[SciPy-user] Solver with n-dimentional steps

[Yosef Meller]

Hi all,

I'm trying to use scipy.optimize.fsolve(function, x0, args) with a function 
that has an input vector with length in the tens of thousands (about 3*4000). 
This turns out to be impractical, because fsolve runs the function after 
taking a step in each direction in turn. Runing the function takes about 1/10 
second, so in the thousands of runs it's way too much.

What I'm looking for, I guess, is a way to make fsolve take a multidimentional 
step, so the function does not need to run 12000 times for each step. 

Thanks in advance, 
Yosef Meller.