Solve a nonlinear least-squares problem using a modified Levenberg-Marquardt algorithm and a Jacobian.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double[] Solve(
	NonlinLeastSquares..::.IFunction f
)
Visual Basic (Declaration)
Public Function Solve ( _
	f As NonlinLeastSquares..::.IFunction _
) As Double()
Visual C++
public:
array<double>^ Solve(
	NonlinLeastSquares..::.IFunction^ f
)

Parameters

f
Type: Imsl.Math..::.NonlinLeastSquares..::.IFunction
User supplied NonlinLeastSquares.IFunction that defines the least-squares problem. If f implements IJacobian then its Jacobian is used. Otherwise, a finite difference Jacobian is used.

Return Value

A double array of length n containing the approximate solution.

Exceptions

ExceptionCondition
Imsl.Math..::.TooManyIterationsException is thrown if the number of iterations exceeds MaximumIterations, MaximumIterations is set to 100 by default
Imsl.Math..::.NoProgressException is thrown if the algorithm is not making any progress.

See Also