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Problem of evaluate Numerically Eigensystem in Nminimize

  • To: mathgroup at smc.vnet.net
  • Subject: [mg97083] Problem of evaluate Numerically Eigensystem in Nminimize
  • From: Anh Ngoc LAI <laianhngoc at yahoo.com>
  • Date: Thu, 5 Mar 2009 04:52:15 -0500 (EST)
  • Reply-to: laianhngoc at yahoo.com

Dear all,






I have to compute NUMERICALLY (not analytically) the Eigensystem a 3x3
Matrix, put the result into a function and use Nminimize to optimize. I pos=
e:





M[t6_,
t7_, t8_, t9_, t10_] :=Eigensystem[N[{{t6, 0, 0}, {t7, t8, t9},{0, 0, t10=
}}]];





M221[t6_?NumericQ,
t7_?NumericQ, t8_?NumericQ, t9_?NumericQ, t10_?NumericQ]:= M[t6, t7, t8, =
t9, t10][[2,
3, 1]];





M222[t6_?NumericQ,
t7_?NumericQ, t8_?NumericQ, t9_?NumericQ, t10_?NumericQ] := M[t6, t7, t8,=
 t9, t10][[2,
3, 2]];





M232[t6_?NumericQ,
t7_?NumericQ, t8_?NumericQ, t9_?NumericQ, t10_?NumericQ] := M[t6, t7, t8,=
 t9,
t10][[2, 1, 2]];





M233[t6_?NumericQ,
t7_?NumericQ, t8_?NumericQ, t9_?NumericQ, t10_?NumericQ] := M[t6, t7, t8,=
 t9,
t10][[2, 1, 3]];





M2 = Transpose[{{0,
1, 0}, {M221[t6, t7, t8, t9, t10],M222[t6, t7, t8, t9, t10], 0}, {0, M232[t=
6,
t7, t8, t9, t10],M233[t6, t7, t8, t9, t10]}}];





I have to Inverse
M2 in my function (type Maximum Likelihood), and then use Nminimize to opti=
mize.
But Mathematica give an error message:





Power::infy: Infinite expression 1/0
encountered.





That comes from the
fact, I have (1/M221) and (1/M233) in the objective function and I
searched and don=E2=80=99t know how to solve this problem. I think that in =
the others software,
they don=E2=80=99t have this problem because the Eigensystem is computed di=
rectly numerically.





Any ideas will be much appreciated?





Thanks in advance.





LAI.




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