Drexel dragonThe Math ForumDonate to the Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: [ANN] MATLAB fsolve and ode* solvers - now available in Python with
automatic differentiation

Replies: 0  

Advanced Search

Back to Topic List Back to Topic List  

Posts: 7
Registered: 6/16/11
[ANN] MATLAB fsolve and ode* solvers - now available in Python with
automatic differentiation

Posted: Oct 5, 2013 5:12 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hi all,

1) MATLAB fsolve has been connected to free Python framework OpenOpt (http://openopt.org); as well as fmincon, currently it's available for Python 2 only. Unlike scipy.optimize fsolve, it can handle sparse derivatives, user-supplied or from FuncDesigner automatic differentiation.

See the example with 15000 equations http://trac.openopt.org/openopt/browser/PythonPackages/FuncDesigner/FuncDesigner/examples/snle15000.py

2) several MATLAB ODE dy/dt = f(y,t) solvers (ode15s, ode23, ode113, ode23t, ode23tb, ode45, ode23s) have been connected to free OpenOpt Suite package (possibly with FuncDesigner automatic differentiation) in addition to scipy_lsoda (scipy.integrate.odeint), see the example with 3 equations http://trac.openopt.org/openopt/browser/PythonPackages/FuncDesigner/FuncDesigner/examples/ode_matlab.py
and another one with 150 equations http://trac.openopt.org/openopt/browser/PythonPackages/FuncDesigner/FuncDesigner/examples/ode2.py

Currently only reltol parameter is available; future plans may include abstol, Python3 and PyPy support, solver ode15i for solving f(dy/dt, y, t) = 0, possibility to use single MATLAB session for several ODE probs.

Sparse matrices handling is implemented for fmincon and fsolve but not ode solvers yet.

Regards, D.

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2016. All Rights Reserved.