scipy 1.16.2__cp311-cp311-win_arm64.whl

scipy/optimize/_nonlin.py

@@ -0,0 +1,1634 @@
+# Copyright (C) 2009, Pauli Virtanen <pav@iki.fi>
+# Distributed under the same license as SciPy.
+
+import inspect
+import sys
+import warnings
+
+import numpy as np
+from numpy import asarray, dot, vdot
+
+from scipy.linalg import norm, solve, inv, qr, svd, LinAlgError
+import scipy.sparse.linalg
+import scipy.sparse
+from scipy.linalg import get_blas_funcs
+from scipy._lib._util import copy_if_needed
+from scipy._lib._util import getfullargspec_no_self as _getfullargspec
+from ._linesearch import scalar_search_wolfe1, scalar_search_armijo
+from inspect import signature
+from difflib import get_close_matches
+
+
+__all__ = [
+    'broyden1', 'broyden2', 'anderson', 'linearmixing',
+    'diagbroyden', 'excitingmixing', 'newton_krylov',
+    'BroydenFirst', 'KrylovJacobian', 'InverseJacobian', 'NoConvergence']
+
+#------------------------------------------------------------------------------
+# Utility functions
+#------------------------------------------------------------------------------
+
+
+class NoConvergence(Exception):
+    """Exception raised when nonlinear solver fails to converge within the specified
+    `maxiter`."""
+    pass
+
+
+def maxnorm(x):
+    return np.absolute(x).max()
+
+
+def _as_inexact(x):
+    """Return `x` as an array, of either floats or complex floats"""
+    x = asarray(x)
+    if not np.issubdtype(x.dtype, np.inexact):
+        return asarray(x, dtype=np.float64)
+    return x
+
+
+def _array_like(x, x0):
+    """Return ndarray `x` as same array subclass and shape as `x0`"""
+    x = np.reshape(x, np.shape(x0))
+    wrap = getattr(x0, '__array_wrap__', x.__array_wrap__)
+    return wrap(x)
+
+
+def _safe_norm(v):
+    if not np.isfinite(v).all():
+        return np.array(np.inf)
+    return norm(v)
+
+#------------------------------------------------------------------------------
+# Generic nonlinear solver machinery
+#------------------------------------------------------------------------------
+
+
+_doc_parts = dict(
+    params_basic="""
+    F : function(x) -> f
+        Function whose root to find; should take and return an array-like
+        object.
+    xin : array_like
+        Initial guess for the solution
+    """.strip(),
+    params_extra="""
+    iter : int, optional
+        Number of iterations to make. If omitted (default), make as many
+        as required to meet tolerances.
+    verbose : bool, optional
+        Print status to stdout on every iteration.
+    maxiter : int, optional
+        Maximum number of iterations to make. If more are needed to
+        meet convergence, `NoConvergence` is raised.
+    f_tol : float, optional
+        Absolute tolerance (in max-norm) for the residual.
+        If omitted, default is 6e-6.
+    f_rtol : float, optional
+        Relative tolerance for the residual. If omitted, not used.
+    x_tol : float, optional
+        Absolute minimum step size, as determined from the Jacobian
+        approximation. If the step size is smaller than this, optimization
+        is terminated as successful. If omitted, not used.
+    x_rtol : float, optional
+        Relative minimum step size. If omitted, not used.
+    tol_norm : function(vector) -> scalar, optional
+        Norm to use in convergence check. Default is the maximum norm.
+    line_search : {None, 'armijo' (default), 'wolfe'}, optional
+        Which type of a line search to use to determine the step size in the
+        direction given by the Jacobian approximation. Defaults to 'armijo'.
+    callback : function, optional
+        Optional callback function. It is called on every iteration as
+        ``callback(x, f)`` where `x` is the current solution and `f`
+        the corresponding residual.
+
+    Returns
+    -------
+    sol : ndarray
+        An array (of similar array type as `x0`) containing the final solution.
+
+    Raises
+    ------
+    NoConvergence
+        When a solution was not found.
+
+    """.strip()
+)
+
+
+def _set_doc(obj):
+    if obj.__doc__:
+        obj.__doc__ = obj.__doc__ % _doc_parts
+
+
+def nonlin_solve(F, x0, jacobian='krylov', iter=None, verbose=False,
+                 maxiter=None, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None,
+                 tol_norm=None, line_search='armijo', callback=None,
+                 full_output=False, raise_exception=True):
+    """
+    Find a root of a function, in a way suitable for large-scale problems.
+
+    Parameters
+    ----------
+    %(params_basic)s
+    jacobian : Jacobian
+        A Jacobian approximation: `Jacobian` object or something that
+        `asjacobian` can transform to one. Alternatively, a string specifying
+        which of the builtin Jacobian approximations to use:
+
+            krylov, broyden1, broyden2, anderson
+            diagbroyden, linearmixing, excitingmixing
+
+    %(params_extra)s
+    full_output : bool
+        If true, returns a dictionary `info` containing convergence
+        information.
+    raise_exception : bool
+        If True, a `NoConvergence` exception is raise if no solution is found.
+
+    See Also
+    --------
+    asjacobian, Jacobian
+
+    Notes
+    -----
+    This algorithm implements the inexact Newton method, with
+    backtracking or full line searches. Several Jacobian
+    approximations are available, including Krylov and Quasi-Newton
+    methods.
+
+    References
+    ----------
+    .. [KIM] C. T. Kelley, \"Iterative Methods for Linear and Nonlinear
+       Equations\". Society for Industrial and Applied Mathematics. (1995)
+       https://archive.siam.org/books/kelley/fr16/
+
+    """
+    # Can't use default parameters because it's being explicitly passed as None
+    # from the calling function, so we need to set it here.
+    tol_norm = maxnorm if tol_norm is None else tol_norm
+    condition = TerminationCondition(f_tol=f_tol, f_rtol=f_rtol,
+                                     x_tol=x_tol, x_rtol=x_rtol,
+                                     iter=iter, norm=tol_norm)
+
+    x0 = _as_inexact(x0)
+    def func(z):
+        return _as_inexact(F(_array_like(z, x0))).flatten()
+    x = x0.flatten()
+
+    dx = np.full_like(x, np.inf)
+    Fx = func(x)
+    Fx_norm = norm(Fx)
+
+    jacobian = asjacobian(jacobian)
+    jacobian.setup(x.copy(), Fx, func)
+
+    if maxiter is None:
+        if iter is not None:
+            maxiter = iter + 1
+        else:
+            maxiter = 100*(x.size+1)
+
+    if line_search is True:
+        line_search = 'armijo'
+    elif line_search is False:
+        line_search = None
+
+    if line_search not in (None, 'armijo', 'wolfe'):
+        raise ValueError("Invalid line search")
+
+    # Solver tolerance selection
+    gamma = 0.9
+    eta_max = 0.9999
+    eta_treshold = 0.1
+    eta = 1e-3
+
+    for n in range(maxiter):
+        status = condition.check(Fx, x, dx)
+        if status:
+            break
+
+        # The tolerance, as computed for scipy.sparse.linalg.* routines
+        tol = min(eta, eta*Fx_norm)
+        dx = -jacobian.solve(Fx, tol=tol)
+
+        if norm(dx) == 0:
+            raise ValueError("Jacobian inversion yielded zero vector. "
+                             "This indicates a bug in the Jacobian "
+                             "approximation.")
