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NLFitlmpar Method

Computes the Levenberg-Marquardt parameter for a constrained least-squares subproblem.

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntax
C#
public static void lmpar(
	int n,
	double[] r,
	int ldr,
	int[] ipvt,
	double[] diag,
	double[] qtb,
	double delta,
	ref double par,
	double[] x,
	double[] sdiag,
	double[] wa1,
	double[] wa2
)

Parameters

n  Int32
The number of variables.
r  Double
Upper triangular matrix R from a QR factorization (stored column-major).
ldr  Int32
Leading dimension of r.
ipvt  Int32
Permutation vector defining the pivoting.
diag  Double
Diagonal scaling matrix D (as a vector).
qtb  Double
The first n components of (Qᵀ)b.
delta  Double
Upper bound on the Euclidean norm of D*x.
par  Double
On input, an initial estimate of the parameter; on output, the final estimate.
x  Double
Output array that receives the least-squares solution.
sdiag  Double
Output array that receives the diagonal elements of the upper triangular matrix S.
wa1  Double
Working array of length n.
wa2  Double
Working array of length n.
See Also