4.4.1 Nonlinear Primitives

Scilab provides several facilities for nonlinear calculations.

Numerical simulation of systems of differential equations is made by the ode primitive. Many solvers are available, mostly from odepack, for solving stiff or non-stiff systems. Implicit systems can be solved by dassl. It is also possible to solve systems with stopping time: integration is performed until the state is crossing a given surface. See ode and dassrt commands. There is a number of optional arguments available for solving ode's (tolerance parameters, jacobian, order of approximation, time steps etc). For ode solvers, these parameters are set by the global variable %ODEOPTIONS.

Minimizing non linear functions is done the optim function. Several algorithms (including non differentiable optimization) are available. Codes are from INRIA's modulopt library. Enter help optim for more a more detailed description.