+
+        # Line search, or Newton step
+        if line_search:
+            s, x, Fx, Fx_norm_new = _nonlin_line_search(func, x, Fx, dx,
+                                                        line_search)
+        else:
+            s = 1.0
+            x = x + dx
+            Fx = func(x)
+            Fx_norm_new = norm(Fx)
+
+        jacobian.update(x.copy(), Fx)
+
+        if callback:
+            callback(x, Fx)
+
+        # Adjust forcing parameters for inexact methods
+        eta_A = gamma * Fx_norm_new**2 / Fx_norm**2
+        if gamma * eta**2 < eta_treshold:
+            eta = min(eta_max, eta_A)
+        else:
+            eta = min(eta_max, max(eta_A, gamma*eta**2))
+
+        Fx_norm = Fx_norm_new
+
+        # Print status
+        if verbose:
+            sys.stdout.write(f"{n}:  |F(x)| = {tol_norm(Fx):g}; step {s:g}\n")
+            sys.stdout.flush()
+    else:
+        if raise_exception:
+            raise NoConvergence(_array_like(x, x0))
+        else:
+            status = 2
+
+    if full_output:
+        info = {'nit': condition.iteration,
+                'fun': Fx,
+                'status': status,
+                'success': status == 1,
+                'message': {1: 'A solution was found at the specified '
+                               'tolerance.',
+                            2: 'The maximum number of iterations allowed '
+                               'has been reached.'
+                            }[status]
+                }
+        return _array_like(x, x0), info
+    else:
+        return _array_like(x, x0)
+
+
+_set_doc(nonlin_solve)
+
+
+def _nonlin_line_search(func, x, Fx, dx, search_type='armijo', rdiff=1e-8,
+                        smin=1e-2):
+    tmp_s = [0]
+    tmp_Fx = [Fx]
+    tmp_phi = [norm(Fx)**2]
+    s_norm = norm(x) / norm(dx)
+
+    def phi(s, store=True):
+        if s == tmp_s[0]:
+            return tmp_phi[0]
+        xt = x + s*dx
+        v = func(xt)
+        p = _safe_norm(v)**2
+        if store:
+            tmp_s[0] = s
+            tmp_phi[0] = p
+            tmp_Fx[0] = v
+        return p
+
+    def derphi(s):
+        ds = (abs(s) + s_norm + 1) * rdiff
+        return (phi(s+ds, store=False) - phi(s)) / ds
+
+    if search_type == 'wolfe':
+        s, phi1, phi0 = scalar_search_wolfe1(phi, derphi, tmp_phi[0],
+                                             xtol=1e-2, amin=smin)
+    elif search_type == 'armijo':
+        s, phi1 = scalar_search_armijo(phi, tmp_phi[0], -tmp_phi[0],
+                                       amin=smin)
+
+    if s is None:
+        # XXX: No suitable step length found. Take the full Newton step,
+        #      and hope for the best.
+        s = 1.0
+
+    x = x + s*dx
+    if s == tmp_s[0]:
+        Fx = tmp_Fx[0]
+    else:
+        Fx = func(x)
+    Fx_norm = norm(Fx)
+
+    return s, x, Fx, Fx_norm
+
+
+class TerminationCondition:
+    """
+    Termination condition for an iteration. It is terminated if
+
+    - |F| < f_rtol*|F_0|, AND
+    - |F| < f_tol
+
+    AND
+
+    - |dx| < x_rtol*|x|, AND
+    - |dx| < x_tol
+
+    """
+    def __init__(self, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None,
+                 iter=None, norm=maxnorm):
+
+        if f_tol is None:
+            f_tol = np.finfo(np.float64).eps ** (1./3)
+        if f_rtol is None:
+            f_rtol = np.inf
+        if x_tol is None:
+            x_tol = np.inf
+        if x_rtol is None:
+            x_rtol = np.inf
+
+        self.x_tol = x_tol
+        self.x_rtol = x_rtol
+        self.f_tol = f_tol
+        self.f_rtol = f_rtol
+
+        self.norm = norm
+
+        self.iter = iter
+
+        self.f0_norm = None
+        self.iteration = 0
+
+    def check(self, f, x, dx):
+        self.iteration += 1
+        f_norm = self.norm(f)
+        x_norm = self.norm(x)
+        dx_norm = self.norm(dx)
+
+        if self.f0_norm is None:
+            self.f0_norm = f_norm
+
+        if f_norm == 0:
+            return 1
+
+        if self.iter is not None:
+            # backwards compatibility with SciPy 0.6.0
+            return 2 * (self.iteration > self.iter)
+
+        # NB: condition must succeed for rtol=inf even if norm == 0
+        return int((f_norm <= self.f_tol
+                    and f_norm/self.f_rtol <= self.f0_norm)
+                   and (dx_norm <= self.x_tol
+                        and dx_norm/self.x_rtol <= x_norm))
+
+
+#------------------------------------------------------------------------------
+# Generic Jacobian approximation
+#------------------------------------------------------------------------------
+
+class Jacobian:
+    """
+    Common interface for Jacobians or Jacobian approximations.
+
+    The optional methods come useful when implementing trust region
+    etc., algorithms that often require evaluating transposes of the
+    Jacobian.
+
+    Methods
+    -------
+    solve
+        Returns J^-1 * v
+    update
+        Updates Jacobian to point `x` (where the function has residual `Fx`)
+
+    matvec : optional
+        Returns J * v
+    rmatvec : optional
+        Returns A^H * v
+    rsolve : optional
+        Returns A^-H * v
+    matmat : optional
+        Returns A * V, where V is a dense matrix with dimensions (N,K).
+    todense : optional
+        Form the dense Jacobian matrix. Necessary for dense trust region
+        algorithms, and useful for testing.
+
+    Attributes
+    ----------
+    shape
+        Matrix dimensions (M, N)
+    dtype
+        Data type of the matrix.
+    func : callable, optional
+        Function the Jacobian corresponds to
+
+    """
+
+    def __init__(self, **kw):
+        names = ["solve", "update", "matvec", "rmatvec", "rsolve",
+                 "matmat", "todense", "shape", "dtype"]
+        for name, value in kw.items():
+            if name not in names:
+                raise ValueError(f"Unknown keyword argument {name}")
+            if value is not None:
+                setattr(self, name, kw[name])
+
+
+        if hasattr(self, "todense"):
+            def __array__(self, dtype=None, copy=None):
+                if dtype is not None:
+                    raise ValueError(f"`dtype` must be None, was {dtype}")
+                return self.todense()
+
+    def aspreconditioner(self):
+        return InverseJacobian(self)
+
+    def solve(self, v, tol=0):
+        raise NotImplementedError
+
+    def update(self, x, F):
+        pass
+
+    def setup(self, x, F, func):
+        self.func = func
+        self.shape = (F.size, x.size)
+        self.dtype = F.dtype
+        if self.__class__.setup is Jacobian.setup:
+            # Call on the first point unless overridden
+            self.update(x, F)
+
+
+class InverseJacobian:
+    """
+    A simple wrapper that inverts the Jacobian using the `solve` method.
