tests/chquad.R

In nleqslv: Solve Systems of Nonlinear Equations

# Chebyquad functions (no solution for n=8)

library("nleqslv")

chebyquad <- function(x) {
	n <- length(x)
	y <- numeric(n)

	for(j in 1:n) {
		t1 <- 1.0
		t2 <- 2.0*x[j] - 1.0
		tmp <- 2.0*t2

    	for(i in 1:n) {
			y[i] <- y[i] + t2
			t3 <- tmp * t2 - t1
			t1 <- t2
			t2 <- t3
		}
	}

	y = y / n

	for(i in 1:n) {
    	if ( i%%2 == 0 ) {
			y[i] = y[i] + 1.0 / (i * i - 1)
		}
	}

	y
}

chebyinit <- function(n) {
    x <- (1:n) / (n + 1)
}

for (n in c(1:7,9)) {  # exclude n=8 since there is no solution
	xstart <- chebyinit(n)
	fstart <- chebyquad(xstart)

	zz <- nleqslv(xstart, chebyquad, global="dbldog",
	              control=list(ftol=1e-8,xtol=1e-8,trace=0,btol=.01,delta=-2))
	print(all(abs(zz$fvec)<=1e-8))
}

for (n in c(1:7,9)) {  # exclude n=8 since there is no solution
	xstart <- chebyinit(n)
	fstart <- chebyquad(xstart)

	zz <- nleqslv(xstart, chebyquad, global="dbldog", method="Newton",
	              control=list(ftol=1e-8,xtol=1e-8,trace=0,btol=.01,delta=-2))
	print(all(abs(zz$fvec)<=1e-8))
}