com.imsl.test.example.math

Class NonlinLeastSquaresEx1

java.lang.Object

com.imsl.test.example.math.NonlinLeastSquaresEx1

public class NonlinLeastSquaresEx1
extends Object

Solves a nonlinear least squares problem using a finite difference Jacobian.

A nonlinear least squares problem is solved using a finite difference Jacobian. The problem is to minimize the vector-function, $$ f(x_1,x_2) = \begin{bmatrix}10.0(x_2-x_1^2)\\ 1.0-x_1 \end{bmatrix} $$

The analytic Jacobian is $$ J(x_1,x_2) = \begin{bmatrix}-20.0x_1 & 10.0\\ -1.0 & 0.0 \end{bmatrix}. $$

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
NonlinLeastSquaresEx1()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

NonlinLeastSquaresEx1

public NonlinLeastSquaresEx1()

Method Detail

main

public static void main(String[] args)
                 throws NonlinLeastSquares.TooManyIterationsException

Throws:

NonlinLeastSquares.TooManyIterationsException