+
+    .. legacy:: class
+
+        See the newer, more consistent interfaces in :mod:`scipy.optimize`.
+
+    Parameters
+    ----------
+    jacobian : Jacobian
+        The Jacobian to invert.
+    
+    Attributes
+    ----------
+    shape
+        Matrix dimensions (M, N)
+    dtype
+        Data type of the matrix.
+
+    """
+    def __init__(self, jacobian):
+        self.jacobian = jacobian
+        self.matvec = jacobian.solve
+        self.update = jacobian.update
+        if hasattr(jacobian, 'setup'):
+            self.setup = jacobian.setup
+        if hasattr(jacobian, 'rsolve'):
+            self.rmatvec = jacobian.rsolve
+
+    @property
+    def shape(self):
+        return self.jacobian.shape
+
+    @property
+    def dtype(self):
+        return self.jacobian.dtype
+
+
+def asjacobian(J):
+    """
+    Convert given object to one suitable for use as a Jacobian.
+    """
+    spsolve = scipy.sparse.linalg.spsolve
+    if isinstance(J, Jacobian):
+        return J
+    elif inspect.isclass(J) and issubclass(J, Jacobian):
+        return J()
+    elif isinstance(J, np.ndarray):
+        if J.ndim > 2:
+            raise ValueError('array must have rank <= 2')
+        J = np.atleast_2d(np.asarray(J))
+        if J.shape[0] != J.shape[1]:
+            raise ValueError('array must be square')
+
+        return Jacobian(matvec=lambda v: dot(J, v),
+                        rmatvec=lambda v: dot(J.conj().T, v),
+                        solve=lambda v, tol=0: solve(J, v),
+                        rsolve=lambda v, tol=0: solve(J.conj().T, v),
+                        dtype=J.dtype, shape=J.shape)
+    elif scipy.sparse.issparse(J):
+        if J.shape[0] != J.shape[1]:
+            raise ValueError('matrix must be square')
+        return Jacobian(matvec=lambda v: J @ v,
+                        rmatvec=lambda v: J.conj().T @ v,
+                        solve=lambda v, tol=0: spsolve(J, v),
+                        rsolve=lambda v, tol=0: spsolve(J.conj().T, v),
+                        dtype=J.dtype, shape=J.shape)
+    elif hasattr(J, 'shape') and hasattr(J, 'dtype') and hasattr(J, 'solve'):
+        return Jacobian(matvec=getattr(J, 'matvec'),
+                        rmatvec=getattr(J, 'rmatvec'),
+                        solve=J.solve,
+                        rsolve=getattr(J, 'rsolve'),
+                        update=getattr(J, 'update'),
+                        setup=getattr(J, 'setup'),
+                        dtype=J.dtype,
+                        shape=J.shape)
+    elif callable(J):
+        # Assume it's a function J(x) that returns the Jacobian
+        class Jac(Jacobian):
+            def update(self, x, F):
+                self.x = x
+
+            def solve(self, v, tol=0):
+                m = J(self.x)
+                if isinstance(m, np.ndarray):
+                    return solve(m, v)
+                elif scipy.sparse.issparse(m):
+                    return spsolve(m, v)
+                else:
+                    raise ValueError("Unknown matrix type")
+
+            def matvec(self, v):
+                m = J(self.x)
+                if isinstance(m, np.ndarray):
+                    return dot(m, v)
+                elif scipy.sparse.issparse(m):
+                    return m @ v
+                else:
+                    raise ValueError("Unknown matrix type")
+
+            def rsolve(self, v, tol=0):
+                m = J(self.x)
+                if isinstance(m, np.ndarray):
+                    return solve(m.conj().T, v)
+                elif scipy.sparse.issparse(m):
+                    return spsolve(m.conj().T, v)
+                else:
+                    raise ValueError("Unknown matrix type")
+
+            def rmatvec(self, v):
+                m = J(self.x)
+                if isinstance(m, np.ndarray):
+                    return dot(m.conj().T, v)
+                elif scipy.sparse.issparse(m):
+                    return m.conj().T @ v
+                else:
+                    raise ValueError("Unknown matrix type")
+        return Jac()
+    elif isinstance(J, str):
+        return dict(broyden1=BroydenFirst,
+                    broyden2=BroydenSecond,
+                    anderson=Anderson,
+                    diagbroyden=DiagBroyden,
+                    linearmixing=LinearMixing,
+                    excitingmixing=ExcitingMixing,
+                    krylov=KrylovJacobian)[J]()
+    else:
+        raise TypeError('Cannot convert object to a Jacobian')
+
+
+#------------------------------------------------------------------------------
+# Broyden
+#------------------------------------------------------------------------------
+
+class GenericBroyden(Jacobian):
+    def setup(self, x0, f0, func):
+        Jacobian.setup(self, x0, f0, func)
+        self.last_f = f0
+        self.last_x = x0
+
+        if hasattr(self, 'alpha') and self.alpha is None:
+            # Autoscale the initial Jacobian parameter
+            # unless we have already guessed the solution.
+            normf0 = norm(f0)
+            if normf0:
+                self.alpha = 0.5*max(norm(x0), 1) / normf0
+            else:
+                self.alpha = 1.0
+
+    def _update(self, x, f, dx, df, dx_norm, df_norm):
+        raise NotImplementedError
+
+    def update(self, x, f):
+        df = f - self.last_f
+        dx = x - self.last_x
+        self._update(x, f, dx, df, norm(dx), norm(df))
+        self.last_f = f
+        self.last_x = x
+
+
+class LowRankMatrix:
+    r"""
+    A matrix represented as
+
+    .. math:: \alpha I + \sum_{n=0}^{n=M} c_n d_n^\dagger
+
+    However, if the rank of the matrix reaches the dimension of the vectors,
+    full matrix representation will be used thereon.
