INTSOLVER: Stata module providing functions and tools for finding solutions to nonlinear equation systems in Mata

Matthew Baker

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 11.2; moremata, int_utils, rowmat_utils from SSC (q.v.)
Keywords: nonlinear system; system solution; interval computations; interval arithmetic (search for similar items in EconPapers)
Date: 2014-08-21, Revised 2014-08-29
Note: This module should be installed from within Stata by typing "ssc install intsolver". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/i/intsolver.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lintsolver.mlib Mata object library (text/plain)
http://fmwww.bc.edu/repec/bocode/i/intsolver_examples.do Mata help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457895

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