[R] newtons method
Hans W. Borchers
hwborchers at googlemail.com
Thu May 14 09:46:04 CEST 2009
Dear Ravi:
Thanks for pointing out the homotopy methods. Coming from Mathematics I was
always considering SINGULAR for such a task which is also providing results
when the solution set is not isolated points, but an algebraic variety.
For single points, homotopy methods appear to be an effective approach. I am
wondering if it will be worth to integrate Jan Verschelde's free PHCpack
algorithm, see <http://www.math.uic.edu/~jan/>, as a package into R -- if
there would be enough interest.
Best regards, Hans Werner Borchers
Ravi Varadhan wrote:
>
> Uwe,
>
> John's comment about the difficulties with finding polynomial roots is
> even
> more forceful for a system of polynomials. There are likely numerous
> roots,
> some possibly real, and some possibly multiple. Homotopy methods are
> currrently the state-of-art for finding "all" the roots, but beware that
> they are very time-consuming. For locating the real roots, I have found
> that a relatively simple approach like "multiple random starts" works
> failrly well with a root-finder such as dfsane() in the "BB" package.
> However, I don't know of any tests to check whether I have found all the
> roots.
>
> Ravi.
>
> ----------------------------------------------------------------------------
> -------
>
> Ravi Varadhan, Ph.D.
>
> Assistant Professor, The Center on Aging and Health
>
> Division of Geriatric Medicine and Gerontology
>
> Johns Hopkins University
>
> Ph: (410) 502-2619
>
> Fax: (410) 614-9625
>
> Email: rvaradhan at jhmi.edu
>
> Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
>
>
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