|Re: [eigen] Non linear equations solver|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Non linear equations solver
- From: Koldo Ramirez <koldo.ramirez@xxxxxxxxx>
- Date: Mon, 10 Aug 2009 09:07:09 +0200
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I suppose Minpack 2 is based in version 1 as they present it as an improvement focusing in large scale problems and using Blas and Lapack.
About the Octave reference is just to show that an important project like Octave has considered Minpack.
2009/8/8 Thomas Capricelli <orzel@xxxxxxxxxxxxxxx>
In data lunedì 27 luglio 2009 10:13:58, Koldo Ramirez ha scritto:
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 ?
interesting to not, those are things we could do later on. I still prefer
> ..., 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.
considering minpack currently has it has a lot broader user test range.