最小二乘sin函数C语言,cminpack软件包中求最小二乘解的函数使用

NAME

lmdif_, lmdif1_ - minimize the sum of squares of m nonlinear

functions

SYNOPSIS

include

void lmdif1_ ( void (*fcn)(int

*m, int *n, double

*x, double *fvec, int

*iflag),

int *m, int * n,

double *x, double

*fvec,

double *tol, int

*info, int *iwa, double

*wa, int *lwa);

void lmdif_ ( void (*fcn)(int

*m, int *n, double

*x, double *fvec, int

*iflag),

int *m, int *n,

double *x, double

*fvec,

double *ftol, double

*xtol, double *gtol, int

*maxfev, double *epsfcn,

double *diag, int *mode,

double *factor, int

*nprint, int *info, int

*nfev, double *fjac,

int *ldfjac, int

*ipvt, double *qtf,

double *wa1, double

*wa2, double *wa3, double

*wa4 );

DESCRIPTION

The purpose of lmdif_ is to minimize the sum of the squares

of m nonlinear functions in n variables by a

modification of the Levenberg-Marquardt algorithm. The user must

provide a subroutine which calculates the functions. The Jacobian

is then calculated by a forward-difference approximation.

lmdif1_ serves the same purpose but has a simplified

calling sequence.

Language notes

These functions are written in FORTRAN. If calling from C, keep

these points in mind:

Name mangling.

With g77 version 2.95 or 3.0, all the function names end

in an underscore. This may change with future versions of

g77.

Compile with g77.

Even if your program is all C code, you should link with

g77 so it will pull in the FORTRAN libraries automatically.

It's easiest just to use g77 to do all the compiling. (It

handles C just fine.)

Call by reference.

All function parameters must be pointers.

Column-major arrays.

Suppose a function returns an array with 5 rows and 3 columns

in an array z and in the call you have declared a leading

dimension of 7. The FORTRAN and equivalent C references are:

z(1,1) z[0]

z(2,1) z[1]

z(5,1) z[4]

z(1,2) z[7]

z(1,3) z[14]

z(i,j) z[(i-1) + (j-1)*7]

fcn is the name of the user-supplied subroutine which

calculates the functions. In FORTRAN, fcn must be declared

in an external statement in the user calling program, and should be

written as follows:

subroutine fcn(m,n,x,fvec,iflag)

integer m,n,iflag

double precision x(n),fvec(m)

----------

calculate the functions at x and

return this vector in fvec.

----------

return

end

In C, fcn should be written as follows:

void fcn(int m, int n, double *x, double *fvec, int *iflag)

{

}

The value of iflag should not be changed by fcn

unless the user wants to terminate execution of lmdif_ (or

lmdif1_). In this case set iflag to a negative

integer.

Parameters for both lmdif_ and lmdif1_

m is a positive integer input variable set to the number

of functions.

n is a positive integer input variable set to the number

of variables. n must not exceed m.

x is an array of length n. On input x must

contain an initial estimate of the solution vector. On output

x contains the final estimate of the solution vector.

fvec is an output array of length m which contains

the functions evaluated at the output x.

Parameters for lmdif1_

tol is a nonnegative input variable. Termination occurs

when the algorithm estimates either that the relative error in the

sum of squares is at most tol or that the relative error

between x and the solution is at most tol.

info is an integer output variable. if the user has

terminated execution, info is set to the (negative) value of

iflag. see description of fcn. otherwise, info is set

as follows.

info = 0 improper input parameters.

info = 1 algorithm estimates that the relative error

in the sum of squares is at most tol.

info = 2 algorithm estimates that the relative error

between x and the solution is at most tol.

info = 3 conditions for info = 1 and info = 2 both hold.

info = 4 fvec is orthogonal to the columns of the

Jacobian to machine precision.

info = 5 number of calls to fcn has reached or

exceeded 200*(n+1).

info = 6 tol is too small. no further reduction in

the sum of squares is possible.

info = 7 tol is too small. no further improvement in

the approximate solution x is possible.

iwa is an integer work array of length n.

wa is a work array of length lwa.

lwa is an integer input variable not less than

m*n + 5*n + m.

