[SciPy-dev] fdf package
Nils Wagner
nwagner at mecha.uni-stuttgart.de
Thu Nov 11 03:37:48 CST 2004
Hi Pearu,
I bear in mind matrix-free iterative methods for finding the solution of
nonlinear systems
F(x) = 0
We call an iterative method for finding its solution matrix-free if the
Jacobian
F'(x) at a point x is only implemented through its action on a vector v.
An example is the forward difference approximation
F'(x) v \approx \frac{F(x+\epsilon v)-F(x)}{\epsilon}
for an \epsilon > 0 of suitable size. This is a viewpoint that enjoys
increasing
popularity for large systems. Sparseness is automatically taken into
account.
Is it possible to have this approach in the fdf package ?
Nils
Reference:
http://www.math.colostate.edu/emeriti/georg/MatrixFree.pdf
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