Re: [eigen] Non linear equations solver |
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In data lunedì 27 luglio 2009 10:13:58, Koldo Ramirez ha scritto:
> It exists Minpack version 2. Between other advantages it uses BLAS and
> LAPACK. This is the presentation (
> http://ftp.mcs.anl.gov/pub/MINPACK-2/README or
> http://www-new.mcs.anl.gov/otc/minpack/summary.html)
It doesn't seem to be related to minpack actually. only the name is the same,
i think it's not based on the minpack code. is it ?
> ..., the old minpack code is gone. ...
> Essentially the same method as in minpack is used - double dogleg
> trust region steps with Broyden updating of the jacobian. For large
> enough (no. of variables > 10) square and overdetermined(!)
> systems, the QR factorization of the jacobian is updated rather than the
> jacobian itself, avoiding costly re-factorizations. Broyden updating may be
> switched off by the user, yielding plain levenberg-marquardt method.
interesting to not, those are things we could do later on. I still prefer
considering minpack currently has it has a lot broader user test range.
Thomas
--
Thomas Capricelli <orzel@xxxxxxxxxxxxxxx>
http://www.freehackers.org/thomas