牛顿迭代法求解非线性方程组，案例，MATLAB

假设需要求解的非线性方程组为

x(1)^2 + x(2)^2 - 25=0;

x(1) - x(2) - 1=0;

exp(x(1)) + x(2) - 7=0；

x(1) + 2*x(2)=0；

采用牛顿迭代法求解

initialGuess = [0, 0];
tolerance = 1e-6;
solution = newtonRaphson(@equations, initialGuess, tolerance);

disp('解：');
disp(['x = ', num2str(solution(1))]);
disp(['y = ', num2str(solution(2))]);


function F = equations(x)
    F = [x(1)^2 + x(2)^2 - 25;
         x(1) - x(2) - 1;
         exp(x(1)) + x(2) - 7
         x(1) + 2*x(2)];
end
function solution = newtonRaphson(equations, initialGuess, tolerance)
    maxIterations = 1000;
    x = initialGuess;
    iteration = 1;
    while iteration <= maxIterations
        F = equations(x);
        J = jacobian(equations, x);
        delta_x = J \ (-F); % 使用左除法求解线性方程组 J * delta_x = -F
        x = x + delta_x;
        if norm(delta_x, inf) < tolerance
            solution = x;
            return;
        end
        iteration = iteration + 1;
    end
    error('牛顿迭代法未收敛到解');
end

function J = jacobian(equations, x)
    numEquations = length(equations(x));
    numVariables = length(x);
    J = zeros(numEquations, numVariables);
    h = 1e-8; % 微小的增量
    for i = 1:numVariables
        x1 = x;
        x2 = x;
        x1(i) = x1(i) + h;
        x2(i) = x2(i) - h;
        J(:, i) = (equations(x1) - equations(x2)) / (2 * h);
    end
end

解：
x = 2.48
y = -4.1079