LevenbergMarquardtMinimizerNonAllocatingMinimum Method

public NonlinearMinimizationResult Minimum(
	IObjectiveModelNonAllocating objective,
	IReadOnlyList<double> initialGuess,
	IReadOnlyList<double?>? lowerBound,
	IReadOnlyList<double?>? upperBound,
	IReadOnlyList<double>? scales,
	IReadOnlyList<bool>? isFixedByUser,
	CancellationToken cancellationToken,
	Action<int, double, IReadOnlyList<double>>? reportChi2Progress,
	double initialMu,
	double gradientTolerance,
	double stepTolerance,
	double functionTolerance,
	double minimalRSSImprovement,
	int? maximumIterations
)

Parameters

objective  IObjectiveModelNonAllocating

The objective function, including model, observations, and parameter bounds.

initialGuess  IReadOnlyListDouble

The initial guess values.

lowerBound  IReadOnlyListNullableDouble

The lower bounds of the parameters. The array must have the same length as the parameter array. Provide null if not needed.

upperBound  IReadOnlyListNullableDouble

The upper bounds of the parameters. The array must have the same length as the parameter array. Provide null if not needed.

scales  IReadOnlyListDouble

The scales of the parameters. The array must have the same length as the parameter array. Provide null if not needed.

isFixedByUser  IReadOnlyListBoolean

Array of booleans, which provide which parameters are fixed. Must have the same length as the parameter array. Provide null if not needed.

cancellationToken  CancellationToken

Token to cancel the evaluation

reportChi2Progress  ActionInt32, Double, IReadOnlyListDouble

Event handler that can be used to report the NumberOfIterations and Chi² value achived so far. Can be null

initialMu  Double

The initial damping parameter of mu.

gradientTolerance  Double

The stopping threshold for infinity norm of the gradient vector.

stepTolerance  Double

The stopping threshold for L2 norm of the change of parameters.

functionTolerance  Double

The stopping threshold for L2 norm of the residuals.

minimalRSSImprovement  Double

The minimal improvement of the Chi² value in 8 iterations. Must be in the range [0,1).

maximumIterations  NullableInt32

The maximal number of iterations. Provide -1 if the number of iterations should be set automatically. Provide 0 if only a function evaluation should be done.

Return Value

Reference