Re: Cannot NSolve a system of equations
- To: mathgroup at smc.vnet.net
- Subject: [mg88945] Re: Cannot NSolve a system of equations
- From: Szabolcs Horvát <szhorvat at gmail.com>
- Date: Thu, 22 May 2008 02:34:51 -0400 (EDT)
- Organization: University of Bergen
- References: <200805201052.GAA05057@smc.vnet.net> <g11r0h$a7v$1@smc.vnet.net>
Daniel Lichtblau wrote: > murat.koyuncu at gmail.com wrote: >> Dear all, >> >> I have the following system that I need to solve, but I cannot get a >> sensible result. >> >> Unprotect[In,Out];Clear[In,Out];ClearAll["Global`*"]; >> zet=0.083; >> phi=0.75;eta=1.75;alpha=0.64;y1=0.235457064;y2=0.512465374;y3=0.781779009; >> y4=1.109572176; y5=2.360726377;tau1=zet y1^phi;tau2=zet >> y2^phi;tau3=zet y3^phi;tau4=zet y4^phi;tau5=zet y5^phi; >> taubar=(tau1 y1+tau2 y2+tau3 y3+tau4 y4+tau5 y5)/ >> 5;a1=(1+phi)tau1;a2=(1+phi)tau2;a3=(1+phi)tau3;a4=(1+phi)tau4;a5=(1+phi)tau5; >> >> eqns1={x1==(roverw(1-tau1)+((roverw+(1-x))y1-1)( (1-taubar+(1-abar)/ >> eta)x+(taubar-tau1)roverw-(1-taubar)))/(roverw (1-tau1+(1-a1)/eta)- >> ( (1-taubar+(1-abar)/eta)x+(taubar-tau1)roverw-(1-taubar))), >> x2==(roverw(1-tau2)+((roverw+(1-x))y2-1)( (1-taubar+(1-abar)/eta)x+ >> (taubar-tau2)roverw-(1-taubar)))/(roverw (1-tau2+(1-a2)/eta)-( (1- >> taubar+(1-abar)/eta)x+(taubar-tau2)roverw-(1-taubar))), >> x3==(roverw(1-tau3)+((roverw+(1-x))y3-1)( (1-taubar+(1-abar)/eta)x+ >> (taubar-tau3)roverw-(1-taubar)))/(roverw (1-tau3+(1-a3)/eta)-( (1- >> taubar+(1-abar)/eta)x+(taubar-tau3)roverw-(1-taubar))), >> x4==(roverw(1-tau4)+((roverw+(1-x))y4-1)( (1-taubar+(1-abar)/eta)x+ >> (taubar-tau4)roverw-(1-taubar)))/(roverw (1-tau4+(1-a4)/eta)-( (1- >> taubar+(1-abar)/eta)x+(taubar-tau4)roverw-(1-taubar))), >> x5==(roverw(1-tau5)+((roverw+(1-x))y5-1)( (1-taubar+(1-abar)/eta)x+ >> (taubar-tau5)roverw-(1-taubar)))/(roverw (1-tau5+(1-a5)/eta)-( (1- >> taubar+(1-abar)/eta)x+(taubar-tau5)roverw-(1-taubar))), >> x==(x1+x2+x3+x4+x5)/5, abar == (a1 x1+a2 x2+a3 x3+a4 x4+a5 x5)/ >> (5x),roverw==(1-x)(1-alpha)/alpha }; >> >> sol=NSolve[eqns1,{x, x1,x2,x3,x4,x5,abar, roverw}]; >> >> eqns1 /. sol >> >> Out[741]={{False, False, False, False, False, True, True, True}, >> {False, False, >> False, False, False, True, True, True}, {False, False, False, >> False, False, True, False, True}, {False, False, True, False, False, >> True, False, True}, {False, False, True, False, False, True, False, >> True}, {False, False, True, True, False, True, True, False}} >> >> >> What am I doing wrong? Is it just because the system is too >> complicated? >> >> Any help would be truly appreciated. >> Murat > > Quite possibly there are issues involving numeric stability and the > presence of denominators. I was able to get a solution set, containg two > solutions, by starting with exact input and then numericizing to high > precision. > > zet = 83/1000; > phi = 3/4; > eta = 7/4; > alpha = 16/25; > > {y1,y2,y3,y4,y5} = Rationalize[ > {0.235457064,0.512465374,0.781779009,1.109572176,2.360726377}, 0]; > > With this I can do: > > In[34]:= Timing[sol = NSolve[N[eqns,500],vars];] > Out[34]= {5., Null} > > In[36]:= eqns/.sol > Out[36]= {{True, True, True, True, True, True, True, True}, > {True, True, True, True, True, True, True, True}} > > Here are the solution values, at machine precision. > > In[39]:= InputForm[N[sol]] > Out[39]//InputForm= > {{x -> 0.6251836373550925, x1 -> 0.6454246796060954, > x2 -> 0.6474758190687543, x3 -> 0.6445628507802813, > x4 -> 0.6355486246954559, x5 -> 0.5529062126248758, > abar -> 0.13411739130856176, roverw -> 0.21083420398776043}, > {x -> 1., x1 -> 1., x2 -> 1., x3 -> 1., x4 -> 1., x5 -> 1., > abar -> 0.13829898904658144, roverw -> 0.}} > An equivalent, but somewhat simpler approach is to simply increase the nominal precision of the numbers: In[25]:= eqn2 = SetPrecision[eqns1, 30]; In[26]:= sol = NSolve[eqn2, {x, x1, x2, x3, x4, x5, abar, roverw}]; In[27]:= eqn2 /. Equal -> Subtract /. sol Out[27]= {{0.*10^-25, 0.*10^-25, 0.*10^-23, 0.*10^-24, 0.*10^-25, 0.*10^-27, 0.*10^-28, 0.*10^-28}, {0.*10^-24, 0.*10^-24, 0.*10^-24, 0.*10^-23, 0.*10^-23, 0.*10^-26, 0.*10^-27, 0.*10^-27}, {0.*10^-25 + 0.*10^-25 I, 0.*10^-26 + 0.*10^-26 I, 0.*10^-26 + 0.*10^-26 I, 0.*10^-26 + 0.*10^-26 I, 0.*10^-26 + 0.*10^-26 I, 0.*10^-28 + 0.*10^-28 I, 0.*10^-28 + 0.*10^-28 I, 0.*10^-29 + 0.*10^-29 I}, {0.*10^-25 + 0.*10^-25 I, 0.*10^-26 + 0.*10^-26 I, 0.*10^-26 + 0.*10^-26 I, 0.*10^-26 + 0.*10^-26 I, 0.*10^-26 + 0.*10^-26 I, 0.*10^-28 + 0.*10^-28 I, 0.*10^-28 + 0.*10^-28 I, 0.*10^-29 + 0.*10^-29 I}, {0.*10^-29, 0.*10^-29, 0.*10^-29, 0.*10^-29, 0.*10^-29, 0.*10^-29, 0.*10^-30, 0.*10^-29}, {0.*10^-28, 0.*10^-28, 0.*10^-28, 0.*10^-28, 0.*10^-28, 0.*10^-29, 0.*10^-29, 0.*10^-29}}
- References:
- Cannot NSolve a system of equations
- From: murat.koyuncu@gmail.com
- Cannot NSolve a system of equations