculate a
better approximation by calculating the Jacobian J(x0):

-->J0 = jacob2x2(x0)
J0 =

! 4. 2. !
! 1. 2. !

The new approximation to the solution, x1, is calculated as:

-->x1 = x0 - inv(J0)*f2(x0)
x1 =

! 9.3333333 !
! 8.8333333 !

Evaluating the functions at x1 produces:

-->f2(x1)
ans =
! 115.13889 !
! 57.444444 !

Still far away from convergence. Let’s calculate a new approximation, x2:

-->x2 = x1 - inv(jacob2x2(x1))*f2(x1)
x2 =
! 6.0428135 !
! 5.7928135 !

Evaluating the functions at x2 indicates that the values of the functions are decreasing:

-->f2(x2)
ans =
! 20.072282 !
! 10.004891 !

A new approximation and the corresponding function evaluations are:

-->x3 = x2 - inv(jacob2x2(x2))*f2(x2)
x3 =
! 5.1336734 !
! 5.0086734 !

-->f2(x3)
ans =
! 1.4414113 !
! .7128932 !

The functions are getting even smaller suggesting convergence towards a solution.
Solution using function newtonm
Next, we use function newtonm to solve the problem postulated earlier. We start by loading
function newtonm:

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-->getf('newtonm')

A call to the function using the values of x0, f2, and jacob2x2, already loaded is:

-->[x] = newtonm(x0,f2,jacob2x2)

16.
x =

! 5.0000038 !
! 4.9999962 !

The result shows the number of iterations required for convergence (16) and the solution found
as x1 = 5.0000038 and x2 = 4.9999962. Evaluating the functions for those solutions results in:

-->f2(x)
ans =

1.0E-10 *

! .2910383 !
! - .1455192 !

The values of the functions are close enough to zero (error in the order of 10-10).

Note: The functions f2 and jacob2x2 can be loaded as line functions by using deff:

-->deff('[f]=f2(x)',['f_1=x(1)^2+x(2)^2-50';'f_2=x(1)*x(2)-25';'f=[f_1;f_2]'])

--
>deff('[J]=jacob2x2(x)',['J11=2*x(1)';'J12=2*x(2)';'J21=x(2)';'J22=x(1)';'J=[J1
1,J12;J21,J22]'])

“Secant” method to solve systems of non-linear equations

We use the term “secant” to refer to a method for solving systems of non-linear equations
through the Newton-Raphson algorithm, namely, xn+1 = xn - J-1⋅f(xn), but approximating the
Jacobian through finite differences. This approach is a generalization of the secant method for
a single non-linear equation. For that reason, we refer to the method applied to a system of
non-linear equations as a “secant” method, although the geometric origin of the term not
longer applies.

The “secant” method for a system of non-linear equations free us from having to define the n2
functions necessary to define the Jacobian for a system of n equations. Instead, we
approximate the partial derivatives in the Jacobian with

∂f i f i ( x1 , x 2 , L, x j + ∆x, L , x n ) − f i ( x1 , x 2 , L, x j , L , x n )
≈ ,
∂x j ∆x

where ∆x is a small increment in the independent variables. Notice that ∂fi/∂xj represents
element Jij in the jacobian J = ∂(f1,f2,…,fn)/∂(x1,x2,…,xn).

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To calculate the Jacobian we proceed by columns, i.e., column j of the Jacobian will be
calculated as shown in the function jacobFD (jacobian calculated through Finite Differences)
listed below:

function [J] = jacobFD(f,x,delx)

//Calculates the Jacobian of the

//system of non-linear equations:
//f(x) = 0, through finite differences.
//The Jacobian is built by columns

[m n] = size(x);

for j = 1:n
xx = x;
xx(j) = x(j) + delx;
J(:,j) = (f(xx)-f(x))/delx;
end;
//end function

Notice that for each column (i.e., each value of j) we define a variable xx which is first made
equal to x, and then the j-th element is incremented by delx, before calculating the j-th
column of the Jacobian, namely, J(:,j). This is the SCILAB implementation of the finite
difference approximation for the Jacobian elements Jij = ∂fi/∂xj as defined earlier.

