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Re: Singular jacobian in broyden [message #42789 is a reply to message #42788]

Thu, 24 February 2005 01:53

Ralf Schaa
Messages: 37
Registered: June 2001

Member

Jerome Colin wrote:
> Hello,
>
> I try to use the Broyden function to resolve a set of three equations.
> I've declared the three equations in a function, and provided initial
> guess. The code is compiled well, but I get the message :
> 'Singular jacobian in broydn'
>
> As I'm not familiar with this method, I'd appreciate any help and/or
> comments about the source of this error.

Jerome,

Please have a look at the numerical recipes, Chapter 9.7 "Root Finding
and Nonlinear Sets of Equations". On page 382 you will find the
paragraph "Multidimensional Secant Methods: Broydenï¿½s Method" and on
page 386 there is a comment on singular jaciobians.
Download the pdf-files from numerical recipes e.g. at:
http://www.library.cornell.edu/nr/cbookfpdf.html

I had difficulties using Broyden method's as implemented in IDL
following the numerical recipes, since it is very strong depending on
the start vector.
I used methods in Mathematica though and had 'the feeling' it worked
better, but I could not proove it.

-Ralf

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		Re: Singular jacobian in broyden By: Jerome Colin on Thu, 24 February 2005 02:34
		Re: Singular jacobian in broyden By: Ralf Schaa on Thu, 24 February 2005 01:53

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