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changeset 8592:dacfd030633a

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handle sparse jacobians in fsolve
author Jaroslav Hajek <highegg@gmail.com>
date Mon, 26 Jan 2009 15:46:33 +0100
parents ffc9e9737507
children 4e39b00218d3
files scripts/ChangeLog scripts/optimization/fsolve.m
diffstat 2 files changed, 8 insertions(+), 0 deletions(-) [+]
line wrap: on
line diff
--- a/scripts/ChangeLog
+++ b/scripts/ChangeLog
@@ -1,3 +1,7 @@
+2009-01-17  Jaroslav Hajek  <highegg@gmail.com>
+
+	* optimization/fsolve.m: Disable Broyden updates for sparse jacobians.
+
 2009-01-17  Jaroslav Hajek  <highegg@gmail.com>
 
 	* optimization/__fsolve_defopts__.m: Remove.
--- a/scripts/optimization/fsolve.m
+++ b/scripts/optimization/fsolve.m
@@ -119,6 +119,10 @@
     ## Handle arbitrary shapes of x and f and remember them.
     if (has_jac)
       [fvec, fjac] = fcn (reshape (x, xsiz));
+      ## If the jacobian is sparse, disable Broyden updating.
+      if (issparse (fjac))
+        updating = false;
+      endif
       nfev ++;
     else
       [fvec, fjac] = __fdjac__ (fcn, reshape (x, xsiz));