MATLAB: Convergence of fsolve solution stepsize

Question

Any tips on convergence for fsolve function? My solution provides reasonable guesses based on inputs however it doesn't converge i.e. keeps giving error fsolve stopped because the relative size of the current step is less than the default value of the step size tolerance.

Is it possible to improve stepsize so it doesn't terminate?

Answer 1

You can set the step size tolerance and other performance characteristics to different values by creating an options structure with the optimoptions function. Pass the structure to your fsolve call as the third parameter.

For instance, your code might change to:

opts = optimoptions('fsolve', 'TolFun', 1E-8, 'TolX', 1E-8);
[B,fval] = fsolve(@(b) myfun(b,x,y), b0, opts);

and whatever other options you want to change, although the default value for 'FinDiffRelStep' is likely as low as it should go. Experiment with the others to get the result you want.