[SciPy-User] Sparse Jacobian for optimize.root

[Pauli Virtanen]

David P Morrissey <dpm <at> umn.edu> writes:
> I have been writing some continuation programs using SciPy to solve 
> differential equations.  The main step is solving a large set of
> nonlinear equations using the optimize package.  For a model case the
> Jacobian below is tridiagonal.  Is there a way to use sparse solvers for
> multivariate root solvers in SciPY?

This is not supported at the moment, but it's on the roadmap for
Scipy 1.0.

It's however relatively easy to whip up a line search Newton solver
using the existing line searches. Also, the HYBRD solver however does
support banded matrices IIRC.

-- 
Pauli Virtanen