MINPACK
Encyclopedia
MINPACK is a library of FORTRAN
subroutines for the solving of systems of nonlinear equations, or the least squares
minimization of the residual of a set of linear or nonlinear equations.
MINPACK, along with other similar libraries such as LINPACK
and EISPACK
originated from the Mathematics and Computer Science Division Software (MCS) of Argonne National Laboratory
Written by Jorge Moré, Burt Garbow, and Ken Hillstrom MINPACK is free and designed to be highly portable
, robust and reliable.
Five algorithmic paths each include a core subroutine and an easy-to-use driver. The algorithms proceed either from an analytic specification of the Jacobian matrix or directly from the problem functions. The paths include facilities for systems of equations with a banded
Jacobian matrix, for least squares problems with a large amount of data, and for checking the consistency of the Jacobian matrix with the functions.
Fortran
Fortran is a general-purpose, procedural, imperative programming language that is especially suited to numeric computation and scientific computing...
subroutines for the solving of systems of nonlinear equations, or the least squares
Least squares
The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. "Least squares" means that the overall solution minimizes the sum of the squares of the errors made in solving every...
minimization of the residual of a set of linear or nonlinear equations.
MINPACK, along with other similar libraries such as LINPACK
LINPACK
LINPACK is a software library for performing numerical linear algebra on digital computers. It was written in Fortran by Jack Dongarra, Jim Bunch, Cleve Moler, and Gilbert Stewart, and was intended for use on supercomputers in the 1970s and early 1980s...
and EISPACK
EISPACK
EISPACK is a software library for numerical computation of eigenvalues and eigenvectors of matrices, written in FORTRAN. It contains subroutines for calculating the eigenvalues of nine classes of matrices: complex general, complex Hermitian, real general, real symmetric, real symmetric banded,...
originated from the Mathematics and Computer Science Division Software (MCS) of Argonne National Laboratory
Argonne National Laboratory
Argonne National Laboratory is the first science and engineering research national laboratory in the United States, receiving this designation on July 1, 1946. It is the largest national laboratory by size and scope in the Midwest...
Written by Jorge Moré, Burt Garbow, and Ken Hillstrom MINPACK is free and designed to be highly portable
Software portability
Portability in high-level computer programming is the usability of the same software in different environments. The prerequirement for portability is the generalized abstraction between the application logic and system interfaces...
, robust and reliable.
Five algorithmic paths each include a core subroutine and an easy-to-use driver. The algorithms proceed either from an analytic specification of the Jacobian matrix or directly from the problem functions. The paths include facilities for systems of equations with a banded
Band matrix
In mathematics, particularly matrix theory, a band matrix is a sparse matrix whose non-zero entries are confined to a diagonal band, comprising the main diagonal and zero or more diagonals on either side.-Matrix bandwidth:...
Jacobian matrix, for least squares problems with a large amount of data, and for checking the consistency of the Jacobian matrix with the functions.
External links
- Netlib download site.
- User Guide for MINPACK-1, Chapters 1 to 3, from J. J. Moré website
- User Guide for MINPACK-1, Chapter 4, from J. J. Moré website