Most efficient way to solve system of equations involving the digamma function?
- by Neil G
What is the most efficient way to solve system of equations involving the digamma function?
I have a vector v and I want to solve for a vector w such that for all i:
digamma(sum(w)) - digamma(w_i) = v_i
and
w_i 0
I found the gsl function gsl_sf_psi, which is the digamma function. Is there an identity I can use to reduce the equations? Is my best bet to use a solver? I am using C++0x; which solver is easiest to use and fast?