[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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