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Re: derivatives, syms and fsolve
Posted:
Jul 29, 2009 12:20 PM


Alan, thanks.
I am also trying to minimize the lik (I am using fmicon) but it gives me all sorts of problems (seems really flat or really discontinuous... which shouldn't be, at least discontinuous. haven't figure out yet if i made a mistake in code or it is just my problem... cannot use fminsearch because i have many parameters) so i was trying to do it the old way... :)
Alan Weiss <aweiss@mathworks.com> wrote in message <h4pcto$srj$1@fred.mathworks.com>... > The problem you see is because fsolve requires standard floatingpoint > numbers as inputs, but D is a symbolic object. > > To see an example of converting a problem from symbolic to float, and > then solving with Optimization Toolbox, see > http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/brn4nh7.html#brv_i_1 > > FYI, to find the maximum likelihood solution, you don't need to take > derivatives. Just minimize lik. I believe that in general this will be > more robust, because finding a zero of the gradient might find a > stationary or even local minimum point. > > Alan Weiss > MATLAB mathematical toolbox documentation > > Andrea Asoni wrote: > > Hi, > > I would like to define a function, take derivatives of this function and then solve the system of equations formed by putting these derivatives equal to zero. A simplified version of my problem is: > >  > > age =[12 13 14 15]; age=age'; > > sex =[1 1 0 0]; sex=sex'; > > > > syms a b; > > lik= (a^2)*b.*age + (1/b).*sex > > > > da=diff(lik,a); db=diff(lik,b) > > D=[da; db] > > > > x=[a b] > > fun=@(x) D > > > > init=[1 2] > > fsolve(fun,init) > >  > > > > when I run this it gives me the error: "??? Conversion to double from sym is not possible." > > > > I tried to add after "D=[da;db]" the line "D=double(D)" but it gives me another error "Error using ==> eval > > Undefined function or variable 'a'." > > > > I tried the function "double" in different places (on x, on D, on fun) but it always gives me an error message. > > > > Anyone knows how to deal with this problem? How do I take derivatives and then solve the system? > > > > Any help is very appreciated, > > Andrea



