adptnewt.m

various matlab programs to slove various problems

function [xvect,xdif,fx,nit,m] = adptnewt(x0,nmax,toll,fun,dfun)
xvect=x0; nit=0; r=[1]; err=toll+1; m=[1]; xdif=[];
while (nit < nmax) & (err > toll)
   nit=nit+1; x=xvect(nit); fx(nit)=eval(fun); f1x=eval(dfun);
   if (f1x == 0), disp(' Stop due to vanishing derivative  '); return; end;
   x=x-m(nit)*fx(nit)/f1x; xvect=[xvect;x]; fx=[fx;eval(fun)];
   rd=err; err=abs(xvect(nit+1)-xvect(nit)); xdif=[xdif;err];
   ra=err/rd; r=[r;ra]; diff=abs(r(nit+1)-r(nit));
   if (diff < 1.e-3) & (r(nit+1) > 1.e-2), 
      m(nit+1)=max(m(nit),1/abs(1-r(nit+1)));
   else, m(nit+1)=m(nit); end
end