fsolve
Solve system of nonlinear equations

Equation
Solves a problem specified by
F(x) = 0
for x, where x is a vector and F(x) is a function that returns a vector value.

Syntax
x = fsolve(fun,x0)
x = fsolve(fun,x0,options)
x = fsolve(problem)
[x,fval] = fsolve(fun,x0)
[x,fval,exitflag] = fsolve(...)
[x,fval,exitflag,output] = fsolve(...)
[x,fval,exitflag,output,jacobian] = fsolve(...)

Description
fsolve finds a root (zero) of a system of nonlinear equations.

Note   Passing Extra Parameters explains how to pass extra parameters to the
system of equations, if necessary.

x = fsolve(fun,x0) starts at x0 and tries to solve the equations described in fun.

x = fsolve(fun,x0,options) solves the equations with the optimization options
specified in the structure options. Use optimset to set these options.
x = fsolve(problem) solves problem, where problem is a structure described in
Input Arguments.
Create the structure problem by exporting a problem from Optimization Tool, as described
in Exporting to the MATLAB Workspace .
[x,fval] = fsolve(fun,x0) returns the value of the objective function fun at the
solution x.
[x,fval,exitflag] = fsolve(...) returns a value exitflag that describes the
exit condition.
[x,fval,exitflag,output] = fsolve(...) returns a structure output that
contains information about the optimization.
[x,fval,exitflag,output,jacobian] = fsolve(...) returns the Jacobian of
fun at the solution x.
Input Arguments
Function Arguments contains general descriptions of arguments passed into fsolve. This
section provides function−specific details for fun and problem:

fun The nonlinear system of equations to solve. fun is a function that accepts a
vector x and returns a vector F, the nonlinear equations evaluated at x. The
function fun can be specified as a function handle for a file

x = fsolve(@myfun,x0)

where myfun is a MATLAB function such as

function F = myfun(x)
F = ... % Compute function values at x

fun can also be a function handle for an anonymous function.

x = fsolve(@(x)sin(x.*x),x0);

If the user−defined values forx and F are matrices, they are converted to a
vector using linear indexing.
If the Jacobian can also be computed and the Jacobian option is 'on', set by

options = optimset('Jacobian','on')

the function fun must return, in a second output argument, the Jacobian
value J, a matrix, at x.
If fun returns a vector (matrix) of m components and x has length n, where n
is the length of x0, the Jacobian J is an m−by−n matrix where J(i,j) is the
partial derivative ofF(i) with respect to x(j). (The Jacobian J is the
transpose of the gradient of F.)
problem objective Objective function
x0 Initial point for x
solver 'fsolve'
options Options structure created with optimset

Output Arguments
Function Arguments contains general descriptions of arguments returned by fsolve. For
more information on the output headings for fsolve, see Function−Specific Headings.
This section provides function−specific details for exitflag and output:
exitflag Integer identifying the reason the algorithm terminated. The following lists
the values of exitflag and the corresponding reasons the algorithm
terminated.
  1 Function converged to a solution x.
  2 Change in x was smaller than the specified
tolerance.
  3 Change in the residual was smaller than the
specified tolerance.
  4 Magnitude of search direction was smaller than
the specified tolerance.
  0 Number of iterations exceeded
options.MaxIter or number of function
evaluations exceeded options.FunEvals .
  -1 Output function terminated the algorithm.
  -2 Algorithm appears to be converging to a point that
is not a root.
  -3 Trust region radius became too small
(trust-region-dogleg algorithm) or
regularization parameter became too large
(levenberg-marquardt algorithm).
  -4 Line search cannot sufficiently decrease the
residual along the current search direction.
output Structure containing information about the optimization. The fields of the
structure are
  iterations Number of iterations taken
  funcCount Number of function evaluations
  algorithm Optimization algorithm used.
  cgiterations Total number of PCG iterations (large−scale
algorithm only)
  stepsize Final displacement in x (Gauss−Newton and
Levenberg−Marquardt algorithms)
  firstorderopt Measure of first−order optimality (dogleg or
large−scale algorithm, [ ] for others)
  message Exit message

Options
Optimization options used by fsolve. Some options apply to all algorithms, some are only
relevant when using the trust−region−reflective algorithm, and others are only relevant when
using the other algorithms. You can use optimset to set or change the values of these
fields in the options structure, options. See Optimization Options for detailed information.

