The Levenberg-Marquardt method:
nonlinear systems of equations

Please select your choice here:
Predefined BRONSTEIN n=3
Predefined COCONUT CHEM n=5
Predefined COCONUT I5, n=10
Predefined BULLARD n=2
Predefined BRANIN n=3
Predefined MIXED ALGEBRAIC-TRIGONOMETRIC, n=3
YOUR OWN EXAMPLE

Specify the number of unknowns :
n = Important: 1 <= n <=100

Please type the code for the evaluation of all components of F in the following textarea. Remember the correct line formatting: first 6 columns blank or 5 blanks and an alphanumeric character in column 6 (for a continuation line) or a numeric label in columns 1 to 5 with blank in column 6! Evaluation instructions in columns 7 to 72. Use the visible area only.
Important: function components are f(1),...,f(n). Input variables are n and x, output is f.
Variable names to be used are x(j), j=1,...,n.
You can make use of local variables x1h,....,x9h, a vector y with 100 components, the constants pi , e1(=exp(1)) and sqrt2(=sqrt(2)).
You also can use the integers i,j,k (for example for loops) and the logicals bool1,bool2,bool3. You are not allowed to define any variables yourself.

Please specify the initial value for x here: x = (x(1),...,x(n))T
xstart =

Choose the termination criteria:
Default values
My own choice:

termination parameter for change in x in [10-12,10-2]:
xtol =

termination parameter for the scaled gradient in [10-12,10-2]:
gtol =

termination parameter for change in ||F|| in [10-16,10-3]:
ftol =

the maximum number of function evaluations must be in [10*(n+1),100000]
maxfev =

the print frequency of the selected components of x and ||F||, must be in {0,100000}. if nprint=0 the no intermediate values are printed.
nprint =

The variable factor for determining the initial trust region radius, must be in [0.01,100]
factor =

Warning!!! - This may take some time.

Click on "evaluate", in order to submit your input.

Back to the theory page

 Back to the top!

01.08.2013