Re: [eigen] Non linear equations solver

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Hello Keir

My knowledge in numerical methods is not deep.

I have done a kind of mini-Modelica language ( to represent modules defined by its sets of equations.

The very basic engine inside it all is a Differential Ordinary Equations solver based in Multidimensional Secant. This uses a quasi Newton system to approximate the Jacobian for zero finding (

I have been searching now for info about Levenberg-Marquardt and Powell's dogleg but I do not found academic info.

Do you think it could solve non linear equation systems?. I could fill the gap between non linear equations and differential ordinary equations.

Best regards

2009/6/29 Keir Mierle <mierle@xxxxxxxxx>
I implemented a primitive Levenberg-Marquardt and Powell's dogleg minimizer using Eigen:

They work on simple problems but are not industrial strength. However, I would be happy to help with extending these if necessary.


On Mon, Jun 29, 2009 at 8:22 AM, Koldo Ramirez <koldo.ramirez@xxxxxxxxx> wrote:
Hello all

I would like to ask you how to focus non linear equations solving in Eigen. I mean:

1. Is there somebody working on it now?

2. Did you know libraries or code to do it that could match well with Eigen? (including similar license)
I have seen something about DASPK (for DAE solving)

3. The last solution I have is to port the solver I use that comes in a 90% from Numerical Recipes source. But I would prefer to include something with a LGPL like license.

Best regards

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