[SciPy-user] Inexact Newton methods in scipy
Pearu Peterson
pearu at scipy.org
Fri Nov 12 06:40:31 CST 2004
On Fri, 12 Nov 2004, Nils Wagner wrote:
> Hi all,
>
> A standard method to solve nonlinear equations
>
> f(x) = 0
>
> is Newton's method. Given a suitable initial guess one iterates
>
> f'(x_k) \Delta x_k = -f(x_k)
> x_{k+1} = x_k + \Delta x_k
>
> If the Jacobian is not available in a direct manner, we can apply f'(x_k) to
> a vector \Delta x_k by a finite difference formula (see my previous mail fdf
> package)
>
> BTW, most publications deal with real Jacobians. How can I extend finite
> difference formulas to complex Jacobians ?
Apply finite difference formula to real and imaginary part of f(x) to get
an approximation for complex Jacobian.
Pearu
More information about the SciPy-user
mailing list