A very nonlinear system of three equations

asked 2013-09-05 04:15:08 +0100

OrionNav
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updated 2023-05-19 22:13:40 +0100

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Here's a fun little problem: determine the exponential curve f(x) = c + ba^x defined by three points, (2,10), (4,6), and (5,5).

The system of three equations and three unknowns is

10 = c + ba^2

6 = c + ba^4

5 = c + ba^5

It's not that hard to solve numerically. With a little algebraic substitution and iteration, the answer turns out to be

a = 0.640388203

b = 16.53456516

c = 3.219223594

But is there a more elegant way to use Sage to arrive at this result? I'm stumped.

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answered 2013-09-05 09:23:45 +0100

kcrisman
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Have you tried find_fit? Presumably with an exact fit this would work very nicely. (Let me know if you need more details or if that doesn't work.)

That said, this isn't "elegant".

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Thanks! That works well enough. My first attempt gave an unexpected answer: model(x) = c+b*a^x find_fit([(2,10), (4,6), (5,5)], model) [a == -0.39038820320220763, b == 30.965434844830888, c == 5.2807764064044145] which is correct as far as it goes, but raising -0.39 to non-integer values of x results in a complex number. Giving it a non-default initial guess sussed out the expected answer: model(x) = c+b*a^x find_fit([(2,10), (4,6), (5,5)], model, initial_guess=(1,1,3)) [a == 0.6403882032022076, b == 16.534565155169098, c == 3.219223593595585] and I'm pleased with the accuracy of the result. Since this can be done with only two lines of code, I consider it more elegant than the fsolve approach (above).

OrionNav ( 2013-09-06 00:27:39 +0100 )edit

Yes, sometimes you do need to give it a little help! That's typical of such numerical routines.

kcrisman ( 2013-09-06 11:49:23 +0100 )edit

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answered 2013-09-05 16:42:10 +0100

Mark
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If you just want to have a numerical solution to a small set of (nonlinear) equations, why not simply 'fsolve' them?

from scipy.optimize import fsolve

def equations(p):
    a, b, c = p
    return (c + b*abs(a)**2 - 10, c + b*abs(a)**4 - 6, c + b*abs(a)**5 - 5)

a,b,c = fsolve(equations, (1, 1, 1))

print a,b,c
print equations((a,b,c))
0.640388203202 16.5345651552 3.2192235936
(-2.5757174171303632e-13, -2.3625545964023331e-13,-1.9895196601282805e-13)

The 'abs()' is there to provide at least some additional constraining on a,b,c

I don't know if this is elegant - but it is straightforward.

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Thanks. I suspect that some or all of this is Python code, and I know absolutely nothing about Python. (I'm a decent Perl coder, though.) The Sage Reference Manual has information about maple.fsolve and qfsolve, but nothing about plain old fsolve.

OrionNav ( 2013-09-06 00:34:02 +0100 )edit

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