NonlinearLS Class |
Allows to solve nonlinear least squares problems using trust-region algorithm.
Inheritance HierarchySystemObject
FinMath.NumericalOptimization.UnconstrainedNonlinearLS
FinMath.NumericalOptimization.UnconstrainedNonlinearLS
Namespace: FinMath.NumericalOptimization.Unconstrained
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public class NonlinearLS
The NonlinearLS type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | NonlinearLS(Int32, Int32, NonlinearLSFunctionDelegate) |
Initializes the instance of class NonlinearLS.
|
| NonlinearLS(Int32, Int32, NonlinearLSFunctionDelegate, NonlinearLSGradientDelegate) |
Initializes the instance of class NonlinearLS. This constructor
allows to pass (optionally) the function that calculates the objective Jacobi
matrix. In case when gradient is null, the numerical Jacobi
matrix will be used instead of analytical.
|
Properties| Name | Description | |
|---|---|---|
 | FinalResidual |
The final residual.
|
| InitialResidual |
The initial residual.
|
| InitialStepBound |
Positive input variable used in determining the initial step bound.
In most cases the factor should lie within the interval (0.1, 100.0).
The generally recommended value is 100.
|
| IterationsDone |
The number of iterations have been done after the algorithm terminated.
|
| JacobiMatrixPrecision |
The precision of the Jacobi matrix calculation.
|
| JacobiMatrixTolerance |
The tolerance for determining that Jacobi matrix is singular.
|
| LowerBound |
Contains lower bounds for x.
|
| MinimumPoint |
The minimum point found.
|
| ResidualDecreaseTolerance |
The tolerance (lower bound) for objective function (residual) decrease.
|
| ResidualTolerance |
The tolerance for Euclidean norm of residuals.
|
| StopCriterion |
The index of stop-criterion of the trust-region algorithm.
|
| TrialStepIterationLimit |
Maximum number of iterations to use for trial step calculation.
|
| TrialStepPrecision |
Trial step precision.
|
| TrialStepTolerance |
The tolerance for step length.
|
| TrustRegionAreaBound |
The upper bound for trust region area.
|
| TrustRegionIterationLimit |
Maximum number of iterations to use in trust-region algorithm.
|
| UpperBound |
Contains upper bounds for x.
|
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Minimize |
Finds the minimum point.
|
| Minimize(Vector) |
Finds the minimum point.
|
| SetBounds |
Set lower and upper bounds for x.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also