|Re: [eigen] Non linear equations solver|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Non linear equations solver
- From: koldo.ramirez@xxxxxxxxx
- Date: Mon, 29 Jun 2009 23:17:31 +0200
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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
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
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>
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)
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.