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Re: FindRoot repeatedly evaluating function

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  • Subject: [mg121108] Re: FindRoot repeatedly evaluating function
  • From: Oliver Ruebenkoenig <ruebenko at>
  • Date: Sun, 28 Aug 2011 04:06:34 -0400 (EDT)
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On Thu, 25 Aug 2011, Simon Pearce wrote:

> Hi Mathgroup,
> When I use FindRoot[f[y],y] I find that the inner function f is 
evaluated 3 or 4 times at each value of y (or at least very similar values), even if y is far from the root. This has obvious implications to the speed of my code.
> Can anyone explain why this is the case, and tell me any way to stop it 
from repeatedly evaluating f? If I use f[a]:=f[a]=... then it uses the 
stored result, but I don't want to store thousands of such real valued expressions.

Simon, here is the answer to the remaining question:

This is the case because the Jacobian and FindRoot both need to evaluate 
at those points

With[{eqns = seqns, vars = svars}, Clear[f, J, ysol];
  f[y_?NumericQ] := Part[ysol[y], 1];
  J[y_?NumericQ] := (Print["Jackpot"]; {{Part[ysol[y], 2]}});
  ysol[y_?NumericQ] := Module[{sol, yvars}, yvars = vars /. p -> y;
    sol = First[NDSolve[eqns /. p -> y, yvars, {S, 10, 10}]];
    sol = (yvars /. sol) /. S -> 10;
    Print[InputForm[{y, sol}]];

s = 0; e = 0; j = 0;
FindRoot[f[y], {y, 6}, Jacobian -> {J[y], EvaluationMonitor :> j++}
  , StepMonitor :> s++, EvaluationMonitor :> e++]

but j == 3; this is why the caching is useful.


> The following simple code shows the essence of the problem, using Print to show where the function is evaluated and its value there.
> f[a_?NumericQ]:=Module[{sol},
>  sol=NDSolve[{x''[S]-x'[S]+x[S]==0,x[0]==1,x'[0]==a},x,{S,0,10}][[1]];
>  Print[{a,x[10]/.sol}]; x[10]/.sol ]
> FindRoot[f[y],{y,6}]
> Thanks,
> Simon Pearce
> Postdoctoral Researcher
> The Centre for Plant Integrative Biology
> School of Biosciences
> University of Nottingham
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