All Algorithms
All algorithms use the following options:

Algorithm Choose between 'trust-region-dogleg' (default),

'trust-region-reflective' , and
'levenberg-marquardt' . Set the initial Levenberg−Marquardt
parameter by setting Algorithm to a cell array such as
{'levenberg-marquardt',.005} . The default  = 0.01.
The Algorithm option specifies a preference for which algorithm
to use. It is only a preference because for the
trust−region−reflective algorithm, the nonlinear system of equations
cannot be underdetermined; that is, the number of equations (the
number of elements of F returned by fun) must be at least as
many as the length of x. Similarly, for the trust−region−dogleg
algorithm, the number of equations must be the same as the
length of x. fsolve uses the Levenberg−Marquardt algorithm
when the selected algorithm is unavailable. For more information
on choosing the algorithm, see Choosing the Algorithm.
DerivativeCheck Compare user−supplied derivatives (gradients of objective or
constraints) to finite−differencing derivatives. The choices are
'on' or the default 'off'.
Diagnostics Display diagnostic information about the function to be minimized
or solved. The choices are 'on' or the default 'off'.
DiffMaxChange Maximum change in variables for finite−difference gradients (a
positive scalar). The default is 0.1.
DiffMinChange Minimum change in variables for finite−difference gradients (a
positive scalar). The default is 1e-8.
Display Level of display:
'off' displays no output.
'iter' displays output at each iteration.
'notify' displays output only if the function does not
converge.
'final' (default) displays just the final output.

FunValCheck Check whether objective function values are valid.'on' displays

an error when the objective function returns a value that is
complex, Inf, or NaN. The default, 'off', displays no error.
Jacobian If 'on', fsolve uses a user−defined Jacobian (defined in fun),
or Jacobian information (when using JacobMult ), for the
objective function. If 'off' (default), fsolve approximates the
Jacobian using finite differences.
MaxFunEvals Maximum number of function evaluations allowed, a positive
integer. The default is 100*numberOfVariables .
MaxIter Maximum number of iterations allowed, a positive integer. The
default is 400.
OutputFcn Specify one or more user−defined functions that an optimization
function calls at each iteration, either as a function handle or as a
cell array of function handles. The default is none ([]). See
Output Function.
PlotFcns Plots various measures of progress while the algorithm executes.
Select from predefined plots or write your own. Pass a function
handle or a cell array of function handles. The default is none ([]):
@optimplotx plots the current point.
@optimplotfunccount plots the function count.
@optimplotfval plots the function value.
@optimplotresnorm plots the norm of the residuals.
@optimplotstepsize plots the step size.
@optimplotfirstorderopt plots the first−order
optimality measure.

For information on writing a custom plot function, see Plot

Functions.
TolFun Termination tolerance on the function value, a positive scalar. The
default is 1e-6.
TolX Termination tolerance on x, a positive scalar. The default is 1e-6.
TypicalX Typical x values. The number of elements in TypicalX is equal
to the number of elements in x0, the starting point. The default
value is ones(numberofvariables,1) . fsolve uses
TypicalX for scaling finite differences for gradient estimation.
For the trust-region-dogleg algorithm, fsolve also uses
TypicalX as the diagonal terms of a scaling matrix.

Trust−Region−Reflective Algorithm Only

The trust−region−reflective algorithm uses the following options:
JacobMult Function handle for Jacobian multiply function. For  
large−scale structured problems, this function computes the
Jacobian matrix product J*Y, J'*Y, or J'*(J*Y) without
actually forming J. The function is of the form

W = jmfun(Jinfo,Y,flag)

where Jinfo contains a matrix used to compute J*Y (or

J'*Y, or J'*(J*Y) ). The first argument Jinfo must be
the same as the second argument returned by the objective
function fun, for example, in

[F,Jinfo] = fun(x)

Y is a matrix that has the same number of rows as there are

dimensions in the problem. flag determines which product
to compute:
 
If flag == 0 , W = J'*(J*Y) .
If flag > 0 , W = J*Y.
If flag < 0 , W = J'*Y .

In each case, J is not formed explicitly. fsolve uses

Jinfo to compute the preconditioner. See Passing Extra
Parameters for information on how to supply values for any
additional parameters jmfun needs.

Note   'Jacobian' must be set to 'on' for

fsolve to pass Jinfo from fun to jmfun.

