Hello Bill,
I have used the optimization approach you suggest in past. I was hoping that someone had written something specifically for solving a system of nonlinear equations, as the fsolve function does in MatLab. The Octave version is somewhat limited compared to the MatLab version, and I like working in R.
Thanks,
John.
ps: I would like the system to have a unique solution, but there is nothing about the system that precludes multiple equilibria. Of course, the L(x) = ... approach can search for multiple equilibria if I try enough different starting points.
[EMAIL PROTECTED] wrote:
Are you looking for a unique solution or families of solutions?
Can't you turn a root-finding problem for a system of equations with a unique solution into an optimisation problem, anyway?
E.g. You want to solve
f1(x) = g1 f2(x) = g2 ...
Why not optimise L(x) = (f1(x) - g1)^2 + (f2(x) - g2)^2 + ... with respect to x? If the minimum value is zero, then you are
done; if it is greater than zero your original system does not
have a solution.
If you are in the complex domain the changes needed are obvious.
V.
: -----Original Message-----
: From: [EMAIL PROTECTED] : [mailto:[EMAIL PROTECTED] On Behalf Of John Janmaat
: Sent: Monday, 2 May 2005 12:48 AM
: To: [email protected]
: Subject: [R] Roots of quadratic system.
: : : Hello,
: : I have a system of quadratic equations (results of a : Hamiltonian optimization)
: which I need to find the roots for. Is there a package : and/or function which
: will find the roots for a quadratic system? Note that I am : not opimizing, but
: rather solving the first order conditions which come from a : Hamiltonian. I am
: basically looking for something in R that will do the same : thing as fsolve in
: Matlab.
: : Thanks,
: : John.
: : ==============================================
: Dr. John Janmaat
: Department of Economics
: Acadia University
: Tel: 902-585-1461
: : ______________________________________________
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: https://stat.ethz.ch/mailman/listinfo/r-help
: PLEASE do read the posting guide! : http://www.R-project.org/posting-guide.html
:
-- ========================================== Dr. John Janmaat Department of Economics Acadia University Wolfville, Nova Scotia, Canada.
______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
