Example 5.  Use the Broyden's method to solve the nonlinear system  

        [Graphics:Images/BroydenMethodMod_gr_213.gif]    

Solution 5.

First, enter the coordinate functions [Graphics:../Images/BroydenMethodMod_gr_214.gif] and construct the vector function  [Graphics:../Images/BroydenMethodMod_gr_215.gif]  using Mathematica, and then find the Jacobian matrix [Graphics:../Images/BroydenMethodMod_gr_216.gif].  

[Graphics:../Images/BroydenMethodMod_gr_217.gif]

[Graphics:../Images/BroydenMethodMod_gr_218.gif]

 

Second, graph the curves [Graphics:../Images/BroydenMethodMod_gr_219.gif] and [Graphics:../Images/BroydenMethodMod_gr_220.gif] using Mathematica.  The points of intersection are the solutions we seek.  

[Graphics:../Images/BroydenMethodMod_gr_221.gif]


[Graphics:../Images/BroydenMethodMod_gr_222.gif]

[Graphics:../Images/BroydenMethodMod_gr_223.gif]

(i)  Use Broyden's method to find a numerical approximation to the solution near  [Graphics:../Images/BroydenMethodMod_gr_224.gif].  

[Graphics:../Images/BroydenMethodMod_gr_225.gif]

 

 

[Graphics:../Images/BroydenMethodMod_gr_226.gif]


[Graphics:../Images/BroydenMethodMod_gr_227.gif]

 

 

[Graphics:../Images/BroydenMethodMod_gr_228.gif]

 

 

 

[Graphics:../Images/BroydenMethodMod_gr_229.gif]

 

 

[Graphics:../Images/BroydenMethodMod_gr_230.gif]

 

 

 

[Graphics:../Images/BroydenMethodMod_gr_231.gif]

 

 

 

[Graphics:../Images/BroydenMethodMod_gr_232.gif]

 

 

Use the subroutine to get the answer.

[Graphics:../Images/BroydenMethodMod_gr_233.gif]


[Graphics:../Images/BroydenMethodMod_gr_234.gif]

Compare with the Newton-Raphson method.  

[Graphics:../Images/BroydenMethodMod_gr_235.gif]


[Graphics:../Images/BroydenMethodMod_gr_236.gif]

(ii)  Use the Broyden's method to find a numerical approximation to the solution near  [Graphics:../Images/BroydenMethodMod_gr_237.gif].  

[Graphics:../Images/BroydenMethodMod_gr_238.gif]


[Graphics:../Images/BroydenMethodMod_gr_239.gif]

Compare with the Newton-Raphson method.  

[Graphics:../Images/BroydenMethodMod_gr_240.gif]


[Graphics:../Images/BroydenMethodMod_gr_241.gif]

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(c) John H. Mathews 2005