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03 Systems of Non Linear Equations
03 Systems of Non Linear Equations
FOR SOLVING
NON-LINEAR SYSTEMS
f1 x1 , x 2 , x3 ,......, x n 0
f 2 x1 , x 2 , x3 ,......, x n 0
f 3 x1 , x 2 , x3 ,......, x n 0
....
f n x1 , x 2 , x3 ,......, x n 0
f1
i 1
i f1
i 1
i f1
f x , x2 ,......, xn f x , x2 ,....., xn ( x x ) ( x2 x2 ) ( xn xn )
x1
x2
xn
i 1 i 1
i 1
i
i
i
i 1
i f 2
i 1
i f 2
i 1
i f 2
f 2 x1 , x2 ,......, xn f 2 x1 , x2 ,....., xn ( x1 x1 ) ( x2 x2 ) ( xn xn )
x1
x2
xn
i 1 i 1
i 1
i
i
i
i 1
i f 3
i 1
i f 3
i 1
i f 3
f 3 ( x1 , x2 ,......, xn ) f 3 x1 , x2 ,....., xn ( x1 x1 ) ( x2 x2 ) ( xn xn )
x1
x2
xn
i 1
1 1
i 1
i 1
....................
i
1 1
....................
i 1
1
i
1
.............
.............
............
f n
i 1
i f n
i 1
i f n
f n ( x , x2 ,......, xn ) f x , x2 ,....., xn ( x x ) ( x2 x2 ) ( xn xn )
x1
x2
xn
i 1
1
i 1
i 1
i
n 1
i 1
1
i
1
If new values (x1i+1 , x2i+1 , , xni+1) are the solution of the equation set
and (x1i, x2i , , xni) are close to the new estimates, then left hand side of
the equations would be zero.
f1
i 1
i f1
i 1
i f1
i
i
i
( x x ) ( x2 x2 ) ( xn xn ) f1 x1 , x2 ,....., xn
x1
x2
xn
i 1
i f 2
i 1
i f 2
i 1
i f 2
i
i
i
( x1 x1 ) ( x2 x2 ) ( xn xn ) f 2 x1 , x2 ,....., xn
x1
x2
xn
i 1
i f 3
i 1
i f 3
i 1
i f 3
i
i
i
( x1 x1 ) ( x2 x2 ) ( xn xn ) f 3 x1 , x2 ,....., xn
x1
x2
xn
i 1
1
i
1
............
...............
.............
...........
f n
i 1
i f n
i 1
i f n
i
i
i
( x x ) ( x2 x2 ) ( xn xn ) f n x1 , x2 ,....., xn
x1
x2
xn
i 1
1
i
1
f1
i 1 f1
i 1 f1
i
i
i
(x ) (x2 )
(xn )
f1 x1 , x2 ,....., xn
x1
x2
xn
i 1i f 2
i 1 f 2
i 1 f 2
i
i
i
(x1 ) (x2 )
(xn )
f 2 x1 , x2 ,....., xn
x1
x2
xn
i 1 f 3
i 1 f 3
i 1 f 3
i
i
i
(x1 ) (x2 )
(xn )
f 3 x1 , x2 ,....., xn
x1
x2
xn
............
............
.............
...... ...........
i 1 f n
i 1 f n
i 1 f n
i
i
i
(x1 ) (x2 )
(xn )
f n x1 , x2 ,....., xn
x1
x2
xn
i 1i
1
This equation system is infact a linear system which can be also written
in matrix form:
f1
x1
2
x
1
f
n
x
1
f
1
x
2
f
2
x
2
f
n
x
2
...
...
...
f
1
x
n
f
2
x
n
f
n
x
n
Jacobian Matrix
x1
f1 x1, x2 , x3 ,......, xn
x
f x , x , x ,......, xn
2
2 1 2 3
x
f n x , x , x ,......, xn
1 2 3
Unknown
Matrix
(consequent
values of each x
variable)
Function values
evaluated at current
x values
f1
f
1
x
2
f
2
x
2
f
n
x
2
x1
2
x
1
f
n
x
1
...
...
...
