Control Over Jacobian Updates and Caching

Question

Control Over Jacobian Updates and Caching

ChrisRackauckas opened this issue 7 years ago · comments

Christopher Rackauckas commented 7 years ago

https://github.com/JuliaNLSolvers/NLsolve.jl/blob/master/src/newton.jl#L116

The Jacobian is repeatedly used in \ but it's not factorized, making this a lot more expensive.

Kristoffer Carlsson · Answer 1 · Thu Aug 03 2017 22:47:51 GMT+0800 (China Standard Time)

But the jacobian gets updated every iteration?

Christopher Rackauckas · Answer 2 · Thu Aug 03 2017 22:49:32 GMT+0800 (China Standard Time)

But the jacobian gets updated every iteration?

Where? I didn't see the line for that. I was looking for it because I wanted to see how to control that behavior but didn't see it at all.

Kristoffer Carlsson · Answer 3 · Thu Aug 03 2017 22:51:58 GMT+0800 (China Standard Time)

https://github.com/JuliaNLSolvers/NLsolve.jl/blob/master/src/newton.jl#L110

Christopher Rackauckas · Answer 4 · Thu Aug 03 2017 22:53:30 GMT+0800 (China Standard Time)

Oh 👍. Then the question changes to allowing for a user callback for controlling when it should update, i.e. allowing for quasi-Newton methods. Also being able to take the (factorized) Jacobian in as well.