MATLAB: Solving a set of equations numerically where solutions are complex numbers

complex solutionsfminconfsolveMATLABnumerical methodsnumerical solutionsvpasolve

close all
clear all
syms S11 S22 S33 S12 S13  S23;
A11= 0.2346 + 0.1345i;
A21= 0.8550 - 0.4363i;
A22= -0.0412 + 0.2931i;
B11= 0.2346 + 0.1345i;
B21= 0.8550 - 0.4363i;
B22= -0.0412 + 0.2931i;
D11= 0.2346 + 0.1345i;
D21= 0.8550 - 0.4363i;
D22= -0.0412 + 0.2931i;
c11= 0.169033453278504 + 0.127942837737115i;
c22= 0.169951074114244 + 0.148423165394202i;
c33= 0.168939745364374 + 0.142538799523638i;
c21= -0.00172796568379862 + 0.201091742020021i;
c31= -0.00152297772077853 + 0.199585730377658i;
c32= -0.00523160858486265 + 0.199472640309087i;
eqn1 = (A11.*A22.*S11 - A21.^2.*S11 - A11 + A11.*B22.*S22 + A11.*D22.*S33 - A21.^2.*B22.*S12.^2 - A21.^2.*D22.*S13.^2 + A11.*A22.*B22.*S12.^2 + A11.*A22.*D22.*S13.^2 + A11.*B22.*D22.*S23.^2 + A21.^2.*B22.*S11.*S22 + A21.^2.*D22.*S11.*S33 + A21.^2.*B22.*D22.*S11.*S23.^2 + A21.^2.*B22.*D22.*S13.^2.*S22 + A21.^2.*B22.*D22.*S12.^2.*S33 - A11.*A22.*B22.*S11.*S22 - A11.*A22.*D22.*S11.*S33 - A11.*B22.*D22.*S22.*S33 - A11.*A22.*B22.*D22.*S11.*S23.^2 - A11.*A22.*B22.*D22.*S13.^2.*S22 - A11.*A22.*B22.*D22.*S12.^2.*S33 - 2.*A21.^2.*B22.*D22.*S12.*S13.*S23 - A21.^2.*B22.*D22.*S11.*S22.*S33 + 2.*A11.*A22.*B22.*D22.*S12.*S13.*S23 + A11.*A22.*B22.*D22.*S11.*S22.*S33)./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c11==0
eqn2 = -(A21.*B21.*(S12 + D22.*S13.*S23 - D22.*S12.*S33))./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c21==0
eqn3 = -(A21.*D21.*(S13 + B22.*S12.*S23 - B22.*S13.*S22))./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c31==0
eqn4 = (A22.*B11.*S11 - B21.^2.*S22 - B11 + B11.*B22.*S22 + B11.*D22.*S33 - A22.*B21.^2.*S12.^2 - B21.^2.*D22.*S23.^2 + A22.*B11.*B22.*S12.^2 + A22.*B11.*D22.*S13.^2 + B11.*B22.*D22.*S23.^2 + A22.*B21.^2.*S11.*S22 + B21.^2.*D22.*S22.*S33 + A22.*B21.^2.*D22.*S11.*S23.^2 + A22.*B21.^2.*D22.*S13.^2.*S22 + A22.*B21.^2.*D22.*S12.^2.*S33 - A22.*B11.*B22.*S11.*S22 - A22.*B11.*D22.*S11.*S33 - B11.*B22.*D22.*S22.*S33 - A22.*B11.*B22.*D22.*S11.*S23.^2 - A22.*B11.*B22.*D22.*S13.^2.*S22 - A22.*B11.*B22.*D22.*S12.^2.*S33 - 2.*A22.*B21.^2.*D22.*S12.*S13.*S23 - A22.*B21.^2.*D22.*S11.*S22.*S33 + 2.*A22.*B11.*B22.*D22.*S12.*S13.*S23 + A22.*B11.*B22.*D22.*S11.*S22.*S33)./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c22==0
eqn5 = -(B21.*D21.*(S23 + A22.*S12.*S13 - A22.*S11.*S23))./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c32==0
eqn6 = (A22.*D11.*S11 - D21.^2.*S33 - D11 + B22.*D11.*S22 + D11.*D22.*S33 - A22.*D21.^2.*S13.^2 - B22.*D21.^2.*S23.^2 + A22.*B22.*D11.*S12.^2 + A22.*D11.*D22.*S13.^2 + B22.*D11.*D22.*S23.^2 + A22.*D21.^2.*S11.*S33 + B22.*D21.^2.*S22.*S33 + A22.*B22.*D21.^2.*S11.*S23.^2 + A22.*B22.*D21.^2.*S13.^2.*S22 + A22.*B22.*D21.^2.*S12.^2.*S33 - A22.*B22.*D11.*S11.*S22 - A22.*D11.*D22.*S11.*S33 - B22.*D11.*D22.*S22.*S33 - A22.*B22.*D11.*D22.*S11.*S23.^2 - A22.*B22.*D11.*D22.*S13.^2.*S22 - A22.*B22.*D11.*D22.*S12.^2.*S33 - 2.*A22.*B22.*D21.^2.*S12.*S13.*S23 - A22.*B22.*D21.^2.*S11.*S22.*S33 + 2.*A22.*B22.*D11.*D22.*S12.*S13.*S23 + A22.*B22.*D11.*D22.*S11.*S22.*S33)./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c33==0
[S11, S22, S33, S12, S13,  S23]=vpasolve([eqn1,eqn2,eqn3,eqn4,eqn5,eqn6], [S11, S22, S33, S12, S13,  S23])

