Jsun Yui Wong
The following computer program seeks to solve Broyden's Case 5 [1, p. 587--Case 5; p. 590--Table 5]. See also page 23 of La Cruz, Martinez, and Raydan [7, p. 23, Test function 11, Broyden Tridiagonal function]--http://www.ime.unicamp.br/~martinez/lmrreport.pdf --and page 7 of Cao [3, p. 7]--http://dx.doi.org/10.1155/2014/251587. Here alpha=-0.1, beta=1, and n=60.
0 DEFDBL A-Z
3 DEFINT J, K
4 DIM X(32768), A(32768), L(32768), K(32768), P(999)
5 FOR JJJJ = -32000 TO 32000
14 RANDOMIZE JJJJ
16 M = -1D+50
91 FOR KK = 1 TO 60
94 A(KK) = -RND
95 NEXT KK
128 FOR I = 1 TO 20000000 STEP 1
129 FOR K = 1 TO 60
131 X(K) = A(K)
132 NEXT K
155 FOR IPP = 1 TO FIX(1 + RND * 3)
181 B = 1 + FIX(RND * 60)
183 R = (1 - RND * 2) * A(B)
187 IF RND < .25 THEN X(B) = A(B) + RND * R ELSE IF RND < .333 THEN X(B) = A(B) + RND ^ 4 * R ELSE IF RND < .5 THEN X(B) = A(B) + RND ^ 7 * R ELSE IF RND < .5 THEN X(B) = FIX(A(B)) ELSE X(B) = FIX(A(B)) + 1
191 NEXT IPP
555 X(2) = ((3 - .1 * X(1)) * X(1) + 1) / 2
605 FOR J44 = 2 TO 59
609 X(J44 + 1) = (-X(J44 - 1) + (3 - .1 * X(J44)) * X(J44) + 1) / 2
611 NEXT J44
651 FOR J47 = 1 TO 60
666 IF ABS(X(J47)) > 10 THEN 1670
688 NEXT J47
699 PZ = -X(59) + (3 - .1 * X(60)) * X(60) + 1
999 P = -ABS(PZ)
1451 IF P <= M THEN 1670
1657 FOR KEW = 1 TO 60
1658 A(KEW) = X(KEW)
1659 NEXT KEW
1661 M = P
1666 REM PRINT A(1), A(2), A(50), M, JJJJ
1668 IF M > -.000001 THEN 1912
1670 NEXT I
1890 REM IF M < -.1 THEN 1999
1912 PRINT A(1), A(2), A(3)
1946 PRINT A(58), A(59), A(60)
1947 PRINT M, JJJJ
1999 NEXT JJJJ
This computer program was run with qb64v1000-win [15]. Copied by hand from the screen, the computer program’s complete output through JJJJ= -31998 is shown below.
-2.046688482096033 -2.779479410281278 -3.032150163982778
-1.93335468679104 -1.436533614136897 -.7913045190370864
-3.772840786009368D-06 -32000
-2.046688482096033 -2.779479410281278 -3.032150163982778
-1.93335468679104 -1.436533614136897 -.7913045190370864
-3.772840786009368D-06 -31999
-2.046688482096033 -2.779479410281278 -3.032150163982778
-1.93335468679104 -1.436533614136897 -.7913045190370864
-3.772840786009368D-06 -31998
Above there is no rounding by hand; it is just straight copying by hand from the screen.
Of the 50 unknowns, only the six A's of line 1912 and line 1946 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and with qb64v1000-win [15], the wall-clock time for obtaining the output through JJJJ= -31998 was seven minutes.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
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http://www.SciRP.org/journal/am.
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http://www.ime.unicamp.br/~martinez/lmrreport.pdf.
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[15] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
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