nleqlsv-package {nleqslv}R Documentation

Solving Nonlinear Systems of Equations

Description

The nleqlsv package provides two algorithms for solving (dense) non linear systems of equations. The methods provided are

Both methods utilise global strategies such as linesearch or trust region methods whenever the standard Newton/Broyden step does not lead to a point closer to a root of the equation system. Linesearch may be either quadratic or geometric. The trust region methods are either the double dogleg or the Powell single dogleg method.

The algorithms provided in this package are derived from Dennis and Schnabel (1996). The code is written in Fortran 77 and uses Lapack and BLAS routines as provided by the R system.

Author(s)

Berend Hasselman bhh@xs4all.nl

References

Dennis, J.E. Jr and Schnabel, R.B. (1996),Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Siam.


[Package nleqslv version 1.3 Index]