NonLinearLeastSquare Class Reference
#include <ql/math/optimization/leastsquare.hpp>
Detailed Description
Non-linear least-square method.Using a given optimization algorithm (default is conjugate gradient),
where is the Euclidean norm of
for some vector-valued function
from
to
,
with where
is the vector of target data and
is a scalar function.
Assuming the differentiability of , the gradient of
is defined by
Public Member Functions | |
NonLinearLeastSquare (Constraint &c, Real accuracy=1e-4, Size maxiter=100) | |
Default constructor. | |
NonLinearLeastSquare (Constraint &c, Real accuracy, Size maxiter, boost::shared_ptr< OptimizationMethod > om) | |
Default constructor. | |
~NonLinearLeastSquare () | |
Destructor. | |
Array & | perform (LeastSquareProblem &lsProblem) |
Solve least square problem using numerix solver. | |
void | setInitialValue (const Array &initialValue) |
Array & | results () |
return the results | |
Real | residualNorm () |
return the least square residual norm | |
Real | lastValue () |
return last function value | |
Integer | exitFlag () |
return exit flag | |
Integer | iterationsNumber () |
return the performed number of iterations |