broyden(x0, fun [,params:params] [, maxit:maxiter] [,minit:miniter]\ [,criteria:vector(nsigx,nsigfun,dgrad)] [printwhen:d1]\ [,recordwhen:d2]), REAL vector x0, macro fun(x,i [,params]), integers ngold > 0, maxiter >= 0, miniter > 0, nsigx, nsigfun, d1 >= 0, d2 >= 0, dgrad REAL scalar |
Introduction Macro broyden() minimizes a function iteratively using a variable metric algorithm due to Broyden. It has no linear search step. See Dahlquist and Bjorck, Numerical methods, Prentice Hall, 1974, p. 443. broyden() is a "front-end" to macro minimizer() which it calls with all the arguments to minimizer() plus argument 'method:"broyden"'. Usage result <- broyden(x0, fun [, params] [,optional keywords]) computes the minimum of a real function F(x1,x2,...,xk) starting the Broyden iteration at x = x0 = vector(x01,x02,...,x0k), a REAL vector with no MISSING elements. See minimizer() for details on the arguments, keywords and the value. Keyword 'golden' is ignored by broyden(). Cross references See also minimizer() bfs(), dfp(), and neldermead().