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JuliaNLSolvers / NLsolve.jl

Julia solvers for systems of nonlinear equations and mixed complementarity problems
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`nlsolve` allocates a Jacobian even when using `anderson` #202

Closed antoine-levitt closed 5 years ago

antoine-levitt commented 5 years ago

The basic nlsolve(f,x0,method=:anderson) allocates a dense jacobian. This breaks large systems where a dense jacobian doesn't fit into memory.

antoine-levitt commented 5 years ago

While we're at it: NLsolve doesn't support NonDifferentiable.

antoine-levitt commented 5 years ago

Workaround: trick OnceDifferentiable into thinking you have a custom jacobian: OnceDifferentiable(F!,identity,x0,x0,[])

pkofod commented 5 years ago

Thanks, ill fix it unless you do :)

antoine-levitt commented 5 years ago

I'd rather you do it if it's easy for you :-) I'm not very comfortable around the NDifferentiable code.

pkofod commented 5 years ago

Ill do it :)

pkofod commented 5 years ago

203 . It’s just a quick “do something that works”, but I’ll come back to it. But it works I think ;)

antoine-levitt commented 5 years ago

Many thanks, and merry christmas :-)

pkofod commented 5 years ago

You too! (have a merry christmas that is)