Fsolve iteratively

I would like my fsolve function to calculate x and y several times using different values for a, b, c, d, guess1 and guess2. The changing inputs are saved as column vectors each with the same number of values. X and y values should also be saved in column vectors.

My code is:

function solveeqs1()%main function
Guess1= evalin('base', 'Guess1');
Guess2= evalin('base', 'Guess2');
guess=[Guess1; Guess2];
options=optimset('TolFun',1e-12,'TolX',1e-12,'maxiter',1000,'MaxFunEvals', 2000);
[result, fval, exit, output]=fsolve(@eqns,guess, options);
result
fval
eqns(guess)
exit
output
end

function q=eqns(z) %functions to solve
y=z(2);
x=z(1);
a= evalin('base', 'debt');
b= evalin('base', 'equity');
c= evalin('base', 'rfree');
d= evalin('base', 'std');
q(1)=x*normcdf((log(x/a)+(c +0.5*y^2))/y) - a * exp(-c)*normcdf((log(x/a)+(c +0.5*y^2))/y)-y-b;
q(2)=(x/b)*normcdf((log(x/b)+(c +0.5*y^2))/y)*y-d;
end

Thanks for your help.

Answer 1

[Friedrich]

Hi,

I am not sure if I got it right but I think you are looking for the concept called Anonymous Functions. You can find an example here:

http://www.mathworks.com/help/releases/R2011a/toolbox/optim/ug/brhkghv-7.html

[Tim]

I tried to use the anonmymous function but matlab was not able to retrieve the values from the base workspace. What I need is some help how matlab would iteratively repeat the function. I thought about using a for loop. But I am not sure how this would like with this function.

Answer 2

[Friedrich]

I would change it to something like this:

function q=eqns(z,a,b,c,d) %functions to solve
  y=z(2);
  x=z(1);
  q(1)=x*normcdf((log(x/a)+(c +0.5*y^2))/y) - a * exp(-c)*normcdf((log(x/a)+(c +0.5*y^2))/y)-y-b;
q(2)=(x/b)*normcdf((log(x/b)+(c +0.5*y^2))/y)*y-d;
end

function solveeqs1()%main function

   options=optimset('TolFun',1e-12,'TolX',1e-12,'maxiter',1000,'MaxFunEvals', 2000);

for i=1:what_ever
 Guess1= evalin('base', 'Guess1');
 Guess2= evalin('base', 'Guess2');
 guess=[Guess1; Guess2];
 a= evalin('base', 'debt');
 b= evalin('base', 'equity');
 c= evalin('base', 'rfree');
 d= evalin('base', 'std');
 anno_func = @(x)eqns(x,a,b,c,d)
 [result, fval, exit, output]=fsolve(@anno_func,guess, options);
 %do some other stuff
end