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<H1>LMSTR_</H1>
Section: C Library Functions (3)<BR>Updated: March 8, 2002<BR><A HREF="#index">Index</A>
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<A NAME="lbAB"> </A>
<H2>NAME</H2>
lmstr_, lmstr1_ - minimize the sum of squares of m nonlinear functions, with user supplied Jacobian and minimal storage
<A NAME="lbAC"> </A>
<H2>SYNOPSIS</H2>
<B>include <<A HREF="file:/usr/include/minpack.h">minpack.h</A>></B>
<DL COMPACT>
<DT>
<B>void lmstr1_ ( </B>
<B>void (*</B><I>fcn</I><B>)</B>
<B>(int *</B><I>m</I><B>,</B>
<B>int *</B><I>n</I><B>,</B>
<B>double *</B><I>x</I><B>,</B>
<B>double *</B><I>fvec</I><B>,</B>
<B>double *</B><I>fjrow</I><B>,</B>
<B>int *</B><I>iflag</I><B>),</B>
<DL COMPACT><DT><DD>
<B>int *</B><I>m</I><B>,</B>
<B>int * </B><I>n</I><B>,</B>
<B>double *</B><I>x</I><B>,</B>
<B>double *</B><I>fvec</I><B>,</B>
<B>double *</B><I>fjac</I><B>,</B>
<B>int *</B><I>ldfjac</I><B>,</B>
<DD>
<B>double *</B><I>tol</I><B>,</B>
<B>int *</B><I>info</I><B>,</B>
<B>int *</B><I>iwa</I><B>,</B>
<DD>
<B>double *</B><I>wa</I><B>,</B>
<B>int *</B><I>kwa</I><B>);</B>
</DL>
<DT>
<B>void lmstr_</B>
<B>( void (*</B><I>fcn</I><B>)(</B>
<B>int *</B><I>m</I><B>,</B>
<B>int *</B><I>n</I><B>,</B>
<B>double *</B><I>x</I><B>,</B>
<B>double *</B><I>fvec</I><B>,</B>
<B>double *</B><I>fjrow</I><B>,</B>
<B>int *</B><I>iflag</I><B>),</B>
<DL COMPACT><DT><DD>
<B>int *</B><I>m</I><B>,</B>
<B>int *</B><I>n</I><B>,</B>
<B>double *</B><I>x</I><B>,</B>
<B>double *</B><I>fvec</I><B>,</B>
<B>double *</B><I>fjac</I><B>,</B>
<B>int *</B><I>ldfjac</I><B>,</B>
<DD>
<B>double *</B><I>ftol</I><B>,</B>
<B>double *</B><I>xtol</I><B>,</B>
<B>double *</B><I>gtol</I><B>,</B>
<DD>
<B>int *</B><I>maxfev</I><B>,</B>
<B>double *</B><I>diag</I><B>,</B>
<B>int *</B><I>mode</I><B>,</B>
<B>double *</B><I>factor</I><B>,</B>
<DD>
<B>int *</B><I>nprint</I><B>,</B>
<B>int *</B><I>info</I><B>,</B>
<B>int *</B><I>nfev</I><B>,</B>
<B>int *</B><I>njev</I><B>,</B>
<DD>
<B>int *</B><I>ipvt</I><B>,</B>
<B>double *</B><I>qtf</I><B>,</B>
<DD>
<B>double *</B><I>wa1</I><B>,</B>
<B>double *</B><I>wa2</I><B>,</B>
<B>double *</B><I>wa3</I><B>,</B>
<B>double *</B><I>wa4</I><B> );</B>
</DL>
<DD>
</DL>
<A NAME="lbAD"> </A>
<H2>DESCRIPTION</H2>
<P>
<DD>The purpose of <B>lmstr_</B> is to minimize the sum of the squares of
<I>m</I> nonlinear functions in <I>n</I> variables by a modification of
the Levenberg-Marquardt algorithm. The user must provide a function
which calculates the functions and the rows of the Jacobian.
<P>
<B>lmstr1_</B> performs the same function but has a simplified calling sequence.
<P>
<B><A HREF="lmder_.html">lmder</A></B>(3) and <B><A HREF="lmder_.html">lmder1</A></B>(3) perform the same function but do
not attempt to minimize storage.
