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Numerical Methods

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Numerical Methods


Here you will find MatLab codes for "function approximation", "numerical optimization" and "systems of nonlinear equations". These codes are part of a MatLab library that computationally solves for the equilibrium of dynamic models by using pseudo-spectral methods. Unfortunately, for the moment I can only make available online the following codes:

Function Approximation

eval_pol.m: Compute Chebyschev polynomials and Chebyschev nodes. [ .m | .txt ]

Line Search Algorithm

line_search.m: A line search descent method under improved Wolfe-Powell conditions: it imposes a more stringent two-sided test on the slope, which allows the user to restrict the set of acceptable points to a small neighbourhood of a local minimizer. Based on Fletcher (2006). [ .m | .txt | example ]

I would like to improve this line search algorithm further (if possible) for the benefit of the community, suggestions and comments are welcome.