Convergence
I am trying to solve a nonlinear system in excel. Don't ask me why I'm not
using something faster. Does anyone know an easy way for vector-matrix problems to converge to a solution for a large matrix computation problem? |
Convergence
I think you'll have to provide some more details. What type of computation?
What is the role of the matrix? In your first post, you mention Newton-Raphson. Why? etc. -- Kind Regards, Niek Otten Microsoft MVP - Excel "bangecon" wrote in message ... I am trying to solve a nonlinear system in excel. Don't ask me why I'm not using something faster. Does anyone know an easy way for vector-matrix problems to converge to a solution for a large matrix computation problem? |
Convergence
f(X,P)= (sum(exp(g(x_i))^(1-s)/P_i))^(1/(1-s))
i=1,...,N s1 given g is a linear function. X, P are exogenous. I have the coefficients and values of X and P, but I need to solve for f(X,P), which is an N-vector. I have a sheet that calculates each elemtent in sum(*) (there are N*N of them) and a sheet (column) that calculates f(*) starting from an initial value of, for example, 1, getting some new value. Using Newton-Raphson, I have made a macro that calculates d(f_i(X_initial))/dx_j for all i=1, ... , Nl; j=1, ... N. This generates a matrix of gradients, which we then invert to solve around the target value (the solution). I just wanted to see if there was a way of doing this for a relatively large N (say 100) with less steps. "Niek Otten" wrote: I think you'll have to provide some more details. What type of computation? What is the role of the matrix? In your first post, you mention Newton-Raphson. Why? etc. -- Kind Regards, Niek Otten Microsoft MVP - Excel "bangecon" wrote in message ... I am trying to solve a nonlinear system in excel. Don't ask me why I'm not using something faster. Does anyone know an easy way for vector-matrix problems to converge to a solution for a large matrix computation problem? |
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