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A Sparse Trust-region Algorithm for Nonlinear Equations

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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

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