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Tom Chen
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Multivariate solution to Lambert W / product-log function

Consider solving the following system for $x$ \begin{align*} a - b e^{\theta x} - cx = 0 \end{align*} According to your favorite computer algebra program, one possible (and the simplest) is \begin{align*} x = \frac{a}{c} - \frac{W(b \theta \exp(a\theta/c)/c)}{\theta} \end{align*} where $W$ is the product-log function, or Lambert $W$ function along the 0 branch. Is there an analogous solution to \begin{align*} \textbf{a} - \textbf{b} e^{\boldsymbol{\theta}^\intercal \textbf{x}} - \textbf{C}\textbf{x} = \textbf{0} \end{align*} where $\textbf{a}, \textbf{b}, \boldsymbol{\theta}, \textbf{x} \in \mathbb{R}^n$ and $\textbf{C} \in \mathbb{R}^{n\times n}$?

Tom Chen
  • 229
  • 1
  • 6