12 Solving Algebraic Equations

Stan provides a built-in mechanism for specifying and solving systems of algebraic equations, using the Powell hybrid method (Powell 1970). The function signatures for Stan’s algebraic solver aref ully described in the algebraic solver section of the reference manual.

Solving any system of algebraic equations can be translated into a root-finding problem, that is, given a function \(f\), we wish to find \(y\) such that \(f(y) = 0\).

References

Powell, Michael J. D. 1970. “A Hybrid Method for Nonlinear Equations.” In Numerical Methods for Nonlinear Algebraic Equations, edited by P. Rabinowitz. Gordon; Breach.