broyden.m

various matlab programs to slove various problems

function [x,it]=broyden(x,Q,nmax,toll,f)
[n,m]=size(f); it=0;     err=1;
fk=zeros(n,1); fk1=fk;
for i=1:n,   fk(i)=eval(f(i,:)); end
while it < nmax & err > toll
  s=-Q\fk;  x=s+x;  err=norm(s,inf);
  if err > toll
    for i=1:n,  fk1(i)=eval(f(i,:));  end
    Q=Q+1/(s'*s)*fk1*s';
  end
  it=it+1; fk=fk1;
end