"Solving systems of nonlinear equations is perhaps the most difficult problem in all of numerical computations," Rice [6, 1993, p. 355].
"We make an extreme, but wholly defensible, statement: There are no good, general methods for solving systems of more than one nonlinear equation. Furthermore, it is not hard to see why (very likely) there never will be any good, general methods," Press, Teukolsky, Vetterling, and Flannery [5, 2007, p. 473].
Using qb64v1000-win [7, 9], the following computer program seeks to solve simultaneously Brown's almost linear system of sixty equations; see Morgan [4, page 15], Floudas [2, page 660], and the preceding paper.
0 DEFDBL A-Z
3 DEFINT J, K
4 DIM X(63), A(63), L(63), K(63)
5 FOR JJJJ = -32000 TO 32000
14 RANDOMIZE JJJJ
16 M = -1D+17
91 FOR KK = 1 TO 60
94 A(KK) = RND * 5
95 NEXT KK
128 FOR I = 1 TO 100000 STEP 1
129 FOR K = 1 TO 60
131 X(K) = A(K)
132 NEXT K
155 FOR IPP = 1 TO FIX(1 + RND * 3)
181 B = 1 + FIX(RND * 60)
183 R = (1 - RND * 2) * A(B)
187 IF RND < .25 THEN X(B) = A(B) + RND * R ELSE IF RND < .333 THEN X(B) = A(B) + RND ^ 4 * R ELSE IF RND < .5 THEN X(B) = A(B) + RND ^ 7 * R ELSE X(B) = CINT(A(B))
191 NEXT IPP
301 prodd = 1
305 FOR j55 = 2 TO 60
311 prodd = prodd * X(j55)
321 NEXT j55
371 IF prodd < .00001 THEN 1670
389 X(1) = (1) / prodd
501 summ = 0
505 FOR j27 = 1 TO 60
511 summ = summ + X(j27)
521 NEXT j27
901 DIFF = 0
905 FOR J77 = 1 TO 59
911 DIFF = DIFF - ABS(X(J77) + summ - 61)
921 NEXT J77
995 P = DIFF
1451 IF P <= M THEN 1670
1657 FOR KEW = 1 TO 60
1658 A(KEW) = X(KEW)
1659 NEXT KEW
1661 M = P
1670 NEXT I
1890 IF M < -.000001 THEN 1999
1912 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8), A(9), A(10), A(11), A(12), A(13), A(14), A(15)
1914 PRINT A(16), A(17), A(18), A(19), A(20), A(21), A(22), A(23), A(24), A(25)
1917 PRINT A(26), A(27), A(28), A(29), A(30), A(31), A(32), A(33), A(34), A(35)
1922 PRINT A(36), A(37), A(38), A(39), A(40), A(41), A(42), A(43), A(44), A(45)
1925 PRINT A(46), A(47), A(48), A(49), A(50), A(51), A(52), A(53), A(54), A(55)
1929 PRINT A(56), A(57), A(58), A(59), A(60), M, JJJJ
1999 NEXT JJJJ
This computer program was run with qb64v1000-win [7, 8]. Copied by hand from the screen, the computer program’s output through
JJJJ= -31886 is summarized below.
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
0 -32000
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
0 -31999
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
0 -31997
.
.
.
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
0 -31889
1.00000002657883 1.000000048624531 1
1.000000027520822 .9999999999999653 1.000000025377933
1.00000000796407 1 1.000000000000001
1 1 1 1 1
1
1.000000001983348 1 1 1
1 1 1 1 1.000000003284678
1
1 1.00000003035104 1.000000020679731
1 1 1 1 1.000000021340572
1.00000000257795 1.000000028881227
1.00000000575935 1 1 1
1 1.00000000185054 1.00000000994491
1 1 1.000000000008875
1 1.000000034603001 1.00000008229818 .
1.000000024426821 1.00000005166799 1
1.000000006142258 1.000000001082351 1.000000014002086
1
1 1 1 1.000000009768956
.9999995132701194 -4.867354576054694D-07 -31888
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
0 -31886
Above there is no rounding by hand; it is just straight copying by hand from the screen.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and with qb64v1000-win [7, 8], the wall-clock time for obtaining the output through JJJJ= -31886 was three minutes.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] R. L. Burden, J. D. Faires. Numerical Analysis, Fifth Edition. PWS Publishing Company, 1993.
[2] C. A. Floudas, Deterministic Global Optimization. Kluwer Academic Publishers, 2000.
[3] Microsoft Corp. BASIC, second edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C, Boca Raton, Florida 33432, 1981.
[4] Alexander P. Morgan, A Method for Computing All Solutions to Systems of Polynomial Equations, ACM Transactions on Mathematical Software, Vol. 9, No. 1, March 1983, Pages 1-17. https://folk.uib.no/ssu029/pdf_file/Morgan83.pdf
[5] W. H. Press, S. A. Teukolsky, W. T. Vetterling, B. P. Flannery. Numerical recipes: the art of scientific computing, third ed. Cambridge University Press, 2007.
[6] J. Rice. Numerical Methods, Software, and Analysis, Second Edition. Academic Press, 1993.
[7] E.K. Virtanen (2008-05-26). “Interview With Galleon”.
http://www.basicprogramming.org/PCOPY! issue70/#galleoninterview
[8] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64
No comments:
Post a Comment