Dear listers --
Thanks once again to Kit Baum, a new package is available on SSC: intsolver (from the command prompt: ssc install intsolver). This package is a system for solving nonlinear systems of equations in Mata using interval computations. In principle, intsolver is capable of finding all solutions to a nonlinear system in a specified range. The package requires that the user also install the packages int_utils, rowmat_utils, and moremata. Why construct a nonlinear system solver when there are so many good ones in Matlab/Maple/Mathematica? If you are curious what the motives were, you can take a look at the presentation slides downloadable from REPEC. The package also comes with a set of examples that hopefully demonstrate how it works. Once installed, you can get an overview by typing help intsolver from the command prompt.
While the usual disclaimer that "comments and suggestions are welcome" applies, I would like to add that if you are interested in using the package for a problem you have, or are having trouble setting up a problem, or even if you have some application that you want to adapt it for, please feel free to let me know!
Details:
intsolver - Functions and tools for finding solutions to nonlinear equation systems in Mata
Description: Intsolver uses interval methods to solve nonlinear systems of equations. To guarantee that all solutions can be found, intsolver requires that the user program the function, the function's Jacobian, an interval version of the function, and an interval version of the Jacobian. All functions must be programmed in a certain way, as detailed in examples and in the help file. intsolver also provides a less rigorous means of finding solutions using just the function and its Jacobian based on parallel Newton iteration.
KW: nonlinear system
KW: system solution
KW: interval computations
KW: interval arithmetic
Requires: Stata version 11.2
Requires: package moremata
Requires: package int_utils
Requires: package rowmat_utils
All the Best,
Matt Baker
Thanks once again to Kit Baum, a new package is available on SSC: intsolver (from the command prompt: ssc install intsolver). This package is a system for solving nonlinear systems of equations in Mata using interval computations. In principle, intsolver is capable of finding all solutions to a nonlinear system in a specified range. The package requires that the user also install the packages int_utils, rowmat_utils, and moremata. Why construct a nonlinear system solver when there are so many good ones in Matlab/Maple/Mathematica? If you are curious what the motives were, you can take a look at the presentation slides downloadable from REPEC. The package also comes with a set of examples that hopefully demonstrate how it works. Once installed, you can get an overview by typing help intsolver from the command prompt.
While the usual disclaimer that "comments and suggestions are welcome" applies, I would like to add that if you are interested in using the package for a problem you have, or are having trouble setting up a problem, or even if you have some application that you want to adapt it for, please feel free to let me know!
Details:
intsolver - Functions and tools for finding solutions to nonlinear equation systems in Mata
Description: Intsolver uses interval methods to solve nonlinear systems of equations. To guarantee that all solutions can be found, intsolver requires that the user program the function, the function's Jacobian, an interval version of the function, and an interval version of the Jacobian. All functions must be programmed in a certain way, as detailed in examples and in the help file. intsolver also provides a less rigorous means of finding solutions using just the function and its Jacobian based on parallel Newton iteration.
KW: nonlinear system
KW: system solution
KW: interval computations
KW: interval arithmetic
Requires: Stata version 11.2
Requires: package moremata
Requires: package int_utils
Requires: package rowmat_utils
All the Best,
Matt Baker