See Example: Nonlinear Minimization with a Dense but

Structured Hessian and Equality Constraints for a similar
example.
JacobPattern Sparsity pattern of the Jacobian for finite differencing. If it is  
not convenient to compute the Jacobian matrix J in fun,
lsqnonlin can approximate J via sparse finite differences,
provided you supply the structure of J (i.e., locations of the
nonzeros) as the value for JacobPattern . In the worst
case, if the structure is unknown, you can set
JacobPattern to be a dense matrix and a full
finite−difference approximation is computed in each iteration
(this is the default if JacobPattern is not set). This can be
very expensive for large problems, so it is usually worth the
effort to determine the sparsity structure.
MaxPCGIter Maximum number of PCG (preconditioned conjugate  
gradient) iterations, a positive scalar. The default is
max(1,floor(numberOfVariables/2)) . For more
information, see Algorithm.
PrecondBandWidth Upper bandwidth of preconditioner for PCG, a nonnegative  
integer. The default PrecondBandWidth is Inf, which
means a direct factorization (Cholesky) is used rather than
the conjugate gradients (CG). The direct factorization is
computationally more expensive than CG, but produces a
better quality step towards the solution. Set
PrecondBandWidth to 0 for diagonal preconditioning
(upper bandwidth of 0). For some problems, an intermediate
bandwidth reduces the number of PCG iterations.
TolPCG Termination tolerance on the PCG iteration, a positive scalar.  
The default is 0.1.

Levenberg−Marquardt Algorithm Only

The Levenberg−Marquardt algorithm uses the following option:

ScaleProblem 'Jacobian' can sometimes improve the convergence of a

poorly scaled problem. The default is 'none'.

Gauss−Newton Algorithm Only

The Gauss−Newton algorithm uses the following option:

LargeScale and Specify LargeScale as 'off' and NonlEqnAlgorithm

NonlEqnAlgorithm as 'gn' to choose the Gauss−Newton algorithm. These
options are being obsoleted, and no other algorithm uses
them.
LineSearchType The choices are 'cubicpoly' or the default
'quadcubic' .

Examples
Example 1
This example solves the system of two equations and two unknowns:

Rewrite the equations in the form F(x) = 0:

Start your search for a solution at x0 = [-5 -5] .
First, write a file that computes F, the values of the equations at x.

function F = myfun(x)
F = [2*x(1) - x(2) - exp(-x(1));
-x(1) + 2*x(2) - exp(-x(2))];

Save this function file as myfun.m somewhere on your MATLAB path. Next, set up the
initial point and options and call fsolve:

x0 = [-5; -5]; % Make a starting guess at the solution

options=optimset('Display','iter'); % Option to display output
[x,fval] = fsolve(@myfun,x0,options) % Call solver

After several iterations, fsolve finds an answer:

Norm of First-order Trust-regio

Iteration Func-count f(x) step optimality radius
0 3 23535.6 2.29e+004 1
1 6 6001.72 1 5.75e+003 1
2 9 1573.51 1 1.47e+003 1
3 12 427.226 1 388 1
4 15 119.763 1 107 1
5 18 33.5206 1 30.8 1
6 21 8.35208 1 9.05 1
7 24 1.21394 1 2.26 1
8 27 0.016329 0.759511 0.206 2.5
9 30 3.51575e-006 0.111927 0.00294 2.5
10 33 1.64763e-013 0.00169132 6.36e-007 2.5

Equation solved.

fsolve completed because the vector of function values is near zer

as measured by the default value of the function tolerance, and
the problem appears regular as measured by the gradient.

x =
0.5671
0.5671

fval =
1.0e-006 *
-0.4059
-0.4059
Example 2
Find a matrix x that satisfies the equation

starting at the point x= [1,1; 1,1] .

First, write a file that computes the equations to be solved.

function F = myfun(x)
F = x*x*x-[1,2;3,4];

Save this function file as myfun.m somewhere on your MATLAB path. Next, set up an
initial point and options and call fsolve:

x0 = ones(2,2); % Make a starting guess at the solution

options = optimset('Display','off'); % Turn off display
[x,Fval,exitflag] = fsolve(@myfun,x0,options)

The solution is

x =
-0.1291 0.8602
1.2903 1.1612

Fval =
1.0e-009 *
-0.1619 0.0777
0.1162 -0.0466

exitflag =
1

and the residual is close to zero.

sum(sum(Fval.*Fval))
ans =
4.7935e-020

Notes
If the system of equations is linear, use \ (matrix left division) for better speed and accuracy.
For example, to find the solution to the following linear system of equations:
3x1 + 11x2 ˘ 2x3 = 7
x1 + x2 ˘ 2x3 = 4
x1 ˘ x2 + x3 = 19.
Formulate and solve the problem as

