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AEB 6184 – Production Gauss Seidel. Elluminate - 2. Basic Idea. Using a first-order Taylor series expansion. General Function. Take a general function Suppose we want to solve for. General Function. First Order Setup. Applying the first-order Taylor series expansion
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AEB 6184 – Production Gauss Seidel Elluminate - 2
Basic Idea • Using a first-order Taylor series expansion
General Function • Take a general function • Suppose we want to solve for
First Order Setup • Applying the first-order Taylor series expansion • To find the solution we substitute for the desired value of the function
Two Equations – Two Unknowns • Building a two equation system • Extending the Taylor expansion
Matrix Taylor Expansion • In Matrix form
Jacobian • Jacobian
Suppose we want to find the solution for f(x) =0.95 and g(x) = 0.75, starting from x1 = 0.50 and x2 = 0.50.
Parameters of the Cobb-Douglas Function • Solving parameters