What good libraries are there for solving a system of non-linear equations in C++?

Question

In a C++ application I\'m coding, I need to solve a system of non-linear equations (N equations, N unknowns).

The systems I\'m solving will be rather sm

Answer 1

One thing should be clear: non-linear equation solution isn't easy. It's not the same as solving linear equations. You aren't always guaranteed to get a solution. And your choice of initial condition and incrementation strategy can have a profound effect on the solution you do get.

With that said, I can't recommend a particular library, but you should be on the lookout for a linear algebra package that includes Newton-Raphson iteration in its menu of choices.