f
1
x
n
f
2
x
n
f
n
x
n
x1
f1 x1, x2 , x3 ,......, xn
x
f x , x , x ,......, xn
2
2 1 2 3
x
f n x , x , x ,......, xn
1 2 3
J ( X ) F X
X J ( X
X
( i 1)
(i )
(k )
) F X
(i )
(k )
(i )
x x x 1 0
2
1
2
2
2
3
1
x
x
4
2
2
x1 x 2 4 x3 0
2
1
2
3
f1 x1 , x2 , x3 x x x 1
2
1
2
2
2
3
1
f 2 x1 , x2 , x3 x
x
4
f 3 x1 , x2 , x3 x12 x22 4 x3
2
1
2
3
f1
x1
f 2
J(X )
x
f 1
3
x1
f1
x 3 2 x
1
f 2
2 x1
x 3
2 x1
f 3
x3
f1
x 2
f 2
x 2
f 3
x 2
(0)
1
1
2 x2
0
2 x2
2 x3
2 x3
4
(0)
F ( X ) 1.75
2
(1)
(1)
2
2 2
J ( X ( 0 ) ) 2 0
2
2 2 4
X J ( X
(0)
1 2 2 2
1 2 0 2
1 2 2 4
(0)
) F X
2
1.75
(0)
X (1)
0.79167
0.87500
0.33333
( 2)
(1)
J(X ) F X
0.50348
F ( X (1) ) 0.48785
0.05905
(1)
(1)
(1)
J ( X ) 1.58334
0 0.66666
1.58334 1.75000
4
X ( 2)
( 2)
(1)
J(X ) F X
(1)
(1)
0.50348
0.48785
0.05905
X ( 2)
( 4)
0.52365
0.86607
0.23810
0.44081
0.86603
0.23607
X ( 3)
0.44733
0.86603
0.23607
x13 x12 x 2 x1 x3 6 0
e e x3 0
x1
x2
x 2 x1 x3 4
2
2
x 1
2
x 1 x 2
x 2 ln x 3 e
x 1 x 3 6
x1
x 3
2
x2
2 x 1
x 1 1
x 1 1.81712
x 2 1
x 2 0.17733
x 1 1.94859 x 2 0.0518
x 3 1
x 3 1.09199
x 3 1.0257
x 1 1.98336
x 2 0.11868
x 3 1.00484
x 1 1.9597
x 2 0.14625
x 3 1.01511
x 1 1.95112
x 2 0.13583
x 3 1.02033
10 x1
x2
x1 11x2
2 x1
x2
3 x2
2 x3
x3
10 x3
x3
6
3x4 25
x4 11
8 x4 15
1
x2
10
x1
x2
1
x1
11
x3
1
x1
5
x4
1
x3
5
1
x3
11
x2
10
3
x2
8
1
x3
8
5
3
x4
11
25
11
x4
10
11
10
15
(1)
x2
(1)
x3
(1)
x4
(1)
1 (0)
x2
10
1 (0)
x1
11
1 (0)
x1
5
1 (0)
x3
5
1 (0)
x3
11
1 (0)
x2
10
3 (0)
x2
8
1 (0)
x3
8
5
3 (0)
x4
11
25
11
1 (0)
x4
10
11
10
15
x1
(1)
x2
(1)
x3
(1)
x4
(1)
(1)
1
x3
(1)
1
(0)
10
1
(0)
11
1
1
(0) (0)
5
10
3
(0)
8
1
(0)
5
1
3
25
(0) (0)
11
11
11
0.6000, x 2
(1)
1
11
(0)
10
10
1
(0)
8
2.2727,
1.1000 and x 4
(1)
1.8750
15
x1
(2)
x2
( 2)
x3
( 2)
x4
( 2)
1 (1)
x2
10
1 (1)
x1
11
1 (1)
x1
5
1 (1)
x3
5
1 (1)
x3
11
1 (1)
x2
10
3 (1)
x2
8
1 (1)
x3
8
5
3 (1)
x4
11
25
11
1 (1)
x4
10
11
10
15
1 ( k 1)
x2
10
(k)
x1
x2
(k)
x3
(k)
x4
(k)
1 ( k 1 )
x1
11
1 ( k 1 )
x3
5
1 ( k 1 )
x3
11
1 ( k 1 )
x1
5
1 ( k 1 )
x2
10
3 ( k 1 )
x2
8
1 ( k 1 )
x3
8
5
3 ( k 1)
x4
11
25
11
1 ( k 1 )
x4
10
11
10
15
0
0.0000
1
0.6000
2
1.0473
3
0.9326
(k )
0.0000
2.2727
1.7159
2.0530
x3
(k )
0.0000
-1.1000 -0.8052
-1.0493
x4
(k )
0.0000
1.8750
1.1309
x1
x2
0.8852
10 x1
x2
x1 11x2
2 x1
x2
3 x2
2 x3
x3
10 x3
x3
6
3x4 25
x4 11
8 x4 15
(k)
1
x2
(k )
x3
(k )
x4
(k )
1 ( k 1 )
x2
10
1 ( k 1 )
x1
11
1 ( k 1 )
x3
5
1 ( k 1 )
x3
11
1 ( k 1 )
x1
5
1 ( k 1 )
x2
10
3 ( k 1 )
x2
8
1 ( k 1 )
x3
8
5
3 ( k 1 )
x4
11
25
11
1 ( k 1 )
x4
10
11
10
15
1 ( k 1)
x2
10
(k)
x1
x2
(k)
x3
(k)
x4
(k)
1 (k)
x1
11
1 ( k 1 )
x3
5
1 ( k 1 )
x3
11
1 (k)
x1
5
1 (k)
x2
10
3 (k)
x2
8
1 (k)
x3
8
5
3 ( k 1 )
x4
11
25
11
1 ( k 1 )
x4
10
11
10
15
0
0.0000
1
0.6000
0.6000
2
1.0300
1.0473
3
1.0065
0.9326
x2
(k )
0.0000
2.3272
2.2727
2.0370
1.7159
2.0036
2.0530
x3
(k )
0.0000
-0.9873 -1.0140
-1.1000 -0.8052
-1.0025
-1.0493
x4
(k )
0.0000
0.8789
1.8750
0.9983
1.1309
x1
0.9844
0.8852