Computes the Levenberg-Marquardt parameter for a constrained least-squares subproblem.
Namespace: Altaxo.Calc.RegressionAssembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntaxpublic 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