Illustrating the “secant” algorithm for a system of two non-linear

equations
To illustrate the application of the “secant” algorithm we use again the system of two non-
linear equations defined earlier through the function f2. We start by loading functions f2 and
jacobFD:

-->getf('f2')

-->getf('jacobFD')

We choose an initial guess for the solution as x0 = [2;3], and an increment in the independent
variables of ∆x = 0.1:

-->x0 = [2;3]
x0 =
! 2. !
! 3. !

-->dx = 0.1
dx =
.1

Variable J0 will store the Jacobian corresponding to x0 calculated through finite differences
with the value of ∆x defined above:

-->J0 = jacobFD(f2,x0,dx)
J0 =
! 4.1 6.1 !
! 3. 2. !

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A new estimate for the solution, namely, x1, is calculated using the Newton-Raphson algorithm:

-->x1 = x0 - inv(J0)*f2(x0)
x1 =
! 6.1485149 !
! 6.2772277 !

The finite-difference Jacobian corresponding to x1 gets stored in J1:

-->J1 = jacobFD(f2,x1,dx)
J1 =
! 12.39703 12.654455 !
! 6.2772277 6.1485149 !

And a new approximation for the solution (x2) is calculated as:

-->x2 = x1 - inv(J1)*f2(x1)
x2 =
! 6.1417644 !
! 3.9045469 !

The next two approximations to the solution (x3 and x4) are calculated without first storing the
corresponding finite-difference Jacobians:

-->x3 = x2 - inv(jacobFD(f2,x2,dx))*f2(x2)
x3 =
! 5.5599859 !
! 4.4403496 !

-->x4 = x3 - inv(jacobFD(f2,x3,dx))*f2(x3)
x4 =
! 5.2799174 !
! 4.7200843 !

To check the value of the functions at x = x4 we use:

-->f2(x4)
ans =

! .1567233 !
! - .0783449 !

The functions are close to zero, but not yet at an acceptable error (i.e., something in the order
of 10-6). Therefore, we try one more approximation to the solution, i.e., x5:

-->x5 = x4 - inv(jacobFD(f2,x4,dx))*f2(x4)
x5 =

! 5.1399583 !
! 4.8600417 !

The functions are even closer to zero than before, suggesting a convergence to a solution.

-->f2(x5)
ans =

! .0391768 !
! - .0195883 !

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SCILAB function for “secant” method to solve systems of non-linear equations

To make the process of achieving a solution automatic, we propose the following SCILAB user -
defined function, secantm:

function [x] = secantm(x0,x1,f)

///Secant-type method applied to a

//system of linear equations f(x) = 0,
//given the jacobian function J, with
//JJ approximated by (f(x(n)-f(x(n-1)))/(x(n)-x(n-1))
//x = [x1;x2;...;xn], f = [f1;f2;...;fn]
//x0,x1 are the initial guesses of the solution

N = 100; //define max. number of iterations

epsilon = 1e-10; //define tolerance
maxval = 10000.0; //define value for divergence

if abs(x0-x1)<epsilon then
error('x1=x0 - use different values');
abort;
end;

xn = x0; //load initial guesses

xnm1 = x1;

[n m] = size(x1);

while (N>0)
fxn = f(xn);
fxnm1 = f(xnm1);
for i = 1:n
for j = 1:n
JJ(i,j) = (fxn(i)-fxnm1(i))/(xn(j)-xnm1(j))
end;
end;

if abs(det(JJ))<epsilon then
error('newtonm - Jacobian is singular - try new x0,x1');
abort;
end;

xnp1 = xn - inv(JJ)*f(xn);

if abs(f(xnp1))<epsilon then
x=xnp1;
disp(1000-N);
return(x);
end;

if abs(f(xnp1))>maxval then
disp(100-N);
error('Solution diverges');
abort;
end;

N = N - 1;
xnm1 = xn;
xn = xnp1;
end;
error('No convergence');
abort;

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//end function

Solution using function secantm

To solve the system represented by function f2, we start by loading function secantm:

-->getf('secantm')

The following call to function secantm produces a solution after 18 iterations:

-->x = secantm(x0,dx,f2)

18.
x =

! 4.9999964 !
! 5.0000036 !

