NonLinearRegress and a constraint
- To: mathgroup at smc.vnet.net
- Subject: [mg22153] NonLinearRegress and a constraint
- From: "Christian vonPein" <vonpein at mobilixnet.dk>
- Date: Wed, 16 Feb 2000 02:35:19 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Hi everybody I got a quistion regarding NonLinearRegress and a constraint. I'll go right forward. I've got a nx1-vector which has to satiesfy e = - Inverse[Transpose[B] . (V + Transpose[V]) . B + 2 V[[1,1]] (m[[k+13]]^2) + 2 V[[4,4]] (m[[k+31]]^2)] . (Transpose[B] . (V + Transpose[V]) . A ); and I've got an nxn matrix H = Q + d Transpose[A + B . e] . V . (A + B . e) + d V[[1,1]] (SA11 + (Transpose[e] ( m[[k+13]]^2)) . e) + d V[[4,4]] (SA22 + (Transpose[e] (m[[k+31]]^2)) . e); were Q, V, SA11, SA22 is nxn and B is nx1 and m[[x,x]] is some parameters from a List. I've got a data materal with n+1 series of about 100 observations. I would like to make a NonLinearRegress[data, e[[1,1]] x1 + e[[1,2]] x2 + .... +e[[n,n]] xn, x1, x2,...,xn, .....etc] but were H == V as a constraint. Does any one know how to do this. I hope to hear from some of you - Christian von Pein vonpein at mobilixnet.dk Copenhagen, Denmark