<BR>
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<H3>Language notes</H3>
These functions are written in FORTRAN. If calling from
C, keep these points in mind:
<DL COMPACT>
<DT>Name mangling.<DD>
With <B>g77</B> version 2.95 or 3.0, all the function names end in an
underscore. This may change with future versions of <B>g77</B>.
<DT>Compile with <B>g77</B>.<DD>
Even if your program is all C code, you should link with <B>g77</B>
so it will pull in the FORTRAN libraries automatically. It's easiest
just to use <B>g77</B> to do all the compiling. (It handles C just fine.)
<DT>Call by reference.<DD>
All function parameters must be pointers.
<DT>Column-major arrays.<DD>
Suppose a function returns an array with 5 rows and 3 columns in an
array <I>z</I> and in the call you have declared a leading dimension of
7. The FORTRAN and equivalent C references are:
<P>
<PRE>
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]
</PRE>
<BR>
</DL>
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<H3>User-supplied Function</H3>
<P>
<I>fcn</I> is the name of the user-supplied subroutine which calculates
the functions. In FORTRAN, <I>fcn</I> must be declared in an external
statement in the user calling program, and should be written as
follows:
<P>
<PRE>
subroutine fcn(m,n,x,fvec,fjrow,iflag)
integer m,n,iflag
double precision x(n),fvec(m),fjrow(n)
----------
if iflag = 1 calculate the functions at x and
return this vector in fvec. Do not alter fjac.
if iflag = i calculate row (i-1) of the
Jacobian at x and return this vector in fjrow.
----------
return
end
</PRE>
<P>
In C, <I>fcn</I> should be written as follows:
<P>
<PRE>
void fcn(int m, int n, double *x, double *fvec, double *fjrow,
int *iflag)
{
/* If iflag = 1 calculate the functions at x and return the
values in fvec[0] through fvec[m-1]. Do not alter fjac.
If iflag = i calculate row (i-1) of the Jacobian
at x and return the vector in fjrow. */
}
</PRE>
<P>
<I>iflag</I> is an input integer which specifies whether a function
value or Jacobian row is to be calculated.
The value of <I>iflag</I> should not be changed by <I>fcn</I> unless the
user wants to terminate execution of <B>lmstr_</B> (or <B>lmstr1_</B>). In
this case set <I>iflag</I> to a negative integer.
<BR>
<A NAME="lbAG"> </A>
<H3>Parameters for both <B>lmstr_</B> and <B>lmstr1_</B></H3>
<P>
<I>m</I> is a positive integer input variable set to the number
of functions.
<P>
<I>n</I> is a positive integer input variable set to the number
of variables. <I>n</I> must not exceed <I>m</I>.
<P>
<I>x</I> is an array of length <I>n</I>. On input <I>x</I> must contain
an initial estimate of the solution vector. On output <I>x</I>
contains the final estimate of the solution vector.
<P>
<I>fvec</I> is an output array of length <I>m</I> which contains
the functions evaluated at the output <I>x</I>.
<P>
<I>fjrow</I> is an output array of length <I>n</I> which is set to one
row of the Jacobian evaluated at <I>x</I>.
<P>
<I>fjac</I> is an output <I>m</I> by <I>n</I> array. The upper <I>n</I> by
<I>n</I> submatrix of <I>fjac</I> contains an upper triangular matrix
<B>r</B> with diagonal elements of nonincreasing magnitude such that
<P>
<BR> t t t
<BR> p *(jac *jac)*p = r *r,
<P>
where <I>p</I> is a permutation matrix and <B>jac</B> is the final
calculated Jacobian. Column <B>j</B> of <I>p</I> is column
<I>ipvt</I>(<B>j</B>) (see below) of the identity matrix. The lower
trapezoidal part of <I>fjac</I> contains information generated during
the computation of <B>r</B>.
<P>
<I>ldfjac</I> is a positive integer input variable not less than
<I>m</I> which specifies the leading dimension of the array
<I>fjac</I>.
<BR>
<A NAME="lbAH"> </A>
<H3>Parameters for <B>lmstr1_</B></H3>
<P>
<I>tol</I> is a nonnegative input variable. Termination occurs when
the algorithm estimates either that the relative error in the sum of
squares is at most <I>tol</I> or that the relative error between
<I>x</I> and the solution is at most <I>tol</I>.
