ILNumerics Ultimate VS

Optimizationleastsq_levm Method

ILNumerics Ultimate VS Documentation
ILNumerics - Technical Application Development
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: RetArrayDouble
Solution vector, Rn.
Remarks

leastsq_levm uses the minpack optimization algorithms lmder (jacobian function provided) und lmdif (no jacobian function provided).

[ILNumerics Optimization Toolbox]

See Also

Reference

Other Resources