+
+    """
+
+    def __init__(self, alpha, n, dtype):
+        self.alpha = alpha
+        self.cs = []
+        self.ds = []
+        self.n = n
+        self.dtype = dtype
+        self.collapsed = None
+
+    @staticmethod
+    def _matvec(v, alpha, cs, ds):
+        axpy, scal, dotc = get_blas_funcs(['axpy', 'scal', 'dotc'],
+                                          cs[:1] + [v])
+        w = alpha * v
+        for c, d in zip(cs, ds):
+            a = dotc(d, v)
+            w = axpy(c, w, w.size, a)
+        return w
+
+    @staticmethod
+    def _solve(v, alpha, cs, ds):
+        """Evaluate w = M^-1 v"""
+        if len(cs) == 0:
+            return v/alpha
+
+        # (B + C D^H)^-1 = B^-1 - B^-1 C (I + D^H B^-1 C)^-1 D^H B^-1
+
+        axpy, dotc = get_blas_funcs(['axpy', 'dotc'], cs[:1] + [v])
+
+        c0 = cs[0]
+        A = alpha * np.identity(len(cs), dtype=c0.dtype)
+        for i, d in enumerate(ds):
+            for j, c in enumerate(cs):
+                A[i,j] += dotc(d, c)
+
+        q = np.zeros(len(cs), dtype=c0.dtype)
+        for j, d in enumerate(ds):
+            q[j] = dotc(d, v)
+        q /= alpha
+        q = solve(A, q)
+
+        w = v/alpha
+        for c, qc in zip(cs, q):
+            w = axpy(c, w, w.size, -qc)
+
+        return w
+
+    def matvec(self, v):
+        """Evaluate w = M v"""
+        if self.collapsed is not None:
+            return np.dot(self.collapsed, v)
+        return LowRankMatrix._matvec(v, self.alpha, self.cs, self.ds)
+
+    def rmatvec(self, v):
+        """Evaluate w = M^H v"""
+        if self.collapsed is not None:
+            return np.dot(self.collapsed.T.conj(), v)
+        return LowRankMatrix._matvec(v, np.conj(self.alpha), self.ds, self.cs)
+
+    def solve(self, v, tol=0):
+        """Evaluate w = M^-1 v"""
+        if self.collapsed is not None:
+            return solve(self.collapsed, v)
+        return LowRankMatrix._solve(v, self.alpha, self.cs, self.ds)
+
+    def rsolve(self, v, tol=0):
+        """Evaluate w = M^-H v"""
+        if self.collapsed is not None:
+            return solve(self.collapsed.T.conj(), v)
+        return LowRankMatrix._solve(v, np.conj(self.alpha), self.ds, self.cs)
+
+    def append(self, c, d):
+        if self.collapsed is not None:
+            self.collapsed += c[:,None] * d[None,:].conj()
+            return
+
+        self.cs.append(c)
+        self.ds.append(d)
+
+        if len(self.cs) > c.size:
+            self.collapse()
+
+    def __array__(self, dtype=None, copy=None):
+        if dtype is not None:
+            warnings.warn("LowRankMatrix is scipy-internal code, `dtype` "
+                          f"should only be None but was {dtype} (not handled)",
+                          stacklevel=3)
+        if copy is not None:
+            warnings.warn("LowRankMatrix is scipy-internal code, `copy` "
+                          f"should only be None but was {copy} (not handled)",
+                          stacklevel=3)
+        if self.collapsed is not None:
+            return self.collapsed
+
+        Gm = self.alpha*np.identity(self.n, dtype=self.dtype)
+        for c, d in zip(self.cs, self.ds):
+            Gm += c[:,None]*d[None,:].conj()
+        return Gm
+
+    def collapse(self):
+        """Collapse the low-rank matrix to a full-rank one."""
+        self.collapsed = np.array(self, copy=copy_if_needed)
+        self.cs = None
+        self.ds = None
+        self.alpha = None
+
+    def restart_reduce(self, rank):
+        """
+        Reduce the rank of the matrix by dropping all vectors.
+        """
+        if self.collapsed is not None:
+            return
+        assert rank > 0
+        if len(self.cs) > rank:
+            del self.cs[:]
+            del self.ds[:]
+
+    def simple_reduce(self, rank):
+        """
+        Reduce the rank of the matrix by dropping oldest vectors.
+        """
+        if self.collapsed is not None:
+            return
+        assert rank > 0
+        while len(self.cs) > rank:
+            del self.cs[0]
+            del self.ds[0]
+
+    def svd_reduce(self, max_rank, to_retain=None):
+        """
+        Reduce the rank of the matrix by retaining some SVD components.
+
+        This corresponds to the \"Broyden Rank Reduction Inverse\"
+        algorithm described in [1]_.
+
+        Note that the SVD decomposition can be done by solving only a
+        problem whose size is the effective rank of this matrix, which
+        is viable even for large problems.
+
+        Parameters
+        ----------
+        max_rank : int
+            Maximum rank of this matrix after reduction.
+        to_retain : int, optional
+            Number of SVD components to retain when reduction is done
+            (ie. rank > max_rank). Default is ``max_rank - 2``.
+
+        References
+        ----------
+        .. [1] B.A. van der Rotten, PhD thesis,
+           \"A limited memory Broyden method to solve high-dimensional
+           systems of nonlinear equations\". Mathematisch Instituut,
+           Universiteit Leiden, The Netherlands (2003).
+
+           https://web.archive.org/web/20161022015821/http://www.math.leidenuniv.nl/scripties/Rotten.pdf
+
+        """
+        if self.collapsed is not None:
+            return
+
+        p = max_rank
+        if to_retain is not None:
+            q = to_retain
+        else:
+            q = p - 2
+
+        if self.cs:
+            p = min(p, len(self.cs[0]))
+        q = max(0, min(q, p-1))
+
+        m = len(self.cs)
+        if m < p:
+            # nothing to do
+            return
+
+        C = np.array(self.cs).T
+        D = np.array(self.ds).T
+
+        D, R = qr(D, mode='economic')
+        C = dot(C, R.T.conj())
+
+        U, S, WH = svd(C, full_matrices=False)
+
+        C = dot(C, inv(WH))
+        D = dot(D, WH.T.conj())
+
+        for k in range(q):
+            self.cs[k] = C[:,k].copy()
+            self.ds[k] = D[:,k].copy()
+
+        del self.cs[q:]
+        del self.ds[q:]
+
+
+_doc_parts['broyden_params'] = """
+    alpha : float, optional
+        Initial guess for the Jacobian is ``(-1/alpha)``.
+    reduction_method : str or tuple, optional
+        Method used in ensuring that the rank of the Broyden matrix
+        stays low. Can either be a string giving the name of the method,
+        or a tuple of the form ``(method, param1, param2, ...)``
+        that gives the name of the method and values for additional parameters.
+
+        Methods available:
+
+        - ``restart``: drop all matrix columns. Has no extra parameters.
+        - ``simple``: drop oldest matrix column. Has no extra parameters.
+        - ``svd``: keep only the most significant SVD components.
+          Takes an extra parameter, ``to_retain``, which determines the
+          number of SVD components to retain when rank reduction is done.
+          Default is ``max_rank - 2``.
+
+    max_rank : int, optional
+        Maximum rank for the Broyden matrix.
+        Default is infinity (i.e., no rank reduction).
+    """.strip()
+
+
+class BroydenFirst(GenericBroyden):
+    """
+    Find a root of a function, using Broyden's first Jacobian approximation.
+
+    This method is also known as "Broyden's good method".
