• Sébastien Villemot's avatar
    Add new block_trust_region MEX · 6a269268
    Sébastien Villemot authored
    This MEX solves nonlinear systems of equations using a trust region algorithm.
    The problem is subdivided in smaller problems by doing a block
    triangularisation of the Jacobian at the guess value, using the
    Dulmage-Mendelsohn algorithm.
    The interface of the MEX is simply:
      [x, info] = block_trust_region(f, guess_value);
    Where f is either a function handle or a string designating a function.
    f must take one argument (the evaluation point), and return either one or two
    arguments (the residuals and, optionally, the Jacobian).
    On success, info=0; on failure, info=1.