Parameters for lmdif_

ftol is a nonnegative input variable. Termination occurs

when both the actual and predicted relative reductions in the sum

of squares are at most ftol. Therefore, ftol measures

the relative error desired in the sum of squares.

xtol is a nonnegative input variable. Termination occurs

when the relative error between two consecutive iterates is at most

xtol. Therefore, xtol measures the relative error

desired in the approximate solution.

gtol is a nonnegative input variable. Termination occurs

when the cosine of the angle between fvec and any column of

the Jacobian is at most gtol in absolute value. Therefore,

gtol measures the orthogonality desired between the function

vector and the columns of the Jacobian.

maxfev is a positive integer input variable. Termination

occurs when the number of calls to fcn is at least

maxfev by the end of an iteration.

epsfcn is an input variable used in determining a

suitable step length for the forward-difference approximation. This

approximation assumes that the relative errors in the functions are

of the order of epsfcn. If epsfcn is less than the

machine precision, it is assumed that the relative errors in the

functions are of the order of the machine precision.

diag is an array of length n. If mode = 1

(see below), diag is internally set. If mode = 2,

diag must contain positive entries that serve as

multiplicative scale factors for the variables.

mode is an integer input variable. If mode = 1,

the variables will be scaled internally. If mode = 2, the

scaling is specified by the input diag. Other values of mode

are equivalent to mode = 1.

factor is a positive input variable used in determining

the initial step bound. This bound is set to the product of

factor and the euclidean norm of diag*x if the

latter is nonzero, or else to factor itself. In most cases

factor should lie in the interval (.1,100.). 100. is a generally

recommended value.

nprint is an integer input variable that enables

controlled printing of iterates if it is positive. In this case,

fcn is called with iflag = 0 at the beginning of the first

iteration and every nprint iterations thereafter and

immediately prior to return, with x and fvec

available for printing. If nprint is not positive, no

special calls of fcn with iflag = 0 are made.

info is an integer output variable. If the user has

terminated execution, info is set to the (negative) value of iflag.

See description of fcn. Otherwise, info is set as follows.

info = 0 improper input parameters.

info = 1 both actual and predicted relative reductions

in the sum of squares are at most ftol.

info = 2 relative error between two consecutive iterates

is at most xtol.

info = 3 conditions for info = 1 and info = 2 both hold.

info = 4 the cosine of the angle between fvec and any

column of the Jacobian is at most gtol in absolute value.

info = 5 number of calls to fcn has reached or

exceeded maxfev.

info = 6 ftol is too small. No further reduction in

the sum of squares is possible.

info = 7 xtol is too small. No further improvement in

the approximate solution x is possible.

info = 8 gtol is too small. fvec is orthogonal to

the columns of the Jacobian to machine precision.

nfev is an integer output variable set to the number of

calls to fcn.

fjac is an output m by n array. The upper

n by n submatrix of fjac contains an upper

triangular matrix r with diagonal elements of nonincreasing

magnitude such that

t t t

p *(jac *jac)*p = r *r,

where p is a permutation matrix and jac is the

final calculated Jacobian. column j of p is column

ipvt(j) (see below) of the identity matrix. The lower

trapezoidal part of fjac contains information generated

during the computation of r.

ldfjac is a positive integer input variable not less than

m which specifies the leading dimension of the array

fjac.

ipvt is an integer output array of length n.

ipvt defines a permutation matrix p such that

jac*p = q*r, where jac is the

final calculated Jacobian, q is orthogonal (not stored), and

r is upper triangular with diagonal elements of

nonincreasing magnitude. Column j of p is column

ipvt(j) of the identity matrix.

qtf is an output array of length n which contains

the first n elements of the vector (q

transpose)*fvec.

wa1, wa2, and wa3 are work arrays of length

n.

wa4 is a work array of length m.

示例函数：

#include

#include

#include

int fcn(void *p, int m, int n, const double *x, double *fvec, int

iflag);

int main()

{

int m, n, info, lwa, iwa[3];

double tol, fnorm, x[3], fvec[15], wa[75];

m = 15;

n = 3;

x[0] = 1.e0;

x[1] = 1.e0;

x[2] = 1.e0;

lwa = 75;

tol = 1e-15;

info = lmdif1(fcn, 0, m, n, x, fvec, tol, iwa,

wa, lwa);

fnorm = enorm(m, fvec);

printf(" FINAL L2 NORM OF THE RESIDUALS%15.7f\n\n",fnorm);

printf(" EXIT

PARAMETER %10i\n\n", info);

printf(" FINAL APPROXIMATE SOLUTION\n\n %15.7f%15.7f%15.7f\n",

x[0], x[1], x[2]);

return 0;

}

int fcn(void *p, int m, int n, const double *x, double *fvec, int

iflag)

{

int i;

double tmp1,tmp2,tmp3;

double

y[15]={1.4e-1,1.8e-1,2.2e-1,2.5e-1,2.9e-1,3.2e-1,3.5e-1,3.9e-1,

3.7e-1,5.8e-1,7.3e-1,9.6e-1,1.34e0,2.1e0,4.39e0};

double sum=0;

for (i=0; i<15; i++)

{

tmp1 = i+1;

tmp2 = 15 - i;

tmp3 = tmp1;

if (i >= 8) tmp3 = tmp2;

fvec[i] = y[i] - (x[0] + tmp1/(x[1]*tmp2 + x[2]*tmp3));

sum +=

fvec[i] * fvec[i];

}

printf("%lf

sum\n",sqrt(sum));

return 0;

}