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newton_raphson

于 2008-06-16 发布 文件大小:1KB
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  Newton-Raphson算法 介绍 在科学计算和财经工程领域,许多数值算法都是通用的(至少在理论上是),可广泛地用于解决一类问题。一个大家熟悉的例子就是Newton-Raphson例程,它可用来寻找方程 f(x)=0的数值解。标准的数学表达式f(x)表示f是变量x的函数,其通常的表达形式为f(x,a,b,...)=0,f被定义为多于一个变量的函数。在这种情况下,Newton-Raphson算法试图把x以外的变量固定并作为参数,而寻找关于变量x的数值解。 由于Newton-Raphson算法需要知道被求解函数的确切表达,其传统实现方法是直接将代码嵌入到客户应用程序中。这就使得算法的实现代码经过针对不同被求解函数的少量修改后在客户程序中反复出现。 同许多其它数学例程一样,Newton-Raphson算法的具体实现是应该与特定用户无关的。并且,重复编码在任何情况下都应该尽量避免。我们很自然地会想到把该类例程作为库函数来实现,以使客户程序可以直接调用它们。但是,这种实现方式必然会涉及到如何将用户自定义函数(Newton-Raphson 例程需要调用该函数)封装成可以作为参数传递的形式。 (err)

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