XLPack 7.0
XLPack Numerical Library (Excel VBA) Reference Manual
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◆ Hybrd1_r()

Sub Hybrd1_r ( N As  Long,
X() As  Double,
Fvec() As  Double,
XTol As  Double,
Info As  Long,
XX() As  Double,
YY() As  Double,
IRev As  Long 
)

Solution of a system of nonlinear equations by Powell hybrid method (Jacobian not required) (simple driver) (reverse communication version)

Purpose
This routine finds a zero of a system of n nonlinear functions in n variables
fi(x1, x2, ..., xn) = 0 (i = 1 to n)
by a modification of the Powell hybrid method.

The user must provide a subroutine which calculates the functions. Since the Jacobian is calculated by a forward difference approximation within the routine, the user is not required to provide the Jacobian.

Hybrd1_r is the simple driver for standard use, which calls the Hybrd_r with default parameters.
Parameters
[in]NNumber of functions and variables. (N > 0)
[in,out]X()Array X(LX - 1) (LX >= N)
[in] An initial estimate of the solution vector.
[out] IRev = 0: The obtained solution vector.
  IRev = 3: Recent approximation of the solution vector.
[out]Fvec()Array Fvec(LFvec - 1) (LFvec >= N)
IRev = 0: The function values evaluated at the solution vector X()
IRev = 3: The function values evaluated at the recent approximation of the solution vector.
[in]XTolTarget relative tolerance. Termination occurs when the relative error between two consecutive iterations is at most XTol. (XTol >= 0)
[out]Info= 0: Successful exit. (Relative error between two consecutive iterates is at most XTol)
= -1: The argument N had an illegal value. (N <= 0)
= -2: The argument X() is invalid.
= -3: The argument Fvec() is invalid.
= -4: The argument XTol had an illegal value. (XTol < 0)
= -6: The argument XX() is invalid.
= -7: The argument YY() is invalid.
= -8: The argument IRev is invalid.
= 1: Number of function evaluations (number of returns with IRev = 1) has reached the limit (200*(N + 1).
= 2: XTol is too small. No further improvement in the approximate solution X is possible.
= 3: Iteration is not making good progress, as measured by the improvement from the last five Jacobian evaluations.
= 4: Iteration is not making good progress, as measured by the improvement from the last ten iterations.
[out]XX()Array XX(LXX - 1) (LXX >= N)
When returned with IRev = 1, XX() contains the abscissa where the function value should be evaluated and given in the next call.
[in]YY()Array YY(LYY - 1) (LYY >= N)
When returned with IRev = 1, the function value fi(XX())(i = 1 to N) should be given in YY() in the next call.
[in,out]IRevControl variable for reverse communication.
[in] Before first call, IRev should be initialized to zero. On succeeding calls, IRev should not be altered.
[out] If IRev is not zero, complete the following process and call this routine again.
= 0: Computation finished. See return code in Info.
= 1 or 2: User should set the function values at XX() in YY(). Do not alter any variables other than YY().
Reference
netlib/minpack
Example Program
Solve the following system of nonlinear equations.
x1^2 - x2 - 1 = 0
(x1 - 2)^2 + (x2 - 0.5)^2 - 1 = 0
The initial approximation (x1, x2) = (0, 0) is used.
Sub Ex_Hybrd1_r()
Const N = 2
Dim X(N - 1) As Double, Fvec(N - 1) As Double, XTol As Double, Info As Long
Dim XX(N - 1) As Double, YY(N - 1) As Double, IRev As Long
X(0) = 0: X(1) = 0
XTol = 0.0000000001 '1.0e-10
IRev = 0
Do
Call Hybrd1_r(N, X(), Fvec(), XTol, Info, XX(), YY(), IRev)
If IRev = 1 Or IRev = 2 Then
YY(0) = XX(0) ^ 2 - XX(1) - 1
YY(1) = (XX(0) - 2) ^ 2 + (XX(1) - 0.5) ^ 2 - 1
End If
Loop While IRev <> 0
Debug.Print "X1, X2 =", X(0), X(1)
Debug.Print "Info =", Info
End Sub
Sub Hybrd1_r(N As Long, X() As Double, Fvec() As Double, XTol As Double, Info As Long, XX() As Double, YY() As Double, IRev As Long)
Solution of a system of nonlinear equations by Powell hybrid method (Jacobian not required) (simple d...
Example Results
X1, X2 = 1.06734608580669 0.139227666886861
Info = 0