> So no one re-writes their own stuff I have (unwillingly) had to do this. I did look at off-the-shelf solvers but they all seemed to restrict themselves to ni

> So no one re-writes their own stuff I have (unwillingly) had to do this. I did look at off-the-shelf solvers but they all seemed to restrict themselves to nice domains in low dimensions. Edit: Perhaps you are only talking about the linear algebra "stuff". I did use SciPy for that.