#> source("c:/WorkParis/MCSM2/GCprograms/Chap1/newton_raphson1.txt",print.eval=TRUE)# #Newton Raphson Example for Chapter 1 #******************Harder function********************************************** mci <- function(x){(cos(50*x)+sin(20*x))^2} mci1<-function(x){2*(cos(50*x) + sin(20*x))*(20*cos(20*x) - 50*sin(50*x))} mci2<-function(x){100*(8*cos(40*x) - 50*cos(100*x) + 9*sin(30*x) - 49*sin(70*x))} plot(function(x)mci(x), xlim=c(0,1),ylim=c(0,4),lwd=2,xlab="h(x)",ylab="") nsim<-200 xval1<-array(0,c(nsim,1));xval2<-xval1;xval3<-xval2 xval1[1]<-.75 for(i in 2:nsim){xval1[i]<-xval1[i-1]-(mci1(xval1[i-1])/mci2(xval1[i-1]));if(xval1[i]<0)xval1[i]<-runif(1)} xval2[1]<-0.3791249#This is where the max is for(i in 2:nsim){xval2[i]<-xval2[i-1]-(mci1(xval2[i-1])/mci2(xval2[i-1]));if(xval2[i]<0)xval2[i]<-runif(1)} xval3[1]<-.25 for(i in 2:nsim){xval3[i]<-xval3[i-1]-(mci1(xval3[i-1])/mci2(xval3[i-1]));if(xval3[i]<0)xval3[i]<-runif(1)} lower<-min(cbind(xval1,xval2,xval3));upper<-max(cbind(xval1,xval2,xval3)); lower<--1;upper<-5 #****************************************************************************************************** par(mfrow=c(2,2),mar=c(4,4,1,1)) plot(c(1:nsim),mci(xval1),ylim=c(lower,upper),type="l",lwd=2,xlab="values of h'(x)",ylab="") par(new=t);plot(c(1:nsim),mci(xval2),type="l",lwd=2,lty=4,ylim=c(lower,upper),xlab="",ylab="") par(new=t);plot(c(1:nsim),mci(xval3),type="l",lwd=2,lty=2,ylim=c(lower,upper),xlab="",ylab="")