[SciPy-user] Solver with n-dimentional steps

[dmitrey]

you should provide gradient analytically, there are no other ways to 
speedup fsolve with so much nVars problem.
Regards, D.

Yosef Meller wrote:
> Hi all,
>
> I'm trying to use scipy.optimize.fsolve(function, x0, args) with a function 
> that has an input vector with length in the tens of thousands (about 3*4000). 
> This turns out to be impractical, because fsolve runs the function after 
> taking a step in each direction in turn. Runing the function takes about 1/10 
> second, so in the thousands of runs it's way too much.
>
> What I'm looking for, I guess, is a way to make fsolve take a multidimentional 
> step, so the function does not need to run 12000 times for each step. 
>
> Thanks in advance, 
> Yosef Meller.
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