[Octave-patch-tracker] [patch #8047] New function for odepkg

[Olaf Till]

Follow-up Comment #1, patch #8047 (project octave):

As I understand, the inexact Newton method, as well as the ODE solver which
uses it, is meant for large scale problems --- is that right?

If specially suitable for large scale problems, I think 'inexact_newton' could
be a valuable alternative to 'fsolve', and so would fit well into the 'optim'
package (I believe it would be the first zero-finder there, except a
vectorized clone of 'fzero').

The dependency on other packages can sometimes be a problem, though. 'optim'
sometimes makes problems on some systems due to its use of LAPACK, and it in
turn depends on further packages, partially due to some older code. Maybe
eventually some reorganization will happen; until that, duplicating the code
of 'inexact_newton' in the 'odepkg' package could be an (ugly) solution for
being independent ...

Or 'inexact_newton' might actually go into Octave core, if it is really good
for large scale problems. But that is not mine to decide. Its interface would
probably have to be changed for that in favor of 'optimset' (and maybe this
would even be better anyway).

Olaf

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