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 |
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"'. 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(). See also minimizer() bfs(), dfp(), and neldermead().