SPARTAN: A Sparse Trust-Region Algorithm for Nonlinear Equations
SPARTAN solves square systems of nonlinear equations, F(x) = 0, with sparse derivatives. It is written in ANSI/ISO C, with a Scilab and Matlab interface, and released under the GPL. SPARTAN relies on Tim Davis’s UMFPACK routines to efficiently solve a sequence of sparse linear systems, and Coleman, Garbow, and More's DSM subroutine to compute a column coloring of the Jacobian matrix.
More details about Spartan are available in the documentation