e termination. See `OptimizeResult` for a description of other attributes. See also -------- show_options : Additional options accepted by the solvers Notes ----- This section describes the available solvers that can be selected by the 'method' parameter. The default method is *hybr*. Method *hybr* uses a modification of the Powell hybrid method as implemented in MINPACK [1]_. Method *lm* solves the system of nonlinear equations in a least squares sense using a modification of the Levenberg-Marquardt algorithm as implemented in MINPACK [1]_. Method *df-sane* is a derivative-free spectral method. [3]_ Methods *broyden1*, *broyden2*, *anderson*, *linearmixing*, *diagbroyden*, *excitingmixing*, *krylov* are inexact Newton methods, with backtracking or full line searches [2]_. Each method corresponds to a particular Jacobian approximations. - Method *broyden1* uses Broyden's first Jacobian approximation, it is known as Broyden's good method. - Method *broyden2* uses Broyden's second Jacobian approximation, it is known as Broyden's bad method. - Method *anderson* uses (extended) Anderson mixing. - Method *Krylov* uses Krylov approximation for inverse Jacobian. It is suitable for large-scale problem. - Method *diagbroyden* uses diagonal Broyden Jacobian approximation. - Method *linearmixing* uses a scalar Jacobian approximation. - Method *excitingmixing* uses a tuned diagonal Jacobian approximation. .. warning:: The algorithms implemented for methods *diagbroyden*, *linearmixing* and *excitingmixing* may be useful for specific problems, but whether they will work may depend strongly on the problem. .. versionadded:: 0.11.0 References ---------- .. [1] More, Jorge J., Burton S. Garbow, and Kenneth E. Hillstrom. 1980. User Guide for MINPACK-1. .. [2] C. T. Kelley. 1995. Iterative Methods for Linear and Nonlinear Equations. Society for Industrial and Applied Mathematics. .. [3] W. La Cruz, J.M. Martinez, M. Raydan. Math. Comp. 75, 1429 (2006). Examples -------- The following functions define a system of nonlinear equations and its jacobian. >>> import numpy as np >>> def fun(x): ... return [x[0] + 0.5 * (x[0] - x[1])**3 - 1.0, ... 0.5 * (x[1] - x[0])**3 + x[1]] >>> def jac(x): ... return np.array([[1 + 1.5 * (x[0] - x[1])**2, ... -1.5 * (x[0] - x[1])**2], ... [-1.5 * (x[1] - x[0])**2, ... 1 + 1.5 * (x[1] - x[0])**2]]) A solution can be obtained as follows. >>> from scipy import optimize >>> sol = optimize.root(fun, [0, 0], jac=jac, method='hybr') >>> sol.x array([ 0.8411639, 0.1588361]) **Large problem** Suppose that we needed to solve the following integrodifferential equation on the square :math:`[0,1]\times[0,1]`: .. math:: \nabla^2 P = 10 \left(\int_0^1\int_0^1\cosh(P)\,dx\,dy\right)^2 with :math:`P(x,1) = 1` and :math:`P=0` elsewhere on the boundary of the square. The solution can be found using the ``method='krylov'`` solver: >>> from scipy import optimize >>> # parameters >>> nx, ny = 75, 75 >>> hx, hy = 1./(nx-1), 1./(ny-1) >>> P_left, P_right = 0, 0 >>> P_top, P_bottom = 1, 0 >>> def residual(P): ... d2x = np.zeros_like(P) ... d2y = np.zeros_like(P) ... ... d2x[1:-1] = (P[2:] - 2*P[1:-1] + P[:-2]) / hx/hx ... d2x[0] = (P[1] - 2*P[0] + P_left)/hx/hx ... d2x[-1] = (P_right - 2*P[-1] + P[-2])/hx/hx ... ... d2y[:,1:-1] = (P[:,2:] - 2*P[:,1:-1] + P[:,:-2])/hy/hy ... d2y[:,0] = (P[:,1] - 2*P[:,0] + P_bottom)/hy/hy ... d2y[:,-1] = (P_top - 2*P[:,-1] + P[:,-2])/hy/hy ... ... return d2x + d2y - 10*np.cosh(P).mean()**2 >>> guess = np.zeros((nx, ny), float) >>> sol = optimize.root(residual, guess, method='krylov') >>> print('Residual: %g' % abs(residual(sol.x)).max()) Residual: 5.7972e-06 # may vary >>> import matplotlib.pyplot as plt >>> x, y = np.mgrid[0:1:(nx*1j), 0:1:(ny*1j)] >>> plt.pcolormesh(x, y, sol.x, shading='gouraud') >>> plt.colorbar() >>> plt.show() c