Class NewtonSystemRoot


  • public class NewtonSystemRoot
    extends Object
    This class solves the root for a non-linear system of equations. The procedure is the following.
    1. choose an initial guess for the root of the system
    2. evaluate the Jacobian at the current best solution, x_old
    3. solve the linear system J(x_old)Z = -f(x_old), where Z = x_new - x_old
    4. obtain x_new by using x_new = x_old + Z
    5. repeat until either it converges or the maximum number of iterations is reached
    6. return the best solution thus far
    See Also:
    "Butt, R., 'p. 790 - 799', Applied Linear Algebra and Optimization Using MATLAB"
    • Constructor Detail

      • NewtonSystemRoot

        public NewtonSystemRoot​(double accuracy,
                                int maxIter)
        Constructs an instance of Newton's root finding algorithm for a system of non-linear equations.
        Parameters:
        accuracy - the convergence tolerance
        maxIter - the maximum number of iterations