IDEAS home Printed from
   My bibliography  Save this paper

Mata routines for solution of nonlinear systems using interval methods


  • Matthew Baker

    () (Hunter College
    Graduate Center, CUNY)


Solution of nonlinear systems has become increasingly important as a step in many estimation problems, and is a problem of interest in its own right. I introduce a collection of Mata routines that can be used to find all solutions to nonlinear equation systems, and demonstrate their usage on a sequence of test problems. While specifically tailored to solving polynomial systems, the method can be applied to any continuous system with continuous Jacobian. The methods rely on interval Newton methods, a technique which combines Taylor expansion, bisection, and interval programming. The routines come equipped with an heuristic solver that allows for approximate solution of problems that are especially time consuming, or problems that do not require that all solutions be found. Support tools for the solver include functions for interval arithmetic and manipulation of series of matrices in parallel. I discuss an extended application of the solution tools to the problem of finding all equilibria of discrete action games, which in general requires solving polynomial systems.

Suggested Citation

  • Matthew Baker, 2014. "Mata routines for solution of nonlinear systems using interval methods," 2014 Stata Conference 15, Stata Users Group.
  • Handle: RePEc:boc:scon14:15

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:scon14:15. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.