| Re: [eigen] Non linear equations solver |
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In data venerdì 24 luglio 2009 00:37:22, koldo.ramirez@xxxxxxxxx ha scritto:
> In addition when talking about including it in Eigen, I meant first to
> "eigenize" it..., so first to change the Matrix types and second to include
> as much as possible Eigen code inside to speed it up.
I'm really interested in robust nonlinear solvers / Levenberg-Marquardt
implementations. Starting from a solution that is both free-software and
widely used/tested seems a good thing to me.
As eigen can be used in proprietary software, i agree GPL-only solutions
should not be considered.
If enough people are interested, I think we should just fork (sorry, 'branch')
eigen in bitbucket, and start porting cminpack to it. Though I do not feel
familiar enough with eigen code yet.
I agree about the proposed way (slow and careful 'eigenization'), but i would
enphasize tests a lot more : we first need to have lot of test cases so that
we can validate every step we do. We ought to show users that the algorithms
behave as much as possible as the original ones.
regards,
--
Thomas Capricelli <orzel@xxxxxxxxxxxxxxx>
http://www.freehackers.org/thomas