What am I doing wrong? I'm not getting any answers. Is there any other ways such as using fsolve and FminCon?

Best Answer

Not all nasty looking, high order nonlinear systems of equations have solutions. vpasolve is a capable numerical solver, but it has limits. One issue is that when working in high precision, things take longer to do. All computations are slower. It will probably happen that vpasolve will return a high precision solution eventually.

So I tried posing this as a problem for fsolve. Working in double precision is far faster. fsolve can sometimes have issues with complex valued functions. But it often does seem to work.

Here is your code, pasted into a function to be used for fsolve.

function eqs = funs(S)
S11 = S(1);
S22 = S(2);
S33 = S(3);
S12 = S(4);
S13 = S(5);
S23 = S(6);
A11= 0.2346 + 0.1345i;
A21= 0.8550 - 0.4363i;
A22= -0.0412 + 0.2931i;
B11= 0.2346 + 0.1345i;
B21= 0.8550 - 0.4363i;
B22= -0.0412 + 0.2931i;
D11= 0.2346 + 0.1345i;
D21= 0.8550 - 0.4363i;
D22= -0.0412 + 0.2931i;
c11= 0.169033453278504 + 0.127942837737115i;
c22= 0.169951074114244 + 0.148423165394202i;
c33= 0.168939745364374 + 0.142538799523638i;
c21= -0.00172796568379862 + 0.201091742020021i;
c31= -0.00152297772077853 + 0.199585730377658i;
c32= -0.00523160858486265 + 0.199472640309087i;
eqs = [(A11.*A22.*S11 - A21.^2.*S11 - A11 + A11.*B22.*S22 + A11.*D22.*S33 - A21.^2.*B22.*S12.^2 - A21.^2.*D22.*S13.^2 + A11.*A22.*B22.*S12.^2 + A11.*A22.*D22.*S13.^2 + A11.*B22.*D22.*S23.^2 + A21.^2.*B22.*S11.*S22 + A21.^2.*D22.*S11.*S33 + A21.^2.*B22.*D22.*S11.*S23.^2 + A21.^2.*B22.*D22.*S13.^2.*S22 + A21.^2.*B22.*D22.*S12.^2.*S33 - A11.*A22.*B22.*S11.*S22 - A11.*A22.*D22.*S11.*S33 - A11.*B22.*D22.*S22.*S33 - A11.*A22.*B22.*D22.*S11.*S23.^2 - A11.*A22.*B22.*D22.*S13.^2.*S22 - A11.*A22.*B22.*D22.*S12.^2.*S33 - 2.*A21.^2.*B22.*D22.*S12.*S13.*S23 - A21.^2.*B22.*D22.*S11.*S22.*S33 + 2.*A11.*A22.*B22.*D22.*S12.*S13.*S23 + A11.*A22.*B22.*D22.*S11.*S22.*S33)./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c11;
  -(A21.*B21.*(S12 + D22.*S13.*S23 - D22.*S12.*S33))./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c21;
  -(A21.*D21.*(S13 + B22.*S12.*S23 - B22.*S13.*S22))./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c31;
   (A22.*B11.*S11 - B21.^2.*S22 - B11 + B11.*B22.*S22 + B11.*D22.*S33 - A22.*B21.^2.*S12.^2 - B21.^2.*D22.*S23.^2 + A22.*B11.*B22.*S12.^2 + A22.*B11.*D22.*S13.^2 + B11.*B22.*D22.*S23.^2 + A22.*B21.^2.*S11.*S22 + B21.^2.*D22.*S22.*S33 + A22.*B21.^2.*D22.*S11.*S23.^2 + A22.*B21.^2.*D22.*S13.^2.*S22 + A22.*B21.^2.*D22.*S12.^2.*S33 - A22.*B11.*B22.*S11.*S22 - A22.*B11.*D22.*S11.*S33 - B11.*B22.*D22.*S22.*S33 - A22.*B11.*B22.*D22.*S11.*S23.^2 - A22.*B11.*B22.*D22.*S13.^2.*S22 - A22.*B11.*B22.*D22.*S12.^2.*S33 - 2.*A22.*B21.^2.*D22.*S12.*S13.*S23 - A22.*B21.^2.*D22.*S11.*S22.*S33 + 2.*A22.*B11.*B22.*D22.*S12.*S13.*S23 + A22.*B11.*B22.*D22.*S11.*S22.*S33)./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c22;
