Fsolve iteratively
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I would like my fsolve function to calculate x and y several times using different values for a, b, c, d, guess1 and guess2. The changing inputs are saved as column vectors each with the same number of values. X and y values should also be saved in column vectors.
My code is:
function solveeqs1()%main function
Guess1= evalin('base', 'Guess1');
Guess2= evalin('base', 'Guess2');
guess=[Guess1; Guess2];
options=optimset('TolFun',1e-12,'TolX',1e-12,'maxiter',1000,'MaxFunEvals', 2000);
[result, fval, exit, output]=fsolve(@eqns,guess, options);
result
fval
eqns(guess)
exit
output
end
function q=eqns(z) %functions to solve
y=z(2);
x=z(1);
a= evalin('base', 'debt');
b= evalin('base', 'equity');
c= evalin('base', 'rfree');
d= evalin('base', 'std');
q(1)=x*normcdf((log(x/a)+(c +0.5*y^2))/y) - a * exp(-c)*normcdf((log(x/a)+(c +0.5*y^2))/y)-y-b;
q(2)=(x/b)*normcdf((log(x/b)+(c +0.5*y^2))/y)*y-d;
end
Thanks for your help.
回答（2 个）
Friedrich
2011-7-8
1 个投票
Hi,
I am not sure if I got it right but I think you are looking for the concept called Anonymous Functions. You can find an example here:
Friedrich
2011-7-8
I would change it to something like this:
function q=eqns(z,a,b,c,d) %functions to solve
y=z(2);
x=z(1);
q(1)=x*normcdf((log(x/a)+(c +0.5*y^2))/y) - a * exp(-c)*normcdf((log(x/a)+(c +0.5*y^2))/y)-y-b;
q(2)=(x/b)*normcdf((log(x/b)+(c +0.5*y^2))/y)*y-d;
end
function solveeqs1()%main function
options=optimset('TolFun',1e-12,'TolX',1e-12,'maxiter',1000,'MaxFunEvals', 2000);
for i=1:what_ever
Guess1= evalin('base', 'Guess1');
Guess2= evalin('base', 'Guess2');
guess=[Guess1; Guess2];
a= evalin('base', 'debt');
b= evalin('base', 'equity');
c= evalin('base', 'rfree');
d= evalin('base', 'std');
anno_func = @(x)eqns(x,a,b,c,d)
[result, fval, exit, output]=fsolve(@anno_func,guess, options);
%do some other stuff
end
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