Re: [eigen] Non linear equations solver

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On Mon, Jul 20, 2009 at 7:14 AM, <koldo.ramirez@xxxxxxxxx> wrote:
Hello Keir

I have read a little bit and Levenberg-Marquardt and Powell's dogleg seems to be a better solution than the programed in N-R.

It depends on the problem. It's usually best to try both.
 
Is it possible to use libmmv non linear equations solver?. Is it possible to be used without Qt4?

It's a nonlinear minimizer, not an equation solver (though it may work depending on your case). The Qt4 code is not needed. However, the libmv minimizer is really just a toy. It hasn't had any real world use beyond the unittests.

If you were to use it, we're happy to accept patches to improve it.

Thanks,
Keir



Best regards
Koldo

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.

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





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