[Rcppdevel] Root finder in Rcpp for a quadratic equation in two variables
Dirk Eddelbuettel
edd at debian.org
Wed Feb 1 23:28:24 CET 2017
On 1 February 2017 at 16:49, Scida, Daniela wrote:
 I am new to Rcpp so I apologize in advance if this question is simple to
 answer. I searched on the web but couldn't find much help and I am hoping the
 savviness in this forum can help me!

 I have an existing code in R using Rcpp, and I need to add to this code the
 following. I have a quadratic function in two variables, f(x, y), and I need to
 find the zeros or roots of it:

 f(x, y) = (x + by + c)' W (x + by + c)

 where the unknowns are x and y. That is, I am interested in finding the set of
 pairs (x, y) that satisfy f(x , y)=0.

 Note: This is a simulation exercise where I need to find the zeros of this
 function for different values of a, b, c and W. Therefore, I need to code this
 in a mechanical way (cannot just find the solution, for instance, by graphical
 inspection). Both variables are continue, and I don't want to work with a grid
 for (x,y) to see when f(x,y)=0. I need a more general solution. I don't really
 know what values (x,y) can take.
You asked _the same question_ on StackOverflow and where given an answer. So
you have an open question over there.
Now you crosspost here again. Why?
You still "just" need to find the appropriate numerical minimization, or
rootfinding routine, and use Rcpp for what it is for: to _easily_ create
interface from R to such external code.
Dirk

http://dirk.eddelbuettel.com  @eddelbuettel  edd at debian.org
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