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Re: fsolve improvements
From: |
Francesco Potortì |
Subject: |
Re: fsolve improvements |
Date: |
Mon, 26 Jan 2009 14:26:41 +0100 |
>AFAIK, leasqr is not currently part of Octave.
In fact, it is part of the optim package.
>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).
Hm. This is good and confirms my hopes. Leasqr has lots of optional
input and output parameters that are useful to tune the problem and
obtain additional info, maybe you can use it as a source of inpiration.
>Test cases would, of course, be welcome. I'm sure there will be room
>to improve.
I have used leasqr in the past. I hope I'll manage to reduce one of my
computations to make a test case. I have used few variables, but lots
of points (i.e. vastly overdetermined systems).
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