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2007 Jan 25
0
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...