A = [ 3 11 -2; 1 1 -2; 1 -1 1];

 b = [ 7; 4; 19];
x = A\b
x =
13.2188
-2.3438
3.4375

Algorithm
The Gauss−Newton, Levenberg−Marquardt, and trust−region−reflective methods are based on
the nonlinear least−squares algorithms also used in lsqnonlin . Use one of these methods
if the system may not have a zero. The algorithm still returns a point where the residual is
small. However, if the Jacobian of the system is singular, the algorithm might converge to a
point that is not a solution of the system of equations (see Limitations and Diagnostics
following).
By default fsolve chooses the trust−region dogleg algorithm. The algorithm is a
variant of the Powell dogleg method described in [8]. It is similar in nature to the
algorithm implemented in [7]. It is described in the User’s Guide in Trust−Region
Dogleg Method.
The trust−region−reflective algorithm is a subspace trust−region method and is based
on the interior−reflective Newton method described in[1] and [2]. Each iteration
involves the approximate solution of a large linear system using the method of
preconditioned conjugate gradients (PCG). See Trust−Region Reflective fsolve
Algorithm.
The Levenberg−Marquardt method is described in[4], [5], and [6]. It is described in
the User’s Guide in Levenberg−Marquardt Method.
The medium−scale Gauss−Newton method [3] with line search is described in the
User’s Guide in Gauss−Newton Method. The default line search algorithm for the
Gauss−Newton algorithm , i.e., the LineSearchType option, is 'quadcubic' .
This is a safeguarded mixed quadratic and cubic polynomial interpolation and
extrapolation method. A safeguarded cubic polynomial method can be selected by
setting LineSearchType to 'cubicpoly' . This method generally requires fewer
function evaluations but more gradient evaluations. Thus, if gradients are being
supplied and can be calculated inexpensively, the cubic polynomial line search
method is preferable.

Diagnostics
All Algorithms
fsolve may converge to a nonzero point and give this message:

Optimizer is stuck at a minimum that is not a root

Try again with a new starting guess

In this case, run fsolve again with other starting values.

Trust−Region−Dogleg Algorithm
For the trust−region dogleg method, fsolve stops if the step size becomes too small and it
can make no more progress. fsolve gives this message:

The optimization algorithm can make no further progress:

Trust region radius less than 10*eps

In this case, run fsolve again with other starting values.

Limitations
The function to be solved must be continuous. When successful, fsolve only gives one
root. fsolve may converge to a nonzero point, in which case, try other starting values.
fsolve only handles real variables. When x has complex variables, the variables must be
split into real and imaginary parts.

Trust−Region−Reflective Algorithm
The preconditioner computation used in the preconditioned conjugate gradient part of the
trust−region−reflective algorithm formsJ T J (where J is the Jacobian matrix) before computing
the preconditioner; therefore, a row of J with many nonzeros, which results in a nearly dense
product J T J, might lead to a costly solution process for large problems.
Large−Scale Problem Coverage and Requirements

For Large Problems

Provide sparsity structure of the Jacobian or compute the Jacobian in fun.
The Jacobian should be sparse.

Number of Equations
The default trust−region dogleg method can only be used when the system of equations is
square, i.e., the number of equations equals the number of unknowns. For the
Levenberg−Marquardt and Gauss−Newton methods, the system of equations need not be
square.

References
[1] Coleman, T.F. and Y. Li, "An Interior, Trust Region Approach for Nonlinear Minimization
Subject to Bounds," SIAM Journal on Optimization, Vol. 6, pp. 418−445, 1996.
[2] Coleman, T.F. and Y. Li, "On the Convergence of Reflective Newton Methods for
Large−Scale Nonlinear Minimization Subject to Bounds," Mathematical Programming, Vol.
67, Number 2, pp. 189−224, 1994.
[3] Dennis, J. E. Jr., "Nonlinear Least−Squares," State of the Art in Numerical Analysis , ed.
D. Jacobs, Academic Press, pp. 269−312.
[4] Levenberg, K., "A Method for the Solution of Certain Problems in Least−Squares,"
Quarterly Applied Mathematics 2, pp. 164−168, 1944.
[5] Marquardt, D., "An Algorithm for Least−squares Estimation of Nonlinear Parameters,"
SIAM Journal Applied Mathematics, Vol. 11, pp. 431−441, 1963.
[6] Moré, J. J., "The Levenberg−Marquardt Algorithm: Implementation and Theory,"Numerical
Analysis, ed. G. A. Watson, Lecture Notes in Mathematics 630, Springer Verlag, pp.
105−116, 1977.
[7] Moré, J. J., B. S. Garbow, and K. E. Hillstrom, User Guide for MINPACK 1, Argonne
National Laboratory, Rept. ANL−80−74, 1980.
[8] Powell, M. J. D., "A Fortran Subroutine for Solving Systems of Nonlinear Algebraic
Equations," Numerical Methods for Nonlinear Algebraic Equations, P. Rabinowitz, ed.,
Ch.7, 1970.

See Also
@ (function_handle) , \ (matrix left division), lsqcurvefit , lsqnonlin ,
optimset , optimtool , Anonymous Functions
For more details about the fsolve algorithms, see Equation Solving. For more examples of
equation solving, see Equation Solving Examples.

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