Overview
The Nonlinear Equations MT applications module (NLSYS) solves systems of nonlinear equations where there are as many equations as unknowns. This application is thread-safe and takes advantage of structures found in later versions of GAUSS.
The functions must be continuous and differentiable. You may provide a function for calculating the Jacobian, if desired. Otherwise NLSYS will compute the Jacobian numerically. NLSYS solves a system of nonlinear equations using a quasi-Newton algorithm with Broyden's secant updated method. You can choose either a line search algorithm or a hookstep method.
Platform: Windows, Mac and Linux.
Requirements: GAUSS/GAUSS Engine/GAUSS Light v8.0 or higher.
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See the current GAUSS documentation for nonlinear equation solver syntax and options.