+
+    Parameters
+    ----------
+    %(params_basic)s
+    %(broyden_params)s
+    %(params_extra)s
+
+    See Also
+    --------
+    root : Interface to root finding algorithms for multivariate
+           functions. See ``method='broyden1'`` in particular.
+
+    Notes
+    -----
+    This algorithm implements the inverse Jacobian Quasi-Newton update
+
+    .. math:: H_+ = H + (dx - H df) dx^\\dagger H / ( dx^\\dagger H df)
+
+    which corresponds to Broyden's first Jacobian update
+
+    .. math:: J_+ = J + (df - J dx) dx^\\dagger / dx^\\dagger dx
+
+
+    References
+    ----------
+    .. [1] B.A. van der Rotten, PhD thesis,
+       "A limited memory Broyden method to solve high-dimensional
+       systems of nonlinear equations". Mathematisch Instituut,
+       Universiteit Leiden, The Netherlands (2003).
+       https://math.leidenuniv.nl/scripties/Rotten.pdf
+
+    Examples
+    --------
+    The following functions define a system of nonlinear equations
+
+    >>> def fun(x):
+    ...     return [x[0]  + 0.5 * (x[0] - x[1])**3 - 1.0,
+    ...             0.5 * (x[1] - x[0])**3 + x[1]]
+
+    A solution can be obtained as follows.
+
+    >>> from scipy import optimize
+    >>> sol = optimize.broyden1(fun, [0, 0])
+    >>> sol
+    array([0.84116396, 0.15883641])
+
+    """
+
+    def __init__(self, alpha=None, reduction_method='restart', max_rank=None):
+        GenericBroyden.__init__(self)
+        self.alpha = alpha
+        self.Gm = None
+
+        if max_rank is None:
+            max_rank = np.inf
+        self.max_rank = max_rank
+
+        if isinstance(reduction_method, str):
+            reduce_params = ()
+        else:
+            reduce_params = reduction_method[1:]
+            reduction_method = reduction_method[0]
+        reduce_params = (max_rank - 1,) + reduce_params
+
+        if reduction_method == 'svd':
+            self._reduce = lambda: self.Gm.svd_reduce(*reduce_params)
+        elif reduction_method == 'simple':
+            self._reduce = lambda: self.Gm.simple_reduce(*reduce_params)
+        elif reduction_method == 'restart':
+            self._reduce = lambda: self.Gm.restart_reduce(*reduce_params)
+        else:
+            raise ValueError(f"Unknown rank reduction method '{reduction_method}'")
+
+    def setup(self, x, F, func):
+        GenericBroyden.setup(self, x, F, func)
+        self.Gm = LowRankMatrix(-self.alpha, self.shape[0], self.dtype)
+
+    def todense(self):
+        return inv(self.Gm)
+
+    def solve(self, f, tol=0):
+        r = self.Gm.matvec(f)
+        if not np.isfinite(r).all():
+            # singular; reset the Jacobian approximation
+            self.setup(self.last_x, self.last_f, self.func)
+            return self.Gm.matvec(f)
+        return r
+
+    def matvec(self, f):
+        return self.Gm.solve(f)
+
+    def rsolve(self, f, tol=0):
+        return self.Gm.rmatvec(f)
+
+    def rmatvec(self, f):
+        return self.Gm.rsolve(f)
+
+    def _update(self, x, f, dx, df, dx_norm, df_norm):
+        self._reduce()  # reduce first to preserve secant condition
+
+        v = self.Gm.rmatvec(dx)
+        c = dx - self.Gm.matvec(df)
+        d = v / vdot(df, v)
+
+        self.Gm.append(c, d)
+
+
+class BroydenSecond(BroydenFirst):
+    """
+    Find a root of a function, using Broyden\'s second Jacobian approximation.
+
+    This method is also known as \"Broyden's bad method\".
+
+    Parameters
+    ----------
+    %(params_basic)s
+    %(broyden_params)s
+    %(params_extra)s
+
+    See Also
+    --------
+    root : Interface to root finding algorithms for multivariate
+           functions. See ``method='broyden2'`` in particular.
+
+    Notes
+    -----
+    This algorithm implements the inverse Jacobian Quasi-Newton update
+
+    .. math:: H_+ = H + (dx - H df) df^\\dagger / ( df^\\dagger df)
+
+    corresponding to Broyden's second method.
+
+    References
+    ----------
+    .. [1] B.A. van der Rotten, PhD thesis,
+       \"A limited memory Broyden method to solve high-dimensional
+       systems of nonlinear equations\". Mathematisch Instituut,
+       Universiteit Leiden, The Netherlands (2003).
+
+       https://web.archive.org/web/20161022015821/http://www.math.leidenuniv.nl/scripties/Rotten.pdf
+
+    Examples
+    --------
+    The following functions define a system of nonlinear equations
+
+    >>> def fun(x):
+    ...     return [x[0]  + 0.5 * (x[0] - x[1])**3 - 1.0,
+    ...             0.5 * (x[1] - x[0])**3 + x[1]]
+
+    A solution can be obtained as follows.
+
+    >>> from scipy import optimize
+    >>> sol = optimize.broyden2(fun, [0, 0])
+    >>> sol
+    array([0.84116365, 0.15883529])
+
+    """
+
+    def _update(self, x, f, dx, df, dx_norm, df_norm):
+        self._reduce()  # reduce first to preserve secant condition
+
+        v = df
+        c = dx - self.Gm.matvec(df)
+        d = v / df_norm**2
+        self.Gm.append(c, d)
+
+
+#------------------------------------------------------------------------------
+# Broyden-like (restricted memory)
+#------------------------------------------------------------------------------
+
+class Anderson(GenericBroyden):
+    """
+    Find a root of a function, using (extended) Anderson mixing.
+
+    The Jacobian is formed by for a 'best' solution in the space
+    spanned by last `M` vectors. As a result, only a MxM matrix
+    inversions and MxN multiplications are required. [Ey]_
+
+    Parameters
+    ----------
+    %(params_basic)s
+    alpha : float, optional
+        Initial guess for the Jacobian is (-1/alpha).
+    M : float, optional
+        Number of previous vectors to retain. Defaults to 5.
+    w0 : float, optional
+        Regularization parameter for numerical stability.
+        Compared to unity, good values of the order of 0.01.
+    %(params_extra)s
+
+    See Also
+    --------
+    root : Interface to root finding algorithms for multivariate
+           functions. See ``method='anderson'`` in particular.
+
+    References
+    ----------
+    .. [Ey] V. Eyert, J. Comp. Phys., 124, 271 (1996).
+
+    Examples
+    --------
+    The following functions define a system of nonlinear equations
+
+    >>> def fun(x):
+    ...     return [x[0]  + 0.5 * (x[0] - x[1])**3 - 1.0,
+    ...             0.5 * (x[1] - x[0])**3 + x[1]]
+
+    A solution can be obtained as follows.
