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 (
> or

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 Capricelli <orzel@xxxxxxxxxxxxxxx>

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