引用数值分析原文的内容,可以很快的编出牛顿法的代码。牛顿法其原理如下:
从上面理论可以看出,牛顿法就是不断寻找新的点 x(k+1)来逼近目标值,其寻找方法是不断对曲线做切线,并计算“前进”距离:f'(x)=tan( f(x(k)) / (x(k) - x(k+1)))。
下面以书本的例子,编写相应的代码:
下山法是为防止迭代发散而额外加的条件。
其C语言代码如:
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#define E 0.000001
float fun(float x, int chs)
{
float y;
if( 0 == chs )//原函数
y = x*x*x -x -1;
if( 1 == chs )//导数
y = 3*x*x -1;
return y;
}
//牛顿下山法
float newton_downhill_method(float (*fun)(float, int), int iter, float x, float C, float E1, float E2)
{
int k;
int i = 1;
float delta;
float x0, x1;
float f0, df0;
float f1, df1;
float landa = 1;
if ( 0 == C )
{
C = 1;
}
x0 = x;
while( i++ < iter )
{
f0 = fun(x0, 0);
df0 = fun(x0, 1);
x1 = x0 - f0/df0;
f1 = fun(x1, 0);
df1 = fun(x1, 1);
//添加下山法
landa = 1;
while(1)
{
if( fabs(f0) > fabs(f1) )
break;
landa = landa/2;
x1 = x0 - landa*f0/df0;
f1 = fun(x1, 0);
}
if( x1 < C )
delta = fabs(x1 -x0);
else
delta = fabs(x1 -x0)/fabs(x1);
x0 = x1;
printf("%f\n", x0);
if( delta<E1 || fabs(f1)<E2)
break;
if( 0 == df1)
{
printf("Error:df1=0,iterative calculation failure.\n");
break;
}
}
if ( i == iter )
{
printf("Error:The iteration upper limit is reached.\n");
return 0;
}
return x1;
}
//牛顿迭代法(切线法)
float newton_method(float (*fun)(float, int), int iter, float x, float C, float E1, float E2)
{
int i = 1;
float delta;
float x0, x1;
float f0, df0;
float f1, df1;
if ( 0 == C )
{
C = 1;
}
x0 = x;
while( i++ < iter )
{
f0 = fun(x0, 0);
df0 = fun(x0, 1);
x1 = x0 - f0/df0;
f1 = fun(x1, 0);
df1 = fun(x1, 1);
if( x1 < C )
delta = fabs(x1 -x0);
else
delta = fabs(x1 -x0)/fabs(x1);
x0 = x1;
printf("%f\n", x0);
if( delta<E1 || fabs(f1)<E2)
break;
if( 0 == df1)
{
printf("Error:df1=0,iterative calculation failure.\n");
break;
}
}
if ( i == iter )
{
printf("Error:The iteration upper limit is reached.\n");
return 0;
}
return x1;
}
void main()
{
int order;
int iter = 1000;
float x0 = 0.6;
float C = 1;
newton_downhill_method(fun, iter, x0, C, E, E);
system("pause");
}
迭代结果: