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non linear iterative solver (Nelder-Mead simplex)

Last post 02-16-2009 9:52 by Yvdh. 0 replies.
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  • 02-16-2009 9:52

    • Yvdh
    • Top 100 Contributor
    • Joined on 02-16-2009
    • Posts 1

    non linear iterative solver (Nelder-Mead simplex)

    Hello,


    great  work. I have my own little numerics library which works well enough for me for the moment (but I will have to migrate someday to something better like Math.NET). Anyway, I saw some people requesting iterative solvers, and I have implemented a copy of the Nelder-Mead simplex algorithm by translating it from C from Numerical Recipes to VB.Let me know if you are interested.

    BTW, I have also translated the Numerical recipes SVD routine. I use this to get eigenvectors and perform the principal component transform. I know you have that already, but still ...

    Cheers

    Yves

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