Solving non-linear equations with the fsolve function

SCILAB provides function fsolve for the solution of non-linear equations. In calling the function
you can either include a derivative (for a Newton-Raphson method) or only the function f(x)
(for a secant-type method). The fsolve function can be called by using:

[x [,v [,info]]]=fsolve(x0,fct [,fjac] [,tol])

where x0 is a real vector representing an initial guess for the solution; fct is an external (i.e
function or list or string) representing the equation fct(x) = 0; fjac is an external (i.e function
or list or string) representing a Jacobian or derivative; and, tol is a real scalar representing
the tolerance for convergence. The default value of tol, if not provided in the function call, is
tol=1.0x10-10.

Termination of a fsolve function call occurs when the algorithm estimates that the relative
error between x and the solution is at most tol.

In the left-hand side of the function call, x is a real vector representing the final value of the
solution; v is a real vector representing the value of the function at x; and info is an integer
representing a termination indicator. Info can take any of the following values corresponding
to different termination conditions:

0 : improper input parameters.

1 : relative error between x and the solution is at most tol.
2 : number of calls to fcn reached
3 : tol is too small. No further improvement in the approximate solution x is possible.
4 : iteration is not making good progress.

As indicated above, this function can be used to solve for a system of linear equations,
including a Jacobian matrix (fjac). For a single non-linear equation, fjac is the derivative.

Solving single non-linear equations with fsolve

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The following examples show how to use the fsolve function for solving equations of the form
f(x) = 0. First, we define f(x) and its derivative, fp(x):

-->deff('[y]=f(x)','y=x^3-2*x^2+1')

-->deff('[y]=fp(x)','y=x*x^2-4*x')

Then, we perform different calls to the function fsolve:

-->fsolve(2.0,f) //No left-hand side, no Jacobian

ans =

1.618034

-->fsolve(2.0,f,fp) //No left-hand side, Jacobian provided

ans =

1.618034

-->fsolve(2.0,f,fp,0.001) //No left-hand side, Jacobian and tol provided

ans =

1.9999745

-->x = fsolve(1.0,f,fp) //solution name, x, in left-hand side

x =
1.

-->[x,f_x] = fsolve(-10,f,fp) //solution and function value in LHS

f_x =

2.220E-16
x =

- .6180340

-->[x,f_x,msg] = fsolve(-2.0,f) //solution, function, message in LHS

msg =

1.
f_x =

- 2.220E-16
x =

- .6180340
-

Solving a system of non-linear equations with fsolve

We use function fsolve to solve the system of two non-linear equations defined by function f2.
To begin with, we load the function f2, and the corresponding Jacobian jacob2x2:
-->getf('f2')

-->getf('jacob2x2')

Next, we define an initial value for the solution, x0, and call function fsolve using f2, jacob2x2:

-->x0 = [3;-2]
x0 =

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! 3. !
! - 2. !

-->fsolve(x0,f2,jacob2x2)
ans =
! 5. !
! 5. !

A second call to the function includes a left-hand side specifying the solution, x, the value of
the function at the solution, f_x, and information about the solution, info:

-->[x,f_x,info] = fsolve(x0,f2,jacob2x2)
info =
1.

f_x =

! 0. !
! 0. !

x =

! 5. !
! 5. !

You can also call function fsolve without including the Jacobian:

-->[x,f_x,info] = fsolve(x0,f2)
info =

1.
f_x =

! 0. !
! - 3.553E-15 !
x =

! 5.0000001 !
! 4.9999999 !

A second example involves the solution of the system of 3 non-linear equations without using
the Jacobian:

f1(x1,x2,x3) = x12 - x22 + x32 - 4

f2(x1,x2,x3) = x1x2 - x3 + 1
f3(x1,x2,x3) = (x1x2x3)1/2 - 1.4142

First, we define the system of equations as function f3:

-->deff('[y]=f3(x)',['f_1=x(1)^2-x(2)^2+x(3)^2-4','f_2=x(1)*x(2)-x(3)+1',...
-->'f_3=sqrt(x(1)*x(2)*x(3))-1.4142','y=[f_1;f_2;f_3]'])

We use the following values as first guesses for the solution:

-->x0 = [3,3,3]
x0 =

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! 3. 3. 3. !

A call to fsolve produces:

-->[xs,fxs,m] = fsolve(x0',f3)
m =
1.
fxs =
1.0E-15 *

! - .4440892 !
! 0. !
! - .2220446 !
xs =
! 1.0000064 !
! .9999808 !
! 1.9999872 !

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