题目
目标函数与导数,目标值为
F
0
=
(
0
,
0
)
F_0=(0,0)
F0=(0,0),初值估计为
x
=
(
0
,
0
)
x=(0,0)
x=(0,0)
F
(
x
,
y
)
=
(
x
2
−
10
x
+
y
2
+
8
x
y
2
+
x
−
10
y
+
8
)
F
′
(
x
,
y
)
=
(
2
x
−
10
2
y
y
2
+
1
2
x
y
−
10
)
F\left( x ,y\right) =\left( \begin{array}{c} x^2-10x+y^2+8\\ xy^2+x-10y+8\\ \end{array} \right) \quad F^{'}(x,y)=(\begin{matrix} 2x-10 & 2y \\ y^2+1 & 2xy-10 \\ \end{matrix})
F(x,y)=(x2−10x+y2+8xy2+x−10y+8)F′(x,y)=(2x−10y2+12y2xy−10)
牛顿迭代
F ′ x = F 0 − F x = ( F ′ ) − 1 ( F 0 − F ) x k + 1 = x k + x F^{'}x=F_0-F \\ x = (F')^{-1}(F_0-F) \\ x^{k+1} = x^{k}+x \\ F′x=F0−Fx=(F′)−1(F0−F)xk+1=xk+x
matlab 代码
%% 牛顿迭代算法求解非线性方程组
syms x y
f1(x,y) = x^2-10*x+y^2+8;
f2(x,y) = x*y^2+x-10*y+8;
f(x,y) = [f1 f2];
jac(x,y) = jacobian([f1 f2],[x y]);
p=[1 0];
F0 = [0 0];
for i=1:20
dq = eval( F0-formula(f(p(1),p(2))) );
if norm(dq) < 1e-7
fprintf('求解成功\t迭代次数:%d\n',i);
p
break;
end
dp = eval( formula(jac(p(1),p(2)))\dq' );
p = p+dp';
fprintf('\n迭代次数:%d',i);
vpa(p,10)
end