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Re: fsolve improvements


From: Jaroslav Hajek
Subject: Re: fsolve improvements
Date: Mon, 26 Jan 2009 14:13:39 +0100

On Mon, Jan 26, 2009 at 1:38 PM, Francesco Potortì <address@hidden> wrote:
>>In particular, fsolve should now be capable of general nonlinear
>>fitting with expected small residuals (see the last test of fsolve).
>
> Would the new fsolve be a replacement for the current leasqr?
>
> --
> Francesco Potortì (ricercatore)        Voice: +39 050 315 3058 (op.2111)
> ISTI - Area della ricerca CNR          Fax:   +39 050 315 2040
> via G. Moruzzi 1, I-56124 Pisa         Email: address@hidden
> (entrance 20, 1st floor, room C71)     Web:   http://fly.isti.cnr.it/
>

AFAIK, leasqr is not currently part of Octave.
If you're referring to leasqr that is part of Octave-Forge, the only
thing I can guess with reasonable confidence is that fsolve will have
superior performance per iteration, especially if the system is large
and jacobian not supplied (leasqr does one jacobian and one SVD per
iteration, vs. fsolve's one jacobian and one QR per *several*
iterations).

Test cases would, of course, be welcome.  I'm sure there will be room
to improve.

-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz



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