https://github.com/cran/nleqslv
Revision 2cab8988b33b421a6287ae4fb75341fb9eb11ea5 authored by Berend Hasselman on 05 February 2013, 16:11:02 UTC, committed by cran-robot on 05 February 2013, 16:11:02 UTC
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Tip revision: 2cab8988b33b421a6287ae4fb75341fb9eb11ea5 authored by Berend Hasselman on 05 February 2013, 16:11:02 UTC
version 2.0
Tip revision: 2cab898
NEWS

2.0

o introduced an option to return the final (approximated) jacobian
o corrected horrible bug when checking analytical jacobian with scaled x-values
  (checking incorrectly reported an incorrect jacobian)
o strict checking of return value of user supplied Jacobian function.
  Jacobian must be a numerical matrix of correct dimensions.
o if the initial parameter vector has an attribute names 
  the output parameter vector will have these names as attribute
o more tests of Newton method
o (internal) comments in some fortran to provide clarification 
o (internal) reorganized fortran for less duplication of code
o No longer use qrupdate routines for updating QR. 
  Use heavily modified version of Dennis+Schnabel.
  Change has no effect on results (at least in all my tests).

1.9.4

o checking validity of a user supplied jacobian is no longer done before the first iteration
  in order to avoid computing initial jacobian twice.
  The checks are now done after the return of the user supplied jacobian; this provides more safety.
o introduced a tolerance parameter for testing for an ill-conditioned jacobian or broyden approximation.
  The default tolerance is now equal to 1e-12 and not the machine precison.
o added an item <iter> to the outputlist of nleqslv giving the number of (outer) iterations used.
o better description of the meaning of the number of function evaluations in the return value.

1.9.3

o use QR update routines from opensource library qrupdate.
  The changes should have no effect on results.
o internal change in brsolv: use a different larger workspace for brupdt
  to accomodate different QR updating routines which need a larger workspace
o moved subroutine for query of Lapack dgeqrf of optimal size of work array
  to lautil.f (where it belongs). Changed name to liqsiz.

1.9.2

o made calculation of jacobian when checking user supplied jacobian identical to
  how calculation of numerical jacobian is done
o non finite values in function values when computing numerical derivatives always result in a fatal error
o added link to iteration report in the description of trace=1
o corrected several small irregularities in the documentation

1.9.1

o removed all Fortran internal write statements to avoid R check warnings
o improved output of possible errors by check jacobian
o added error message for jacobian error in manual
o mention Lapack condition estimator in documentation of iteration report

1.9.0

o added a pure Newton or Broyden without global strategy
o use useDynLib in NAMESPACE instead of .onLoad

1.8.6

o added NAMESPACE and changed to use .onLoad function
o removed gamma from iteration report (doesn't provide useful info; eta is sufficient)
o minor internal reorganization of code
o improved documentation of the iteration report

1.8.5

o remove unused variables from Fortran code (thanks to Kurt Hornik for pointing this out).
o improved comments in nwout.c
o avoid use of sprintf for print in E-format since on Windows (at least some)
  three digits are used by default for the exponent even when two suffice.
  That messes up layout of detailed iteration report. Use Rprintf.

1.8.4

o remove unused variables in C function nleqslv.
o tests now only check if a solution has been found with a specified tolerance and avoid
  explicit floating point output.
o corrected small errors in manual.

1.8.3

o nicer output when control argument contains invalid names.
o some examples are now not run by default to avoid problems (bus error) on PowerPC Mac OS X; I cannot test.

1.8.2

o Added code to copy initial values to final values in case of bad jacobian.

1.8.1

o cleanup checking of control argument.
o modified tests/brdban.R and tests/chquad.R to be more robust against small rounding differences.

1.8

o internally scaled x-values are now used instead of scaling/unscaling of various
  vectors whenever/wherever required.
  This makes the code much cleaner and easier to maintain.
  Therefore the jacobian matrix used in the code is now scaled.
  The reported condition number will be different.

o added forgotten integer declaration in nwtcvg (nwutil.for).

o corrected documentation errors.

1.7

o negative values for stepmax (maximum stepsize) now imply no maximum stepsize.
  The default for stepmax (maximum stepsize) -1.0 so there is no maximum stepsize.

o removed the Levenberg-Marquardt correction for ill-conditioned or singular jacobians.
  The correction hardly ever gave sensible results. The algorithm now returns
  an error condition when a Jacobian is singular or ill-conditioned.

1.6.1

o fixed several incomplete last lines.

1.6

o corrected initialization bug.
o corrected parameter error for Cauchy start in examples.
o code cleaning to get rid of fortran statement labels.

1.5

o corrected missing/superfluous closing brackets in nleqlsv.Rd.

1.4

o correct horrible bug caused by typo in nwnwtn causing dgeqrf to be called
  with an absurd value for the lwork argument. Typical fortran problem.

1.3

o use blocked Lapack QR routines.
  Significant speed increase for larger n (500+) in most cases.

1.2

o corrected wrong name for the flag for checking an analytical jacobian in  nleqslv.R
  and the documentation.

1.1

o the default initial trust region size is now set to the length of the Newton step.

o corrected various errors in the documentation
  * the termination codes were a muddle.
  * several elements of the return list were incorrectly named in the documentation.

1.0

o initial version
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