nr.m

小的源码Matlab编程

function [r, niter] = NR(f, J, x0, tol, rerror, maxiter)

% Zero r of the nonlinear system of equations f(x) = 0.
% Here J is the Jacobian matrix of f and x0 is the initial 
% approximation of the zero r.
% Computations are interrupted either if the norm of 
% f at current approximation is less (in magnitude) 
% than the number tol,or if the relative error of two 
% consecutive approximations is smaller than the prescribed 
% accuracy rerror, or if the number of allowed iterations 
% maxiter is attained.
% The second output parameter niter stands for the number
% of performed iterations.

Jc = rcond(feval(J,x0));
if Jc < 1e-10
   error('Try a new initial approximation x0')
end
   xold = x0(:);
   xnew = xold - feval(J,xold)\feval(f,xold);
for k=1:maxiter
   xold = xnew;
   niter = k;
   xnew = xold - feval(J,xold)\feval(f,xold);
   if (norm(feval(f,xnew)) < tol) |...
         norm(xold-xnew,'inf')/norm(xnew,'inf') < tol|...
         (niter == maxiter)
      break
   end
end
r = xnew;