+
+    >>> from scipy import optimize
+    >>> sol = optimize.anderson(fun, [0, 0])
+    >>> sol
+    array([0.84116588, 0.15883789])
+
+    """
+
+    # Note:
+    #
+    # Anderson method maintains a rank M approximation of the inverse Jacobian,
+    #
+    #     J^-1 v ~ -v*alpha + (dX + alpha dF) A^-1 dF^H v
+    #     A      = W + dF^H dF
+    #     W      = w0^2 diag(dF^H dF)
+    #
+    # so that for w0 = 0 the secant condition applies for last M iterates, i.e.,
+    #
+    #     J^-1 df_j = dx_j
+    #
+    # for all j = 0 ... M-1.
+    #
+    # Moreover, (from Sherman-Morrison-Woodbury formula)
+    #
+    #    J v ~ [ b I - b^2 C (I + b dF^H A^-1 C)^-1 dF^H ] v
+    #    C   = (dX + alpha dF) A^-1
+    #    b   = -1/alpha
+    #
+    # and after simplification
+    #
+    #    J v ~ -v/alpha + (dX/alpha + dF) (dF^H dX - alpha W)^-1 dF^H v
+    #
+
+    def __init__(self, alpha=None, w0=0.01, M=5):
+        GenericBroyden.__init__(self)
+        self.alpha = alpha
+        self.M = M
+        self.dx = []
+        self.df = []
+        self.gamma = None
+        self.w0 = w0
+
+    def solve(self, f, tol=0):
+        dx = -self.alpha*f
+
+        n = len(self.dx)
+        if n == 0:
+            return dx
+
+        df_f = np.empty(n, dtype=f.dtype)
+        for k in range(n):
+            df_f[k] = vdot(self.df[k], f)
+
+        try:
+            gamma = solve(self.a, df_f)
+        except LinAlgError:
+            # singular; reset the Jacobian approximation
+            del self.dx[:]
+            del self.df[:]
+            return dx
+
+        for m in range(n):
+            dx += gamma[m]*(self.dx[m] + self.alpha*self.df[m])
+        return dx
+
+    def matvec(self, f):
+        dx = -f/self.alpha
+
+        n = len(self.dx)
+        if n == 0:
+            return dx
+
+        df_f = np.empty(n, dtype=f.dtype)
+        for k in range(n):
+            df_f[k] = vdot(self.df[k], f)
+
+        b = np.empty((n, n), dtype=f.dtype)
+        for i in range(n):
+            for j in range(n):
+                b[i,j] = vdot(self.df[i], self.dx[j])
+                if i == j and self.w0 != 0:
+                    b[i,j] -= vdot(self.df[i], self.df[i])*self.w0**2*self.alpha
+        gamma = solve(b, df_f)
+
+        for m in range(n):
+            dx += gamma[m]*(self.df[m] + self.dx[m]/self.alpha)
+        return dx
+
+    def _update(self, x, f, dx, df, dx_norm, df_norm):
+        if self.M == 0:
+            return
+
+        self.dx.append(dx)
+        self.df.append(df)
+
+        while len(self.dx) > self.M:
+            self.dx.pop(0)
+            self.df.pop(0)
+
+        n = len(self.dx)
+        a = np.zeros((n, n), dtype=f.dtype)
+
+        for i in range(n):
+            for j in range(i, n):
+                if i == j:
+                    wd = self.w0**2
+                else:
+                    wd = 0
+                a[i,j] = (1+wd)*vdot(self.df[i], self.df[j])
+
+        a += np.triu(a, 1).T.conj()
+        self.a = a
+
+#------------------------------------------------------------------------------
+# Simple iterations
+#------------------------------------------------------------------------------
+
+
+class DiagBroyden(GenericBroyden):
+    """
+    Find a root of a function, using diagonal Broyden Jacobian approximation.
+
+    The Jacobian approximation is derived from previous iterations, by
+    retaining only the diagonal of Broyden matrices.
+
+    .. warning::
+
+       This algorithm may be useful for specific problems, but whether
+       it will work may depend strongly on the problem.
+
+    Parameters
+    ----------
+    %(params_basic)s
+    alpha : float, optional
+        Initial guess for the Jacobian is (-1/alpha).
+    %(params_extra)s
+
+    See Also
+    --------
+    root : Interface to root finding algorithms for multivariate
+           functions. See ``method='diagbroyden'`` in particular.
+
+    Examples
+    --------
+    The following functions define a system of nonlinear equations
+
+    >>> def fun(x):
+    ...     return [x[0]  + 0.5 * (x[0] - x[1])**3 - 1.0,
+    ...             0.5 * (x[1] - x[0])**3 + x[1]]
+
+    A solution can be obtained as follows.
+
+    >>> from scipy import optimize
+    >>> sol = optimize.diagbroyden(fun, [0, 0])
+    >>> sol
+    array([0.84116403, 0.15883384])
+
+    """
+
+    def __init__(self, alpha=None):
+        GenericBroyden.__init__(self)
+        self.alpha = alpha
+
+    def setup(self, x, F, func):
+        GenericBroyden.setup(self, x, F, func)
+        self.d = np.full((self.shape[0],), 1 / self.alpha, dtype=self.dtype)
+
+    def solve(self, f, tol=0):
+        return -f / self.d
+
+    def matvec(self, f):
+        return -f * self.d
+
+    def rsolve(self, f, tol=0):
+        return -f / self.d.conj()
+
+    def rmatvec(self, f):
+        return -f * self.d.conj()
+
+    def todense(self):
+        return np.diag(-self.d)
+
+    def _update(self, x, f, dx, df, dx_norm, df_norm):
+        self.d -= (df + self.d*dx)*dx/dx_norm**2
+
+
+class LinearMixing(GenericBroyden):
+    """
+    Find a root of a function, using a scalar Jacobian approximation.
+
+    .. warning::
+
+       This algorithm may be useful for specific problems, but whether
+       it will work may depend strongly on the problem.
+
+    Parameters
+    ----------
+    %(params_basic)s
+    alpha : float, optional
+        The Jacobian approximation is (-1/alpha).
+    %(params_extra)s
+
+    See Also
+    --------
+    root : Interface to root finding algorithms for multivariate
+           functions. See ``method='linearmixing'`` in particular.
+
+    """
+
+    def __init__(self, alpha=None):
+        GenericBroyden.__init__(self)
+        self.alpha = alpha
+
+    def solve(self, f, tol=0):
+        return -f*self.alpha
+
+    def matvec(self, f):
+        return -f/self.alpha
+
+    def rsolve(self, f, tol=0):
+        return -f*np.conj(self.alpha)
+
+    def rmatvec(self, f):
+        return -f/np.conj(self.alpha)
+
+    def todense(self):
+        return np.diag(np.full(self.shape[0], -1/self.alpha))
+
+    def _update(self, x, f, dx, df, dx_norm, df_norm):
+        pass
+
+
+class ExcitingMixing(GenericBroyden):
+    """
+    Find a root of a function, using a tuned diagonal Jacobian approximation.
