Re: [eigen] Non linear equations solver

[koldo.ramirez@xxxxxxxxx]

Hello Keir

My knowledge in numerical methods is not deep.

I have done a kind of mini-Modelica language (http://www.modelica.org/) 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
(http://books.google.es/books?id=1aAOdzK3FegC&pg=PA483&lpg=PA483&dq=multi+dimensional+secant&source=bl&ots=3hQmF7Jopg&sig=Jj8fIkys9sKWkM_GFgiWt4DZ_2A&hl=es&ei=mitJSr6eCpy7jAeMi6Vi&sa=X&oi=book_result&ct=result&resnum=1).

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
Koldo

2009/6/29 Keir Mierle <mierle@xxxxxxxxx>

I implemented a primitive Levenberg-Marquardt and Powell's dogleg minimizer using Eigen:

http://code.google.com/p/libmv/source/browse/trunk#trunk/src/libmv/numeric

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

Keir

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
Koldo