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Re: Terrible algebraic system
Posted:
Feb 23, 2012 5:29 AM
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Ach...so, Waldek, would you suggest using some other approach? I was thinking about using a fixed point iteration, but under my conditions a>L>0, b>U>0:
a=(2/p)*(a-L)^2/(a+b)
b=(2/p)*(b-U)^2/(a+b)
the 1-norm of the first row of the Jacobian is already not less than 1. Any suggestions? I guess I'll just write a Netwon-Raphson subroutine for systems and hold fingers crossed :)
Sergio
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