[SciPy-dev] fdf package

[Nils Wagner]

Nils Wagner wrote:

> 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

Just now I found some matlab files, which might be useful in this context.
http://www.siam.org/books/kelley/kellcode.htm

Nils

>
> Reference:
> http://www.math.colostate.edu/emeriti/georg/MatrixFree.pdf
>
>
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