Fast and simple nonlinear solvers for the SciML common interface. Newton, Broyden, Bisection, Falsi, and more rootfinders on a standard interface.
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November 2022


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Fast implementations of root finding algorithms in Julia that satisfy the SciML common interface. SimpleNonlinearSolve.jl focuses on low-dependency implementations of very fast methods for very small and simple problems. For the full set of solvers, see NonlinearSolve.jl, of which SimpleNonlinearSolve.jl is just one solver set.

For information on using the package, see the stable documentation. Use the in-development documentation for the version of the documentation which contains the unreleased features.

High Level Examples

using SimpleNonlinearSolve, StaticArrays

f(u,p) = u .* u .- 2
u0 = @SVector[1.0, 1.0]
probN = NonlinearProblem{false}(f, u0)
solver = solve(probN, SimpleNewtonRaphson(), tol = 1e-9)

## Bracketing Methods

f(u, p) = u .* u .- 2.0
u0 = (1.0, 2.0) # brackets
probB = IntervalNonlinearProblem(f, u0)
sol = solve(probB, Falsi())