NAG Library Routine Document
C05NBF
1 Purpose
C05NBF is an easytouse routine that finds a solution of a system of nonlinear equations by a modification of the Powell hybrid method.
2 Specification
INTEGER 
N, LWA, IFAIL 
REAL (KIND=nag_wp) 
X(N), FVEC(N), XTOL, WA(1) 
EXTERNAL 
FCN 

3 Description
The system of equations is defined as:
C05NBF is based on the MINPACK routine HYBRD1 (see
Moré et al. (1980)). It chooses the correction at each step as a convex combination of the Newton and scaled gradient directions. The Jacobian is updated by the rank1 method of Broyden. At the starting point, the Jacobian is approximated by forward differences, but these are not used again until the rank1 method fails to produce satisfactory progress. For more details see
Powell (1970).
4 References
Moré J J, Garbow B S and Hillstrom K E (1980) User guide for MINPACK1 Technical Report ANL8074 Argonne National Laboratory
Powell M J D (1970) A hybrid method for nonlinear algebraic equations Numerical Methods for Nonlinear Algebraic Equations (ed P Rabinowitz) Gordon and Breach
5 Parameters
 1: FCN – SUBROUTINE, supplied by the user.External Procedure
FCN must return the values of the functions
${f}_{i}$ at a point
$x$.
The specification of
FCN is:
INTEGER 
N, IFLAG 
REAL (KIND=nag_wp) 
X(N), FVEC(N) 

 1: N – INTEGERInput
On entry: $n$, the number of equations.
 2: X(N) – REAL (KIND=nag_wp) arrayInput
On entry: the components of the point $x$ at which the functions must be evaluated.
 3: FVEC(N) – REAL (KIND=nag_wp) arrayOutput
On exit: the function values
${f}_{i}\left(x\right)$ (unless
IFLAG is set to a negative value by
FCN).
 4: IFLAG – INTEGERInput/Output
On entry: ${\mathbf{IFLAG}}>0$.
On exit: in general,
IFLAG should not be reset by
FCN. If, however, you wish to terminate execution (perhaps because some illegal point
X has been reached), then
IFLAG should be set to a negative integer. This value will be returned through
IFAIL.
FCN must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which C05NBF is called. Parameters denoted as
Input must
not be changed by this procedure.
 2: N – INTEGERInput
On entry: $n$, the number of equations.
Constraint:
${\mathbf{N}}>0$.
 3: X(N) – REAL (KIND=nag_wp) arrayInput/Output
On entry: an initial guess at the solution vector.
On exit: the final estimate of the solution vector.
 4: FVEC(N) – REAL (KIND=nag_wp) arrayOutput
On exit: the function values at the final point returned in
X.
 5: XTOL – REAL (KIND=nag_wp)Input
On entry: the accuracy in
X to which the solution is required.
Suggested value:
$\sqrt{\epsilon}$, where
$\epsilon $ is the
machine precision returned by
X02AJF.
Constraint:
${\mathbf{XTOL}}\ge 0.0$.
 6: WA($1$) – REAL (KIND=nag_wp) arrayInput
 7: LWA – INTEGERInput
These parameters are no longer accessed by C05NBF. Workspace is provided internally by dynamic allocation instead.
 8: IFAIL – INTEGERInput/Output

On entry:
IFAIL must be set to
$0$,
$1\text{ or}1$. If you are unfamiliar with this parameter you should refer to
Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
$1\text{ or}1$ is recommended. If the output of error messages is undesirable, then the value
$1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is
$0$.
When the value $\mathbf{1}\text{ or}\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.
On exit:
${\mathbf{IFAIL}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see
Section 6).
6 Error Indicators and Warnings
If on entry
${\mathbf{IFAIL}}={\mathbf{0}}$ or
${{\mathbf{1}}}$, explanatory error messages are output on the current error message unit (as defined by
X04AAF).
Errors or warnings detected by the routine:
 ${\mathbf{IFAIL}}<0$
You have set
IFLAG negative in
FCN. The value of
IFAIL will be the same as your setting of
IFLAG.
 ${\mathbf{IFAIL}}=1$
On entry,  ${\mathbf{N}}\le 0$, 
or  ${\mathbf{XTOL}}<0.0$. 
 ${\mathbf{IFAIL}}=2$
There have been at least
$200\times \left({\mathbf{N}}+1\right)$ evaluations of
FCN. Consider restarting the calculation from the final point held in
X.
 ${\mathbf{IFAIL}}=3$
No further improvement in the approximate solution
X is possible;
XTOL is too small.
 ${\mathbf{IFAIL}}=4$
The iteration is not making good progress. This failure exit may indicate that the system does not have a zero, or that the solution is very close to the origin (see
Section 7). Otherwise, rerunning C05NBF from a different starting point may avoid the region of difficulty.
 ${\mathbf{IFAIL}}=999$

Internal memory allocation failed.
7 Accuracy
If
$\hat{x}$ is the true solution, C05NBF tries to ensure that
If this condition is satisfied with
${\mathbf{XTOL}}={10}^{k}$, then the larger components of
$x$ have
$k$ significant decimal digits. There is a danger that the smaller components of
$x$ may have large relative errors, but the fast rate of convergence of C05NBF usually obviates this possibility.
If
XTOL is less than
machine precision and the above test is satisfied with the
machine precision in place of
XTOL, then the routine exits with
${\mathbf{IFAIL}}={\mathbf{3}}$.
Note: this convergence test is based purely on relative error, and may not indicate convergence if the solution is very close to the origin.
The test assumes that the functions are reasonably well behaved. If this condition is not satisfied, then C05NBF may incorrectly indicate convergence. The validity of the answer can be checked, for example, by rerunning C05NBF with a lower value for
XTOL.
Local workspace arrays of fixed lengths are allocated internally by C05NBF. The total size of these arrays amounts to ${\mathbf{N}}\times \left(3\times {\mathbf{N}}+13\right)/2$ real elements.
The time required by C05NBF to solve a given problem depends on
$n$, the behaviour of the functions, the accuracy requested and the starting point. The number of arithmetic operations executed by C05NBF to process each call of
FCN is about
$11.5\times {n}^{2}$. Unless
FCN can be evaluated quickly, the timing of C05NBF will be strongly influenced by the time spent in
FCN.
Ideally the problem should be scaled so that, at the solution, the function values are of comparable magnitude.
9 Example
This example determines the values
${x}_{1},\dots ,{x}_{9}$ which satisfy the tridiagonal equations:
9.1 Program Text
Program Text (c05nbfe.f90)
9.2 Program Data
None.
9.3 Program Results
Program Results (c05nbfe.r)