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Add new block_trust_region MEX
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.
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- .gitignore 6 additions, 0 deletions.gitignore
- mex/build/block_trust_region.am 25 additions, 0 deletionsmex/build/block_trust_region.am
- mex/build/matlab/Makefile.am 1 addition, 1 deletionmex/build/matlab/Makefile.am
- mex/build/matlab/block_trust_region/Makefile.am 2 additions, 0 deletionsmex/build/matlab/block_trust_region/Makefile.am
- mex/build/matlab/configure.ac 2 additions, 1 deletionmex/build/matlab/configure.ac
- mex/build/octave/Makefile.am 1 addition, 1 deletionmex/build/octave/Makefile.am
- mex/build/octave/block_trust_region/Makefile.am 3 additions, 0 deletionsmex/build/octave/block_trust_region/Makefile.am
- mex/build/octave/configure.ac 2 additions, 1 deletionmex/build/octave/configure.ac
- mex/sources/Makefile.am 2 additions, 1 deletionmex/sources/Makefile.am
- mex/sources/block_trust_region/dulmage_mendelsohn.f08 587 additions, 0 deletionsmex/sources/block_trust_region/dulmage_mendelsohn.f08
- mex/sources/block_trust_region/matlab_fcn_closure.f08 98 additions, 0 deletionsmex/sources/block_trust_region/matlab_fcn_closure.f08
- mex/sources/block_trust_region/mexFunction.f08 103 additions, 0 deletionsmex/sources/block_trust_region/mexFunction.f08
- mex/sources/block_trust_region/test/Makefile 34 additions, 0 deletionsmex/sources/block_trust_region/test/Makefile
- mex/sources/block_trust_region/test/dulmage_mendelsohn_test.f08 63 additions, 0 deletions...urces/block_trust_region/test/dulmage_mendelsohn_test.f08
- mex/sources/block_trust_region/test/trust_region_test.f08 63 additions, 0 deletionsmex/sources/block_trust_region/test/trust_region_test.f08
- mex/sources/block_trust_region/trust_region.f08 300 additions, 0 deletionsmex/sources/block_trust_region/trust_region.f08
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