NL2SOLLeastSq Class Reference

Wrapper class for the NL2SOL nonlinear least squares library. More...

Inheritance diagram for NL2SOLLeastSq:

LeastSq Minimizer Iterator List of all members.

Public Member Functions

 NL2SOLLeastSq (Model &model)
 standard constructor
 NL2SOLLeastSq (NoDBBaseConstructor, Model &model)
 alternate constructor
 ~NL2SOLLeastSq ()
 destructor
void minimize_residuals ()
 for the least squares branch.

Static Private Member Functions

static void calcr (int *np, int *pp, Real *x, int *nfp, Real *r, int *ui, void *ur, Vf vf)
 evaluator function for residual vector
static void calcj (int *np, int *pp, Real *x, int *nfp, Real *J, int *ui, void *ur, Vf vf)
 evaluator function for residual Jacobian

Private Attributes

int auxprt
 auxilary printing bits (see Dakota Ref Manual): sum of 1 = x0prt (print initial guess) 2 = solprt (print final solution) 4 = statpr (print solution statistics) 8 = parprt (print nondefault parameters) 16 = dradpr (print bound constraint drops/adds) debug/verbose/normal use default = 31 (everything), quiet uses 3, silent uses 0.
int outlev
 frequency of output summary lines in number of iterations (debug/verbose/normal/quiet use default = 1, silent uses 0)
Real dltfdj
 finite-diff step size for computing Jacobian approximation (fd_gradient_step_size)
Real delta0
 finite-diff step size for gradient differences for H (a component of some covariance approximations, if desired) (fd_hessian_step_size)
Real dltfdc
 finite-diff step size for function differences for H (fd_hessian_step_size)
int mxfcal
 function-evaluation limit (max_function_evaluations)
int mxiter
 iteration limit (max_iterations)
Real rfctol
 relative fn convergence tolerance (convergence_tolerance)
Real afctol
 absolute fn convergence tolerance (absolute_conv_tol)
Real xctol
 x-convergence tolerance (x_conv_tol)
Real sctol
 singular convergence tolerance (singular_conv_tol)
Real lmaxs
 radius for singular-convergence test (singular_radius)
Real xftol
 false-convergence tolerance (false_conv_tol)
int covreq
 kind of covariance required (covariance): 1 or -1 ==> sigma^2 H^-1 J^T J H^-1 2 or -2 ==> sigma^2 H^-1 3 or -3 ==> sigma^2 (J^T J)^-1 1 or 2 ==> use gradient diffs to estimate H -1 or -2 ==> use function diffs to estimate H default = 0 (no covariance)
int rdreq
 whether to compute the regression diagnostic vector (regression_diagnostics)
Real fprec
 expected response function precision (function_precision)
Real lmax0
 initial trust-region radius (initial_trust_radius)

Static Private Attributes

static NL2SOLLeastSqnl2solInstance
 evaluator functions

Detailed Description

Wrapper class for the NL2SOL nonlinear least squares library.

The NL2SOLLeastSq class provides a wrapper for NL2SOL (TOMS Algorithm 573), in the updated form of Port Library routines dn[fg][b ] from Bell Labs; see http://www.netlib.org/port/readme. The Fortran from Port has been turned into C by f2c. NL2SOL uses a function pointer approach for which passed functions must be either global functions or static member functions.


The documentation for this class was generated from the following files:
Generated on Wed Nov 5 19:54:07 2008 for DAKOTA by  doxygen 1.5.1