1. 03 Dec, 2019 1 commit
    • 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.