gsl-ref.info: Multidimensional Root-Finding

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Multidimensional Minimization

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38 Multidimensional Root-Finding
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This chapter describes functions for multidimensional root-finding
(solving nonlinear systems with n equations in n unknowns).  The library
provides low level components for a variety of iterative solvers and
convergence tests.  These can be combined by the user to achieve the
desired solution, with full access to the intermediate steps of the
iteration.  Each class of methods uses the same framework, so that you
can switch between solvers at runtime without needing to recompile your
program.  Each instance of a solver keeps track of its own state,
allowing the solvers to be used in multi-threaded programs.  The solvers
are based on the original Fortran library MINPACK.

The header file ‘gsl_multiroots.h’ contains prototypes for the
multidimensional root finding functions and related declarations.

Overview

Overview<3>.

Initializing the Solver

Initializing the Solver<2>.

Providing the function to solve

Providing the function to solve<2>.

Iteration

Iteration<3>.

Search Stopping Parameters

Search Stopping Parameters<2>.

Algorithms using Derivatives

Algorithms without Derivatives

Examples

Examples<29>.

References and Further Reading

References and Further Reading<31>.