  -(B21.*D21.*(S23 + A22.*S12.*S13 - A22.*S11.*S23))./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c32;
  (A22.*D11.*S11 - D21.^2.*S33 - D11 + B22.*D11.*S22 + D11.*D22.*S33 - A22.*D21.^2.*S13.^2 - B22.*D21.^2.*S23.^2 + A22.*B22.*D11.*S12.^2 + A22.*D11.*D22.*S13.^2 + B22.*D11.*D22.*S23.^2 + A22.*D21.^2.*S11.*S33 + B22.*D21.^2.*S22.*S33 + A22.*B22.*D21.^2.*S11.*S23.^2 + A22.*B22.*D21.^2.*S13.^2.*S22 + A22.*B22.*D21.^2.*S12.^2.*S33 - A22.*B22.*D11.*S11.*S22 - A22.*D11.*D22.*S11.*S33 - B22.*D11.*D22.*S22.*S33 - A22.*B22.*D11.*D22.*S11.*S23.^2 - A22.*B22.*D11.*D22.*S13.^2.*S22 - A22.*B22.*D11.*D22.*S12.^2.*S33 - 2.*A22.*B22.*D21.^2.*S12.*S13.*S23 - A22.*B22.*D21.^2.*S11.*S22.*S33 + 2.*A22.*B22.*D11.*D22.*S12.*S13.*S23 + A22.*B22.*D11.*D22.*S11.*S22.*S33)./(A22.*S11 + B22.*S22 + D22.*S33 + A22.*B22.*S12.^2 + A22.*D22.*S13.^2 + B22.*D22.*S23.^2 - A22.*B22.*S11.*S22 - A22.*D22.*S11.*S33 - B22.*D22.*S22.*S33 - A22.*B22.*D22.*S11.*S23.^2 - A22.*B22.*D22.*S13.^2.*S22 - A22.*B22.*D22.*S12.^2.*S33 + 2.*A22.*B22.*D22.*S12.*S13.*S23 + A22.*B22.*D22.*S11.*S22.*S33 - 1)-c33];

After saving this function on my search path, I used fsolve, as follows:

format long g
Sfinal = fsolve(@funs,(1+i)*ones(1,6))
Equation solved.
fsolve completed because the vector of function values is near zero
as measured by the default value of the function tolerance, and
the problem appears regular as measured by the gradient.
<stopping criteria details>
Sfinal =
Columns 1 through 3
      -0.0576463452402932 -    0.0753664180207837i        -0.0744682052419572 -    0.0630375797716533i        -0.0698118920703255 -    0.0672129482711116i
Columns 4 through 6
       -0.185173231731065 +     0.109260636702373i         -0.183468124937688 +      0.10862578397362i         -0.186854054845906 +     0.104967752613526i

As a test that this is a solution in double precision, evaluate funs at that point.

funs(Sfinal)
ans =
       2.04330996567137e-12 +  8.08547673258886e-13i
       2.06829562157673e-12 +  8.28642710004601e-13i
       2.07329856408145e-12 +  8.41465785939022e-13i
       2.07303618715571e-12 +   7.6394446324457e-13i
       2.08355208086708e-12 +  8.14071032806396e-13i
       2.05693795329864e-12 +  7.88147325181399e-13i

Note that when calling fsolve, it was necessary to use a complex start point. Even then, I have seen cases where fsolve fails for complex valued problems, though I have not yet pinned down why it may fail. It did seem to work here though.

Best Answer

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