从解决到Fsolve

问题描述:

我有三个方程中有三个未知数,我想解决。 我用symbolic toolbox指定方程。我知道我可以使用solve函数来要求matlab找到我一个数字解决方案。然而,在3个未知数的3个方程中,matlab应该能够找到解析解(fsolve)。我只是不知道如何更改代码,以便我可以使用fsolve而不是solve从解决到Fsolve

下面我的代码:

清除所有

syms Kl Kh alpha nu w phi delta P beta zh zl Ezh Ezl 

nu1 = (1/(1-nu)); 

f1 = ((zl * (Kl^alpha))^nu1 + (zh * (Kh^alpha))^nu1) * nu^(nu*nu1) * (w^(-nu*nu1)) - w/phi + delta*(Kl + Kh)*P 
f2 = Kh - (((1-beta*(1-delta))*P * (w^(nu1*nu))*(nu^(nu*nu1)))/(beta*alpha* (Ezh)^nu1))^((1-nu)/(alpha+nu-1)) 
f3 = Kl - (((1-beta*(1-delta))*P * (w^(nu1*nu))*(nu^(nu*nu1)))/(beta*alpha* (Ezl)^nu1))^((1-nu)/(alpha+nu-1)) 

f1 = subs(f1, {alpha, beta, nu, phi,delta, zh, zl, Ezh, Ezl, P}, {0.27, 0.96, 0.60, 2.15,0.065,1.11687642219068,0.895354204038589,1.07811003137331,0.934120594855956, 0.95}) 
f2 = subs(f2, {alpha, beta, nu, phi,delta, zh, zl, Ezh, Ezl, P}, {0.27, 0.96, 0.60, 2.15,0.065,1.11687642219068,0.895354204038589,1.07811003137331,0.934120594855956, 0.95}) 
f3 = subs(f3, {alpha, beta, nu, phi,delta, zh, zl, Ezh, Ezl, P}, {0.27, 0.96, 0.60, 2.15,0.065,1.11687642219068,0.895354204038589,1.07811003137331,0.934120594855956, 0.95}) 



S = solve([f1 == 0, f2 == 0, f3 == 0],... 
    [w, Kh, Kl], 'ReturnConditions', true); 
+2

'fsolve'用于找到*数值解,而不是分析解。在符号数学工具箱中的求解可以在某些情况下找到解析解(如果它们存在的话),但其他方法则会使用可变精度数学来找到数值解。你在寻找一个数字解决方案吗? – horchler

+0

是的,我的歉意。我的意思是数字解决方案。 – phdstudent

在此期间我找到了解决办法。

下面是完成代码:

function SSfunction = SSfunction(x) 


syms alphaa nu phi delta p betaa zh zl ezh ezl 

nu1 = (1/(1-nu)); 

f1 = ((zl * (x(3)^alphaa))^nu1 + (zh * (x(2)^alphaa))^nu1) * nu^(nu*nu1) * (x(1)^(-nu*nu1)) - x(1)/phi - delta*(x(3) + x(2))*p; 
f2 = x(2) - ((betaa*alphaa*(ezh^(nu1)) * (nu^(nu*nu1)))/((1-betaa*(1-delta))*p* (x(1)^(nu*nu1))))^((1-nu)/(1-alphaa-nu)); 
f3 = x(3) - ((betaa*alphaa*(ezl^(nu1)) * (nu^(nu*nu1)))/((1-betaa*(1-delta))*p* (x(1)^(nu*nu1))))^((1-nu)/(1-alphaa-nu)); 

f1 = subs(f1, {alphaa, betaa, nu, phi,delta, zh, zl, ezh, ezl, p}, {0.27, 0.96, 0.60, 2.15,0.065,1.11687642219068,0.895354204038589,1.07811003137331,0.934120594855956, 0.950}); 
f3 = subs(f1, {alphaa, betaa, nu, phi,delta, zh, zl, ezh, ezl, p}, {0.27, 0.96, 0.60, 2.15,0.065,1.11687642219068,0.895354204038589,1.07811003137331,0.934120594855956, 0.950}); 
f2 = subs(f1, {alphaa, betaa, nu, phi,delta, zh, zl, ezh, ezl, p}, {0.27, 0.96, 0.60, 2.15,0.065,1.11687642219068,0.895354204038589,1.07811003137331,0.934120594855956, 0.950}); 



SSfunction(1) = eval(f1) 
SSfunction(2) = eval(f2) 
SSfunction(3) = eval(f3) 


end 

x0 = [1,2,0.7]; 
fun = @SSfunction; 
x = fsolve(fun,x0) 
+0

两条评论。首先,命名与函数本身相同的函数输出('SSfunction')通常是一种不好的做法。而且,这种解决方案效率低下,因为每次将fsolve优化称为目标函数时,符号表达式都会转换为浮点。在非常特殊的情况下,如果方程中存在重要性或其他数值问题,则此方法可能会有用。这似乎并非如此。 – horchler

使用matlabFunction你的符号表达式转换为可以直接使用fsolve一个量化的数字功能:

... 
f = matlabFunction([f1;f2;f3],'Vars',{[w;Kh;Kl]}); 

w0 = 1; 
Kh0 = 1; 
Kl0 = 1; 
x0 = [w0;Kh0;Kl0]; 
x = fsolve(f,x0) 

这将是一个数量级幅度快于使用fsolve中的符号表达式本身。为了获得更多的速度,你也可以完全通过手动矢量化你的函数来摆脱象征性的数学运算:

alpha = 0.27; 
beta = 0.96; 
nu = 0.6; 
phi = 2.15; 
delta = 0.065; 
zh = 1.11687642219068; 
zl = 0.895354204038589; 
Ezh = 1.07811003137331; 
Ezl = 0.934120594855956; 
P = 0.95; 
nu1 = (1/(1-nu)); 

f = @(w,Kh,Kl)[((zl * (Kl.^alpha))^nu1 + (zh * (Kh.^alpha))^nu1) * nu^(nu*nu1) .* (w.^(-nu*nu1)) - w/phi + delta*(Kl + Kh)*P; 
       Kh - (((1-beta*(1-delta))*P * (w.^(nu1*nu))*(nu^(nu*nu1)))/(beta*alpha* (Ezh)^nu1))^((1-nu)/(alpha+nu-1)); 
       Kl - (((1-beta*(1-delta))*P * (w.^(nu1*nu))*(nu^(nu*nu1)))/(beta*alpha* (Ezl)^nu1))^((1-nu)/(alpha+nu-1))]; 

w0 = 1; 
Kh0 = 1; 
Kl0 = 1; 
x0 = [w0;Kh0;Kl0]; 
x = fsolve(@(x)f(x(1,:),x(2,:),x(3,:)),x0)