+
+    The Jacobian matrix is diagonal and is tuned on each iteration.
+
+    .. warning::
+
+       This algorithm may be useful for specific problems, but whether
+       it will work may depend strongly on the problem.
+
+    See Also
+    --------
+    root : Interface to root finding algorithms for multivariate
+           functions. See ``method='excitingmixing'`` in particular.
+
+    Parameters
+    ----------
+    %(params_basic)s
+    alpha : float, optional
+        Initial Jacobian approximation is (-1/alpha).
+    alphamax : float, optional
+        The entries of the diagonal Jacobian are kept in the range
+        ``[alpha, alphamax]``.
+    %(params_extra)s
+    """
+
+    def __init__(self, alpha=None, alphamax=1.0):
+        GenericBroyden.__init__(self)
+        self.alpha = alpha
+        self.alphamax = alphamax
+        self.beta = None
+
+    def setup(self, x, F, func):
+        GenericBroyden.setup(self, x, F, func)
+        self.beta = np.full((self.shape[0],), self.alpha, dtype=self.dtype)
+
+    def solve(self, f, tol=0):
+        return -f*self.beta
+
+    def matvec(self, f):
+        return -f/self.beta
+
+    def rsolve(self, f, tol=0):
+        return -f*self.beta.conj()
+
+    def rmatvec(self, f):
+        return -f/self.beta.conj()
+
+    def todense(self):
+        return np.diag(-1/self.beta)
+
+    def _update(self, x, f, dx, df, dx_norm, df_norm):
+        incr = f*self.last_f > 0
+        self.beta[incr] += self.alpha
+        self.beta[~incr] = self.alpha
+        np.clip(self.beta, 0, self.alphamax, out=self.beta)
+
+
+#------------------------------------------------------------------------------
+# Iterative/Krylov approximated Jacobians
+#------------------------------------------------------------------------------
+
+class KrylovJacobian(Jacobian):
+    """
+    Find a root of a function, using Krylov approximation for inverse Jacobian.
+
+    This method is suitable for solving large-scale problems.
+
+    Parameters
+    ----------
+    %(params_basic)s
+    rdiff : float, optional
+        Relative step size to use in numerical differentiation.
+    method : str or callable, optional
+        Krylov method to use to approximate the Jacobian.  Can be a string,
+        or a function implementing the same interface as the iterative
+        solvers in `scipy.sparse.linalg`. If a string, needs to be one of:
+        ``'lgmres'``, ``'gmres'``, ``'bicgstab'``, ``'cgs'``, ``'minres'``,
+        ``'tfqmr'``.
+
+        The default is `scipy.sparse.linalg.lgmres`.
+    inner_maxiter : int, optional
+        Parameter to pass to the "inner" Krylov solver: maximum number of
+        iterations. Iteration will stop after maxiter steps even if the
+        specified tolerance has not been achieved.
+    inner_M : LinearOperator or InverseJacobian
+        Preconditioner for the inner Krylov iteration.
+        Note that you can use also inverse Jacobians as (adaptive)
+        preconditioners. For example,
+
+        >>> from scipy.optimize import BroydenFirst, KrylovJacobian
+        >>> from scipy.optimize import InverseJacobian
+        >>> jac = BroydenFirst()
+        >>> kjac = KrylovJacobian(inner_M=InverseJacobian(jac))
+
+        If the preconditioner has a method named 'update', it will be called
+        as ``update(x, f)`` after each nonlinear step, with ``x`` giving
+        the current point, and ``f`` the current function value.
+    outer_k : int, optional
+        Size of the subspace kept across LGMRES nonlinear iterations.
+        See `scipy.sparse.linalg.lgmres` for details.
+    inner_kwargs : kwargs
+        Keyword parameters for the "inner" Krylov solver
+        (defined with `method`). Parameter names must start with
+        the `inner_` prefix which will be stripped before passing on
+        the inner method. See, e.g., `scipy.sparse.linalg.gmres` for details.
+    %(params_extra)s
+
+    See Also
+    --------
+    root : Interface to root finding algorithms for multivariate
+           functions. See ``method='krylov'`` in particular.
+    scipy.sparse.linalg.gmres
+    scipy.sparse.linalg.lgmres
+
+    Notes
+    -----
+    This function implements a Newton-Krylov solver. The basic idea is
+    to compute the inverse of the Jacobian with an iterative Krylov
+    method. These methods require only evaluating the Jacobian-vector
+    products, which are conveniently approximated by a finite difference:
+
+    .. math:: J v \\approx (f(x + \\omega*v/|v|) - f(x)) / \\omega
+
+    Due to the use of iterative matrix inverses, these methods can
+    deal with large nonlinear problems.
+
+    SciPy's `scipy.sparse.linalg` module offers a selection of Krylov
+    solvers to choose from. The default here is `lgmres`, which is a
+    variant of restarted GMRES iteration that reuses some of the
+    information obtained in the previous Newton steps to invert
+    Jacobians in subsequent steps.
+
+    For a review on Newton-Krylov methods, see for example [1]_,
+    and for the LGMRES sparse inverse method, see [2]_.
+
+    References
+    ----------
+    .. [1] C. T. Kelley, Solving Nonlinear Equations with Newton's Method,
+           SIAM, pp.57-83, 2003.
+           :doi:`10.1137/1.9780898718898.ch3`
+    .. [2] D.A. Knoll and D.E. Keyes, J. Comp. Phys. 193, 357 (2004).
+           :doi:`10.1016/j.jcp.2003.08.010`
+    .. [3] A.H. Baker and E.R. Jessup and T. Manteuffel,
+           SIAM J. Matrix Anal. Appl. 26, 962 (2005).
+           :doi:`10.1137/S0895479803422014`
+
+    Examples
+    --------
+    The following functions define a system of nonlinear equations
+
+    >>> def fun(x):
+    ...     return [x[0] + 0.5 * x[1] - 1.0,
+    ...             0.5 * (x[1] - x[0]) ** 2]
+
+    A solution can be obtained as follows.
+
+    >>> from scipy import optimize
+    >>> sol = optimize.newton_krylov(fun, [0, 0])
+    >>> sol
+    array([0.66731771, 0.66536458])
+
+    """
+
+    def __init__(self, rdiff=None, method='lgmres', inner_maxiter=20,
+                 inner_M=None, outer_k=10, **kw):
+        self.preconditioner = inner_M
+        self.rdiff = rdiff
+        # Note that this retrieves one of the named functions, or otherwise
+        # uses `method` as is (i.e., for a user-provided callable).
