using fzero to find root of nonlinear equation
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Dear Matlab user,
I try to find root of highly nonlinear equation as in
T=1;
r=0.1;
d=0.3;
sigma=0.2;
p=5545.17744447956;
b=(r-d-0.5*(sigma^2))/(sigma^2);
b2=b^2;
q1=-b+sqrt(b2+(r+p)*(2/sigma^2));
q2=-b-sqrt(b2+(r+p)*(2/sigma^2));
x=fzero(@(x) x.^q2*(r+p-r.*q1+d.*q1)./q1./(r+p)./(d+p)+ x.*d.*(1-q1)./(p.^q2)./q1./(d+p)+ r./(p.^(1+q2))./(r+p),[0.01 10000],optimset('Display','off'));
but it doesn't work. Would anyone help me with this ? Thanks alot.
Regards,
Endah
2 commentaires
Réponse acceptée
Matt Fig
le 5 Oct 2012
To highlight what Matt J said in a comment, you have a problem with your function definition:
F = @(x) x.^q2*(r+p-r.*q1+d.*q1)./q1./(r+p)./(d+p)+ x.*d.*(1-q1)./(p.^q2)./q1./(d+p)+ r./(p.^(1+q2))./(r+p);
x = .1:.01:1000; % The range over which you are looking for a root.
all(isnan(F(x))) % F is not-a-number everywhere on this range!
ans =
1
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