ILNumerics - Technical Application Development
Assembly: ILNumerics.Toolboxes.Optimization (in ILNumerics.Toolboxes.Optimization.dll) Version: 5.5.0.0 (5.5.7503.3146)
Solution vector, Rn.
leastsq_levm uses the minpack optimization algorithms lmder (jacobian function provided) und lmdif (no jacobian function provided).
Solves a vectorial least squares problem using the levenberg marquardt algorithm.
[ILNumerics Optimization Toolbox]
Namespace: ILNumerics.Toolboxes
Assembly: ILNumerics.Toolboxes.Optimization (in ILNumerics.Toolboxes.Optimization.dll) Version: 5.5.0.0 (5.5.7503.3146)
Syntax
public static RetArray<double> leastsq_levm( OptimizationObjectiveFunction<double> objfunc, InArray<double> x0, OptimizationDerivativeFunction<double> jacobianFunc = null, int maxIter = 200, OutArray<double> Fx = null, OutArray<double> iterations = null, OutArray<int> iterationCount = null, OutArray<double> gradientNorm = null, OutArray<int> nFct = null, double tol = 1E-08, double tolf = 1E-08 )
Parameters
- objfunc
- Type: ILNumerics.ToolboxesOptimizationObjectiveFunctionDouble
Objective function, Rn -> Rm - x0
- Type: ILNumericsInArrayDouble
Initial guess, vector of length n - jacobianFunc (Optional)
- Type: ILNumerics.ToolboxesOptimizationDerivativeFunctionDouble
[optional] User defined function for computing the jacobian of objfunc at a position x. Default: compute jacobian using fast forward finite differences approach. - maxIter (Optional)
- Type: SystemInt32
[optional] Maximal number of iterations performed while searching for the solution. Default: 200 - Fx (Optional)
- Type: ILNumericsOutArrayDouble
[optional] Output: Result of evaluating objfunc at the solution found (residuals). Default: null - not computed - iterations (Optional)
- Type: ILNumericsOutArrayDouble
[optional] Output: intermediate solution vectors for each iteration step to the solution. Default: null - not provided - iterationCount (Optional)
- Type: ILNumericsOutArrayInt32
[optional] Output: number of iteration steps needed to get to the final solution. Default: null - not returned - gradientNorm (Optional)
- Type: ILNumericsOutArrayDouble
[optional] Output row vector of gradient function (jacobian) 2-norms after each iteration step. Used for convergence verification. Default: null (not computed) - nFct (Optional)
- Type: ILNumericsOutArrayInt32
[optional] Output: number of evaluations of the objective function during computation. Default: null - not returned - tol (Optional)
- Type: SystemDouble
[Optional] Exit criterion for the distance of the minimizer to the optimal solution. Default: 1e-8 - tolf (Optional)
- Type: SystemDouble
[Optional] Maximum absolute value allowed for the function value at the solution. Default: 1e-8
Return Value
Type: RetArrayDoubleSolution vector, Rn.
Remarks
[ILNumerics Optimization Toolbox]
See Also