nonlinear solver user specified function
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Hi,
I would like to use a user specified non-linear solver as a substitute for the fsolve. This function is quite frequent in some Economics applications and it performs better in terms of efficiency and speed than the default options of matlab. Can someone help me on how i should modify my system in order to be able to call that function. I am attaching all the necessary files. The user specified nonlinear solver is the "csolve" file.
fyi, the code with fsolve it took around 30min to implement in my pc.
many thanks
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Star Strider
2014년 11월 17일
Put it in your MATLAB user path (on Windows machines, C:\Users\...\Documents\MATLAB\...), then call it in your main script as you would any other function:
[x,rc] = csolve(FUN, x, ...);
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msh
2014년 11월 18일
편집: msh
2014년 11월 18일
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Star Strider
2014년 11월 20일
I honestly have nothing to contribute at this point. You’ve solved it.
I would encourage you to formalise your functions, document and explain them as elaborately as necessary (think about what you wanted to know when you first wanted to use them), include the appropriate citations, websites, and other references (the ones that I looked up, and others as necessary).
Then contribute the package to the File Exchange under your name. The ‘csolve’ function seems to be valuable, and by documenting them based on your explorations of them, you could make them available to others who are looking for an efficient nonlinear solver. They’re intended to be used with MATLAB, and I doubt the original authors of the routines would object, since the routines are freely available anyway but completely lack the documentation you will provide.
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