NLFitLevenbergMarquardtFit(NLFitLMFunction, Double, Double, Double, Double, Double, Int32, Double, Double, Int32, Double, Int32, Int32, Int32, Double, Int32, Int32, Double, Double, Double, Double, Double, CancellationToken) Method

public static void LevenbergMarquardtFit(
	NLFitLMFunction fcn,
	double[] xvec,
	double[] fvec,
	double ftol,
	double xtol,
	double gtol,
	int maxfev,
	double epsfcn,
	double[] diag,
	int mode,
	double factor,
	int nprint,
	ref int info,
	ref int nfev,
	double[] fjac,
	int ldfjac,
	int[] ipvt,
	double[] qtf,
	double[] wa1,
	double[] wa2,
	double[] wa3,
	double[] wa4,
	CancellationToken cancellationToken
)

Parameters

fcn  NLFitLMFunction

The user-supplied function that provides values to minimize.

xvec  Double

Parameter vector (input: initial estimate; output: final estimate).

fvec  Double

Output array that receives the evaluated function values at the output xvec.

ftol  Double

Tolerance on the relative reduction of the sum of squares.

xtol  Double

Tolerance on the relative change in the solution.

gtol  Double

Tolerance on the orthogonality between the function vector and the Jacobian columns.

maxfev  Int32

Maximum number of function evaluations.

epsfcn  Double

Step-length control for the forward-difference Jacobian approximation. If less than machine precision, machine precision is assumed.

diag  Double

Scaling factors for the variables (depending on mode).

mode  Int32

Scaling mode for variables (1: internal scaling; 2: use diag).

factor  Double

Initial step bound scaling factor.

nprint  Int32

Controls calling fcn with iflag = 0 for printing iterates.

info  Int32

Output status code.

nfev  Int32

On output, receives the number of calls to fcn.

fjac  Double

Jacobian array (m-by-n, column-major). On output contains the final QR information.

ldfjac  Int32

Leading dimension of fjac.

ipvt  Int32

Pivot indices defining permutation matrix.

qtf  Double

The first n elements of (Qᵀ)f.

wa1  Double

Working array of length n.

wa2  Double

Working array of length n.

wa3  Double

Working array of length n.

wa4  Double

Working array of length m.

cancellationToken  CancellationToken

Token to cancel the fit.

Reference