fsolve within fsolve -> update initial guess

Hello,

I am using fsolve within fsolve. That is, for each iteration of the outer fsolve loop, matlab solves the inner fsolve problem.

Is there a possibility to use the previous guess for the inner fsolve problem. I tried the following

function F = solvep(p,x0,par)
% some calculations
x = fsolve(@(x) solvex(x,par2),x0);
x0 = x;
% some more calculations
F = p*x - 1;
end

But for some reason, matlab does not update x0. That is, x0 is always set to x0 as given in the first line. I hope to speed up the procedure a bit by using the previous guess because most of the time, the changes in p that matlab considers are quite minor.

Thanks!

[Matt J]

In your code, the sub-problem and its solution x does not appear to depend on p. Therefore, you should probably just pre-compute it.

Answer 1

[Matt J]

function F = solvep(p,x0,par)

persistent X0

if isempty(X0), X0=x0; end 


% some calculations
x = fsolve(@(x) solvex(x,par),X0);
X0 = x;
% some more calculations
F = p*x - 1;
end

Answer 2

[Walter Roberson]

Have solvep() return x0 as well, and update the appropriate variable in the calling function.

Or you could back-calculate what x would have to be in order to produce the given F.

Both possibilities imply using a real function for the outer layer instead of an anonymous function. Values bound into an anonymous function cannot be changed by using techniques such as assignin()