Greetings,
I have a problem with p = 4 unknowns and n = 3 equations
i.e. p > n and my system is of the form:
f1(x1,x2,x3,x4) = 0
f2(x1,x2,x3,x4) = 0
f3(x1,x2,x3,x4) = 0
The multidimensional root finder "gsl_multiroots" requires p = n. The
nonlinear least-squares solver "gsl_multifit_nlin" requires n > p. (Note
this requirement appears to be absent from the documentation, the error
appears during compiling: "fsfsolver.c:37: ERROR: insufficient data points,
n < p.")
I could potentially transform my problem into a scalar minimization problem
and use "gsl_multimin". However, I currently have the Jacobian for the
above system and this would require me to re-derive the gradient for a new
scalar function which I would like to avoid.
Note: I was able to solve this problem in the past using the
Levenberg-Marquardt algorithm implemented in MATLAB's "fsolve".
Does there exist a solver in GSL that can solve my problem in its current
form? Or is anyone aware of another software package for doing so?
Thanks,
-axplusbu