Error when implementing Newton's method
1 view (last 30 days)
Show older comments
I had an error when implementing the Newton's method.
The 2x2 Hessian matrix of the function (1-x)^2 + 100(y-x^2)^2 is
(1200x^2 -400y+2 -400x ; -400x 200)
Where's the error of the implementation? I couldn't plot out the trajectory such that the function converges to 0.
x(i) =rand;
y(i) =rand;
f(i) = (1-x(i))^2 + 100*(y(i)-x(i)^2)^2;
while f(i) > 1e-6 || i >20000
fx(i) = 2*x(i)-2+400*(x(i)^3-x(i)*y(i));
fy(i) = 200*(y(i)-x(i)^2);
H{i} = [1200*x(i)^2-400*y(i)+2 -400*x(i); -400*x(i) 200];
i = i + 1;
tmp = [x(i-1);y(i-1)]-inv(H{i-1})*[fx(i-1);fy(i1)];
x(i) = tmp(1);
y(i) = tmp(2);
f(i) = (1-x(i))^2 + 100*(y(i)-x(i)^2)^2;
end plot(x,y)
xlabel('x'),ylabel('y'),
title('X & Y trajectory ')
figure(2),
plot(f,1:i)
ylabel('No.of Iteration'),
xlabel('f')
0 Comments
Accepted Answer
Torsten
on 9 Mar 2022
i=1;
x(i) =rand;
y(i) =rand;
f(i) = (1-x(i))^2 + 100*(y(i)-x(i)^2)^2;
while f(i) > 1e-6 && i <20000
fx(i) = 2*x(i)-2+400*(x(i)^3-x(i)*y(i));
fy(i) = 200*(y(i)-x(i)^2);
H{i} = [1200*x(i)^2-400*y(i)+2 -400*x(i); -400*x(i) 200];
i = i + 1;
tmp = [x(i-1);y(i-1)]-inv(H{i-1})*[fx(i-1);fy(i-1)];
x(i) = tmp(1);
y(i) = tmp(2);
f(i) = (1-x(i))^2 + 100*(y(i)-x(i)^2)^2;
end
plot(x,y)
xlabel('x'),ylabel('y'),
title('X & Y trajectory ')
figure(2),
plot(f,1:i)
ylabel('No.of Iteration'),
xlabel('f')
0 Comments
More Answers (0)
See Also
Categories
Find more on Calculus in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!