Improved support for solving systems of nonlinear equations
by cmaes for Scilab/Digiteo Foundation
Scilab's function fsolve computes a root of a system of nonlinear equations. Currently, fsolve is a wrapper around the subroutine HYBRD. HYBRD is well suited to solving systems with dense derivatives, but can not solve large systems with sparse derivatives. I propose to improve the current interface to HYBRD, construct a test set of nonlinear systems with dense and sparse derivatives, and implement an experimental solver for systems of nonlinear equations with sparse derivatives.