phwang2000 at ucla.edu
2007-Jan-25 06:28 UTC
[R] R programming question, one dimensional optimization
Hi,
I?have?an?optimization?for?x'Ax/x'Bx,?x?is?a?vector,?A/B?are?matrix,
I?wrote?a?small?program?which?can?take?in?2?matrices?and?a?vector?and?a?
variable,?this?
program?combine?the?variable?and?the?vector?and?generate?a?new?vector,?then?
test?the?
x'Ax/x'Bx.
However?I?dodnot?know?if?there?is?a?way?that?can?calculate?the?x?
automatically?instead?of?
I?typing?different?values?to?get?the?result?and?compare.
==================================================getMultiVal3?=?function?(a,?b,?cc,?x)?{
+?????i-1;?j=1;?sum=0;?sum2=0
+?????n=nrow(a);?v=?c(x,?cc)
+?????for?(i?in?1:n)?{
+???????for?(j?in?1:n)?{
+??????????sum=sum+a[i,j]*v[i]*v[j];?sum2=sum2+b[i,j]*v[i]*v[j]
+???????}
+?????}
+????return(sum/sum2)
+???}
