谢谢你,tabuce。
我修改后,程序如下:
fx1.m
function y=fx1(x)
syms t
e=2.71828;
E=714711.9864;
s=0.32531;
r=0.02;
D=955030;
y(1)=[x(1)/sqrt(2*pi)]*int(e^(-0.5*t^2),-inf,[log(x(1)/D)+r+0.5*x(2)*x(2)]/x(2))-D*e^(-r)/sqrt(2*pi)*int(e^(-0.5*t^2),-inf,[log(x(1)/D)+r-0.5*x(2)*x(2)]/x(2))-E
y(2)=x(1)*x(2)*int(e^(-0.5*t^2),-inf,[log(x(1)/D)+r+0.5*x(2)*x(2)]/x(2))-Es
dfx1.m
function y=dfx1(x)
syms t
e=2.71828;
E=714711.9864;
s=0.32531;
r=0.02;
D=955030;
y(1)=[1/sqrt(2*pi)]*int(e^(-0.5*t^2),-inf,[log(x(1)/D)+r+0.5*x(2)*x(2)]/x(2))+[1/sqrt(2*pi)]*[1/(x(1)*x(2))]*e^{-0.5*[log(x(1)/D)+r+0.5*x(2)*x(2)]^2/(x(2)*x(2))}-D*e^(-r)*{1/(x(1)*x(2))}*e^{-0.5*[log(x(1)/D)+r-0.5*x(2)*x(2)]^2/(x(2)*x(2))}*[1/sqrt(2*pi)];
y(2)=[x(1)/sqrt(2*pi)]*[-(log(x(1)/D)+r)/(x(2)*x(2))+0.5]*e^{-0.5*[log(x(1)/D)+r+0.5*x(2)*x(2)]^2/(x(2)*x(2))}-D*e^(-r)*[1/sqrt(2*pi)]*[-(log(x(1)/D)+r)/(x(2)*x(2))-0.5]*e^{-0.5*[log(x(1)/D)+r-0.5*x(2)*x(2)]^2/(x(2)*x(2))};
y(3)=x(2)*int(e^(-0.5*t^2),-inf,[log(x(1)/D)+r+0.5*x(2)*x(2)]/x(2))+x(1)*x(2)*[1/sqrt(2*pi)]*[1/(x(1)*x(2))]*e^{-0.5*[log(x(1)/D)+r+0.5*x(2)*x(2)]^2/(x(2)*x(2))};
y(4)=x(1)*[1/sqrt(2*pi)]*int(e^(-0.5*t^2),-inf,[log(x(1)/D)+r+0.5*x(2)*x(2)]/x(2))+x(1)*x(2)*[1/sqrt(2*pi)]*[-(log(x(1)/D)+r)/x(2)*x(2)+0.5]*e^{-0.5*[log(x(1)/D)+r+0.5*x(2)*x(2)]^2/(x(2)*x(2))};
y=[y(1)*y(2);y(3)*y(4)];
运行NewtonIterate([0 0]),结果是:
error_msg : socket 4280 listen failed (err=10013).
??? Maple initialization failed.
Error in ==> mapleinit at 47
maplemex(maplelib,0);
Error in ==> maple at 104
[result,status] = maplemex(statement);
Error in ==> sym.maple at 85
[result,status] = maple(statement);
Error in ==> sym.mpower at 17
B = maple(A,'^',p);
Error in ==> fx1 at 8
y(1)=[x(1)/sqrt(2*pi)]*int(e^(-0.5*t^2),-inf,[log(x(1)/D)+r+0.5*x(2)*x(2)]/x(2))-D*e^(-r)/sqrt(2*pi)*int(e^(-0.5*t^2),-inf,[log(x(1)/D)+r-0.5*x(2)*x(2)]/x(2))-E
Error in ==> NewtonIterate at 10
x1=fx1(x); %非线性方程组
还是不行,请不吝赐教,多谢!