[SciPy-Dev] Nonlinear large-scale root finding

Pauli Virtanen pav@iki...
Sun Sep 5 09:15:25 CDT 2010


Hi,

I finally committed the scipy.optimize.nonlin rewrite that
was pending for a long time.

What is now there for large-scale root finding is:

* Newton-Krylov method (``scipy.optimize.newton_krylov``)
* Generalized secant methods:
  - Limited-memory Broyden (``scipy.optimize.broyden1``,
    ``scipy.optimize.broyden2``)
  - Anderson (``scipy.optimize.anderson``)
* Simple iterations (``scipy.optimize.diagbroyden``,
  ``scipy.optimize.excitingmixing``, ``scipy.optimize.linearmixing``)

Here's a simple demo:

    http://docs.scipy.org/doc/scipy/reference/tutorial/optimize.html#large-problems

-- 
Pauli Virtanen



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