Re: [eigen] Non linear equations solver

[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