+        self.method = dict(
+            bicgstab=scipy.sparse.linalg.bicgstab,
+            gmres=scipy.sparse.linalg.gmres,
+            lgmres=scipy.sparse.linalg.lgmres,
+            cgs=scipy.sparse.linalg.cgs,
+            minres=scipy.sparse.linalg.minres,
+            tfqmr=scipy.sparse.linalg.tfqmr,
+            ).get(method, method)
+
+        self.method_kw = dict(maxiter=inner_maxiter, M=self.preconditioner)
+
+        if self.method is scipy.sparse.linalg.gmres:
+            # Replace GMRES's outer iteration with Newton steps
+            self.method_kw['restart'] = inner_maxiter
+            self.method_kw['maxiter'] = 1
+            self.method_kw.setdefault('atol', 0)
+        elif self.method in (scipy.sparse.linalg.gcrotmk,
+                             scipy.sparse.linalg.bicgstab,
+                             scipy.sparse.linalg.cgs):
+            self.method_kw.setdefault('atol', 0)
+        elif self.method is scipy.sparse.linalg.lgmres:
+            self.method_kw['outer_k'] = outer_k
+            # Replace LGMRES's outer iteration with Newton steps
+            self.method_kw['maxiter'] = 1
+            # Carry LGMRES's `outer_v` vectors across nonlinear iterations
+            self.method_kw.setdefault('outer_v', [])
+            self.method_kw.setdefault('prepend_outer_v', True)
+            # But don't carry the corresponding Jacobian*v products, in case
+            # the Jacobian changes a lot in the nonlinear step
+            #
+            # XXX: some trust-region inspired ideas might be more efficient...
+            #      See e.g., Brown & Saad. But needs to be implemented separately
+            #      since it's not an inexact Newton method.
+            self.method_kw.setdefault('store_outer_Av', False)
+            self.method_kw.setdefault('atol', 0)
+
+        # Retrieve the signature of the method to find the valid parameters
+        valid_inner_params = [
+            k for k in signature(self.method).parameters
+            if k not in ('self', 'args', 'kwargs')
+        ]
+
+        for key, value in kw.items():
+            if not key.startswith("inner_"):
+                raise ValueError(f"Unknown parameter {key}")
+            if key[6:] not in valid_inner_params:
+                # Use difflib to find close matches to the invalid key
+                inner_param_suggestions = get_close_matches(key[6:],
+                                                            valid_inner_params,
+                                                            n=1)
+                if inner_param_suggestions:
+                    suggestion_msg = (f" Did you mean '"
+                                      f"{inner_param_suggestions[0]}'?")
+                else:
+                    suggestion_msg = ""
+
+                # warn user that the parameter is not valid for the inner method
+                warnings.warn(
+                    f"Option '{key}' is invalid for the inner method: {method}."
+                    " It will be ignored."
+                    "Please check inner method documentation for valid options."
+                    + suggestion_msg,
+                    stacklevel=3,
+                    category=UserWarning,
+                    # using `skip_file_prefixes` would be a good idea
+                    # and should be added once we drop support for Python 3.11
+                )
+                # ignore this parameter and continue
+                continue
+            self.method_kw[key[6:]] = value
+
+    def _update_diff_step(self):
+        mx = abs(self.x0).max()
+        mf = abs(self.f0).max()
+        self.omega = self.rdiff * max(1, mx) / max(1, mf)
+
+    def matvec(self, v):
+        nv = norm(v)
+        if nv == 0:
+            return 0*v
+        sc = self.omega / nv
+        r = (self.func(self.x0 + sc*v) - self.f0) / sc
+        if not np.all(np.isfinite(r)) and np.all(np.isfinite(v)):
+            raise ValueError('Function returned non-finite results')
+        return r
+
+    def solve(self, rhs, tol=0):
+        if 'rtol' in self.method_kw:
+            sol, info = self.method(self.op, rhs, **self.method_kw)
+        else:
+            sol, info = self.method(self.op, rhs, rtol=tol, **self.method_kw)
+        return sol
+
+    def update(self, x, f):
+        self.x0 = x
+        self.f0 = f
+        self._update_diff_step()
+
+        # Update also the preconditioner, if possible
+        if self.preconditioner is not None:
+            if hasattr(self.preconditioner, 'update'):
+                self.preconditioner.update(x, f)
+
+    def setup(self, x, f, func):
+        Jacobian.setup(self, x, f, func)
+        self.x0 = x
+        self.f0 = f
+        self.op = scipy.sparse.linalg.aslinearoperator(self)
+
+        if self.rdiff is None:
+            self.rdiff = np.finfo(x.dtype).eps ** (1./2)
+
+        self._update_diff_step()
+
+        # Setup also the preconditioner, if possible
+        if self.preconditioner is not None:
+            if hasattr(self.preconditioner, 'setup'):
+                self.preconditioner.setup(x, f, func)
+
+
+#------------------------------------------------------------------------------
+# Wrapper functions
+#------------------------------------------------------------------------------
+
+def _nonlin_wrapper(name, jac):
+    """
+    Construct a solver wrapper with given name and Jacobian approx.
+
+    It inspects the keyword arguments of ``jac.__init__``, and allows to
+    use the same arguments in the wrapper function, in addition to the
+    keyword arguments of `nonlin_solve`
+
+    """
+    signature = _getfullargspec(jac.__init__)
+    args, varargs, varkw, defaults, kwonlyargs, kwdefaults, _ = signature
+    kwargs = list(zip(args[-len(defaults):], defaults))
+    kw_str = ", ".join([f"{k}={v!r}" for k, v in kwargs])
+    if kw_str:
+        kw_str = ", " + kw_str
+    kwkw_str = ", ".join([f"{k}={k}" for k, v in kwargs])
+    if kwkw_str:
+        kwkw_str = kwkw_str + ", "
+    if kwonlyargs:
+        raise ValueError(f'Unexpected signature {signature}')
+
+    # Construct the wrapper function so that its keyword arguments
+    # are visible in pydoc.help etc.
+    wrapper = """
+def %(name)s(F, xin, iter=None %(kw)s, verbose=False, maxiter=None,
+             f_tol=None, f_rtol=None, x_tol=None, x_rtol=None,
+             tol_norm=None, line_search='armijo', callback=None, **kw):
+    jac = %(jac)s(%(kwkw)s **kw)
+    return nonlin_solve(F, xin, jac, iter, verbose, maxiter,
+                        f_tol, f_rtol, x_tol, x_rtol, tol_norm, line_search,
+                        callback)
+"""
+
+    wrapper = wrapper % dict(name=name, kw=kw_str, jac=jac.__name__,
+                             kwkw=kwkw_str)
+    ns = {}
+    ns.update(globals())
+    exec(wrapper, ns)
+    func = ns[name]
+    func.__doc__ = jac.__doc__
+    _set_doc(func)
+    return func
+
+
+broyden1 = _nonlin_wrapper('broyden1', BroydenFirst)
+broyden2 = _nonlin_wrapper('broyden2', BroydenSecond)
+anderson = _nonlin_wrapper('anderson', Anderson)
+linearmixing = _nonlin_wrapper('linearmixing', LinearMixing)
+diagbroyden = _nonlin_wrapper('diagbroyden', DiagBroyden)
+excitingmixing = _nonlin_wrapper('excitingmixing', ExcitingMixing)
+newton_krylov = _nonlin_wrapper('newton_krylov', KrylovJacobian)