Solves a system of n nonlinear equations f(x) = 0 using a modified Powell hybrid algorithm.
For a list of all members of this type, see ZeroSystem Members.
System.Object
Imsl.Math.ZeroSystem
Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.
ZeroSystem is based on the MINPACK subroutine HYBRD1, which uses a modification of M.J.D. Powell's hybrid algorithm. This algorithm is a variation of Newton's method, which uses a finite-difference approximation to the Jacobian and takes precautions to avoid large step sizes or increasing residuals. For further description, see More et al. (1980).
A finite-difference method is used to estimate the Jacobian. Whenever the exact Jacobian can be easily provided, f should implement ZeroSystem.IJacobian.
Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll)
ZeroSystem Members | Imsl.Math Namespace | Example