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

public static void LevenbergMarquardtFit(
	NLFitLMFunction fcn,
	double[] xvec,
	double[] fvec,
	double tol,
	ref int info,
	int[] iwa,
	double[] diag,
	double[] fjac,
	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

Array of length n containing the parameter vector. On input, it must contain an initial estimate of the solution. On output, it contains the final estimate of the solution.

fvec  Double

Output array of length m which receives the function values evaluated at the output xvec.

tol  Double

Nonnegative input variable. Termination occurs when the algorithm estimates either that the relative error in the sum of squares is at most tol, or that the relative error between xvec and the solution is at most tol.

info  Int32

Info is an integer output variable. If the user has terminated execution, info is set to the (negative) value of iflag. See description of fcn. Otherwise, info is set as follows: info = 0 improper input parameters. info = 1 algorithm estimates that the relative error in the sum of squares is at most tol. info = 2 algorithm estimates that the relative error between x and the solution is at most tol. info = 3 conditions for info = 1 and info = 2 both hold. info = 4 fvec is orthogonal to the columns of the Jacobian to machine precision. info = 5 number of calls to fcn has reached or exceeded 200*(n+1). info = 6 tol is too small. No further reduction in the sum of squares is possible. info = 7 tol is too small. No further improvement in the approximate solution x is possible.

iwa  Int32

Integer working array of length n.

diag  Double

Working array of length n. If mode = 2 in the general interface, contains scaling factors.

fjac  Double

Working array for the Jacobian of length m*n (column-major).

ipvt  Int32

Working array of length n containing pivot indices.

qtf  Double

Working array of length n containing 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