[SciPy-Dev] Nonlinear large-scale root finding
Pauli Virtanen
pav at iki.fi
Sun Sep 5 10:15:25 EDT 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
More information about the SciPy-Dev
mailing list