4.8.29 · D4 · HinglishNumerical Methods

ExercisesSolving nonlinear systems — Newton's method in n dimensions

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4.8.29 · D4 · Maths › Numerical Methods › Solving nonlinear systems — Newton's method in n dimensions

Yeh page Newton's method in $n$ dimensions ke liye ek graded ladder of problems hai. Har problem cleanly state hoti hai, phir ek collapsible callout mein poora worked solution chhupa hota hai taaki aap self-test kar sako. Sirf tab reveal karo jab try kar liya ho.

Prerequisites jo aap open rakhna chahein: Newton's method (1-D), Jacobian matrix, Taylor's theorem (multivariable), Gaussian elimination, LU decomposition.


Notation refresher (taaki kuch bhi unexpected na lage)


Level 1 — Recognition

Exercise 1.1

Inme se kaunsa correct -D Newton update hai? Chunkar justify karo.

(a)
(b)
(c)

Recall Solution (1.1)

Answer: (b).

  • (a) nonsense hai: ek matrix hai, aur aap ek vector ko matrix se "divide" nahi kar sakte. Division ki jagah linear system solve karna hota hai.
  • (c) mein galat sign hai aur ki jagah se multiply kiya gaya hai. Hum chahte hain ki ramp zero hit kare: .
  • (b) bilkul derivation ke Step 3–4 jaisa hai: linear model ko zero set karo, step ke liye solve karo, wahan jao.

Exercise 1.2

ke liye Jacobian likho.

Recall Solution (1.2)

Row = ke derivatives har variable ke respect mein, order mein. Shape check karo: equations, unknowns ek matrix. Har entry ek function hai, jo har iteration mein re-evaluate hoti hai.


Level 2 — Application

Exercise 2.1

System: . Start . Ek Newton step karo; do.

Recall Solution (2.1)

Jacobian: . par evaluate karo:

  • .
  • , . solve karo: Update: . Quick sanity: se ki taraf gaya; ek component pehle se exactly satisfy tha aur step ne use barely disturb kiya.

Exercise 2.2

Linear system jo ki tarah likhaa hai. Start . Exact root tak kitne Newton steps lagte hain, aur woh root kya hai?

Recall Solution (2.2)

Yahan hai, isliye constant hai — linear model ek approximation nahi, exact hai. Isliye Newton kahin se bhi ek step mein converge karta hai.

  • .
  • solve karo. .
  • . Check: . ✓ Exact.

Level 3 — Analysis

Exercise 3.1 (geometric)

(radius ka circle) aur (upar ki taraf parabola) solve karo. Start . Do Newton steps karo aur batao ki aap kahan ja rahe ho.

Figure — Solving nonlinear systems — Newton's method in n dimensions
Recall Solution (3.1)

Figure dekhein: circle aur parabola first quadrant mein orange dot ke paas cross karte hain. Hamara start (blue) true crossing ke upar hai. Jacobian: . Step 1 — par:

  • .
  • , .
  • .
  • . Step 2 — par:
  • — bahut chhota, accha hai.
  • , .
  • solve karo:
  • . Exact root hai (jo , se aata hai). Do steps ke baad hum already decimals tak match kar rahe hain — error roughly square ho gayi.

Exercise 3.2 (kyun fast hai)

Agar kisi step ke baad error hai aur method quadratic hai constant ke saath, toh aur estimate karo.

Recall Solution (3.2)

Quadratic convergence ka matlab hai .

  • .
  • . Correct digits ki count roughly har step mein double hoti hai (). Isliye ek baar close aane par Newton ko itne kam iterations chahiye hote hain — dekho Convergence order of iterative methods.

Level 4 — Synthesis

Exercise 4.1 (singular Jacobian)

ke liye, kis start point par pehla Newton step break karta hai, aur kyun? consider karo.

Recall Solution (4.1)

. par: Jacobian singular hai — determinant hai, isliye ka koi unique solution nahi aur Newton step nahi le sakta. Geometric reason: dono rows ke -slot mein zero hai, isliye linear model ka ke liye koi sensitivity nahi us instant mein — dono surfaces momentarily -direction mein flat dikhti hain. Ramp degenerate hai. -axis () par koi bhi point yeh trigger karta hai, kyunki ka column ban jaata hai. Cure: start ko -axis se hataao (jaise ), ya damping / thodi regularization add karo. Yeh scalar Newton ke -D echo hai jahan par woh ruk jaata hai.

Exercise 4.2 (damped Newton)

Maano par full step deta hai lekin (yeh badh gaya!). Damping use karke, describe karo ki kaise choose karo aur halving kyun kaam karti hai.

Recall Solution (4.2)

Full step () ne residual badha diya, isliye linear model par zyada trust kiya gaya. Backtracking line search: se shuru karo; jab tak , ko halve karo (). Halving kyun kaam karti hai: ke liye ek descent direction hai (linear model chhote enough steps ke liye residual reduce karta hai). Isliye hamesha koi chhota hota hai jo reduce kare; ko geometrically shrink karna guaranteed hai ki woh mil jaayega. Jaise , aap ke paas pahunchte ho jahan residual chhota hai, isliye eventually test pass ho jaata hai. Root ke paas wapas milta hai aur full quadratic speed return hoti hai.


Level 5 — Mastery

Exercise 5.1 (teen equations, ek step)

Iske ek Newton step ke liye solve karo: se start karke. Root hai. report karo.

Recall Solution (5.1)

Jacobian (row = ): par: har variable equals hai, isliye symmetry se har equal hai:

  • . Isliye .
  • . Problem! Yeh singular hai (, sab rows identical). Perfectly symmetric point par teeno surfaces same linear model present karti hain — step unique nahi hai. Yeh ek Mastery lesson hai: symmetry ek singular Jacobian create kar sakti hai chahe root simple ho. Cure — symmetry todo. Iske bajaay se start karo:
  • Elimination se solve karo:
  • Rows : .
  • Rows : .
  • Row : .
  • . Step bada hai (hum door se start kiye), lekin loop ab aage badhta hai; iterate karte karte ki taraf jaata hai. Mastery point: symmetry-induced singularity detect karo aur start perturb karo.

Exercise 5.2 (stopping test design)

Aap Newton run kar rahe ho aur observe karte ho lekin . Kya rukna chahiye? Kya galat hua?

Recall Solution (5.2)

Mat ruko. Bade residual ke saath tiny step ek near-singular / ill-conditioned ka classic sign hai: ka solve chhota diya, is liye nahi ki hum root ke paas hain, balki is liye ki zaruri direction mein point ko barely move kar paata hai. Correct stopping test ke liye DONO chahiye: Yahan pehla test fail karta hai — hum genuinely root se door hain. Jacobian investigate karo (condition number), damp karo, ya restart karo.


Recall Master checklist (khatam karne ke baad reveal karo)

banao ::: saari equation values ko ek vector mein stack karo; root = sab zero. banao ::: row hai ; entry ; har step mein re-evaluate karo. Update ::: solve karo, phir . Kabhi mat karo ::: form karo; iske bajaay solve karo (sasta, stable). Tab ruko jab ::: aur dono tolerance se neeche hon. Agar ::: singular/ill-conditioned — start perturb karo, damp karo, ya regularize karo. Linear ::: exactly ek step mein converge hota hai ( constant).