search for: eigensolutions

Displaying 3 results from an estimated 3 matches for "eigensolutions".

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1999 Mar 31
0
ace () - again
Dear all, I am still trying to find out what goes wrong when I use ace (I get an 'NAs in foreign fuction call (arg3)' but when I go through it with debug there seem no data to be missing). I had some errors (see at end of message) while installing 'acepack'. Do you think it is possible that these lead to the fact, that simple problems run ok but larger problems result in an
2010 Jul 10
1
Not nice behaviour of nlminb (windows 32 bit, version, 2.11.1)
...ut that does not mean that the authors ever thought anyone would use their large package to solve a small 1D problem, or if they did, whether they seriously tested for the awkward things that happen when one only has one parameter. I've seen similar things go wrong with matrix packages e.g., eigensolutions of 1 by 1 matrices. So this msg is to watch carefully when problems are n=1 and put in some checks that answers make sense. JN
2011 May 11
1
Problem with constrained optimization with maxBFGS
Dear all, I need to maximize the v: v= D' W D D is a column vector ( n , 1) W is a given matrix (n, n) subject to: sum D= 1 (BTW, n is less than 300) I´ve tried to use maxBFGS, as follows: ##################################### objectiveFunction<-function(x) { return(t(D)%*%W%*%D) } Amat<-diag(nrow(D)) Amat<-rbind((rep(-1, nrow(D))), Amat) bvec<-matrix( c(0), nrow(D)+1,