mnewt.txt

《Delphi常用数值算法集》的配书源码

Procedure MNEWT(NTRIAL:integer;var X:array of real;N:integer;TOLX,TOLF:real);
var
    ALPHA:matrx2;  BETA,INDX:array[0..15] of real;
    K,I:integer;  ERRF,ERRX,D:real;
Begin
    SetLength(ALPHA,16,16);
    For K:=1 To NTRIAL do
    begin
        USRFUN(X, ALPHA, BETA);
        ERRF:=0; 
        For I:=1 To N do
            ERRF:=ERRF + Abs(BETA[I]);
        If ERRF <= TOLF Then Exit;
        LUDCMP(ALPHA, N, INDX, D);
        LUBKSB(ALPHA, N, INDX, BETA);
        ERRX:=0; 
        For I:=1 To N do
        begin
            ERRX:=ERRX + Abs(BETA[I]);
            X[I]:=X[I] + BETA[I];
        end; 
        If ERRX <= TOLX Then Exit;
    end; 
end;