The fsolve function of scipy library has an optional input argument, diag which reads as follows:
diag: sequence, optional
N positive entries that serve as a scale factors for the variables.
My question is, what are these scale variables?
It appears that it determines the step taken by the algorithm in each iteration during the search for the roots. Is that correct? If yes, it can be very useful for better convergence of the algorithm. Then, how do I determine the scale? I know the lower and upper bounds for my variables.