I have this equation to solve (e.g. f(x,y) = 0):
library(nleqslv)
target <- function(x)
{
z = x[1]/(x[1]+x[2])
y = numeric(2)
y[1] <- z*exp(-x[2]*(x[2]+z*(1-exp(-x[1]/z))))-0.00680
y[2] <- z/x[2]*(1-exp(-x[2]))-exp(-x[2])*z/x[1]*(1-exp(-x[1]))-3.43164
y
}
# Usage
xstart <- c(1,1)
target(xstart)
nleqslv(xstart, target, control=list(ftol=.0001, allowSingular=TRUE),jacobian=TRUE,method="Newton")
using R with nleqslv or another you have others :)
Thanks
I have been experimenting with your function. Rewrite the target
function to use the a;b
constants in your comment as in your second comment as follows:
target <- function(x, a=.00680,b=3.43164)
{
z <- x[1]/(x[1]+x[2])
y <- numeric(2)
y[1] <- z*exp(-x[2]*(x[2]+z*(1-exp(-x[1]/z))))-a
y[2] <- z/x[2]*(1-exp(-x[2]))-exp(-x[2])*z/x[1]*(1-exp(-x[1]))-b
y
}
The default values for a
and b
are what you initially specified.
Using them you'll get an ill-conditioned jacobiam.
However if we give some other values to a
and b
for example like so
nleqslv(xstart, target, control=list(btol=.01),jacobian=TRUE,method="Newton",a=2,b=1)
or
nleqslv(xstart, target, control=list(btol=.01),jacobian=TRUE,method="Newton",a=2,b=2)
then for the first expression the full return value of nleqslv
is
$x
[1] 2.4024092 -0.7498464
$fvec
[1] 1.332268e-15 2.220446e-16
$termcd
[1] 1
$message
[1] "Function criterion near zero"
$scalex
[1] 1 1
$nfcnt
[1] 10
$njcnt
[1] 7
$iter
[1] 7
$jac
[,1] [,2]
[1,] -0.2930082 -1.2103174
[2,] 0.1801120 -0.6566861
I am inclined to conclude that either your function is incorrect or that you have specified impossible values for a
and b
. Method Broyden
also seems to work nicely.