<P>
<I>info</I> is an integer output variable. if the user has
terminated execution, <I>info</I> is set to the (negative)
value of iflag. see description of <I>fcn</I>. otherwise,
<I>info</I> is set as follows.
<P>
<BR> <I>info</I> = 0 improper input parameters.
<P>
<BR> <I>info</I> = 1 algorithm estimates that the relative error
in the sum of squares is at most <I>tol</I>.
<P>
<BR> <I>info</I> = 2 algorithm estimates that the relative error
between x and the solution is at most <I>tol</I>.
<P>
<BR> <I>info</I> = 3 conditions for <I>info</I> = 1 and <I>info</I> = 2 both hold.
<P>
<BR> <I>info</I> = 4 <I>fvec</I> is orthogonal to the columns of the
Jacobian to machine precision.
<P>
<BR> <I>info</I> = 5 number of calls to <I>fcn</I> has reached or
exceeded 100*(<I>n</I>+1).
<P>
<BR> <I>info</I> = 6 <I>tol</I> is too small. no further reduction in
the sum of squares is possible.
<P>
<BR> <I>info</I> = 7 <I>tol</I> is too small. no further improvement in
the approximate solution x is possible.
<P>
<I>wa</I> is a work array of length <I>lwa</I>.
<P>
<I>lwa</I> is an integer input variable not less than <I>m</I>*<I>n</I> +
5*<I>n</I> + <I>m</I> for <B>lmder1</B>, or 5*<I>n</I>+<I>m</I> for <B>lmstr1_</B>.
<BR>
<A NAME="lbAI"> </A>
<H3>Parameters for <B>lmstr_</B></H3>
<P>
<I>ftol</I> is a nonnegative input variable. Termination
occurs when both the actual and predicted relative
reductions in the sum of squares are at most <I>ftol</I>.
Therefore, <I>ftol</I> measures the relative error desired
in the sum of squares.
<P>
<I>xtol</I> is a nonnegative input variable. Termination
occurs when the relative error between two consecutive
iterates is at most <I>xtol</I>. Therefore, <I>xtol</I> measures the
relative error desired in the approximate solution.
<P>
<I>gtol</I> is a nonnegative input variable. Termination
occurs when the cosine of the angle between <I>fvec</I> and
any column of the Jacobian is at most <I>gtol</I> in absolute
value. Therefore, <I>gtol</I> measures the orthogonality
desired between the function vector and the columns
of the Jacobian.
<P>
<I>maxfev</I> is a positive integer input variable. Termination
occurs when the number of calls to <I>fcn</I> is at least
<I>maxfev</I> by the end of an iteration.
<P>
<I>diag</I> is an array of length <I>n</I>. If <I>mode</I> = 1 (see
below), <I>diag</I> is internally set. If <I>mode</I> = 2, <I>diag</I>
must contain positive entries that serve as
multiplicative scale factors for the variables.
<P>
<I>mode</I> is an integer input variable. If <I>mode</I> = 1, the
variables will be scaled internally. If <I>mode</I> = 2,
the scaling is specified by the input <I>diag</I>. Other
values of mode are equivalent to <I>mode</I> = 1.
<P>
<I>factor</I> is a positive input variable used in determining the
initial step bound. This bound is set to the product of <I>factor</I>
and the euclidean norm of <I>diag</I>*<I>x</I> if the latter is
nonzero, or else to <I>factor</I> itself. In most cases factor should
lie in the interval (.1,100.). 100. is a generally recommended
value.
<P>
<I>nprint</I> is an integer input variable that enables controlled
printing of iterates if it is positive. In this case, fcn is called
with <I>iflag</I> = 0 at the beginning of the first iteration and
every <I>nprint</I> iterations thereafter and immediately prior to
return, with <I>x</I> and <I>fvec</I> available for printing. If
<I>nprint</I> is not positive, no special calls of fcn with
<I>iflag</I> = 0 are made.
<P>
<I>info</I> 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.
<P>
<BR> <I>info</I> = 0 improper input parameters.
<P>
<BR> <I>info</I> = 1 both actual and predicted relative reductions
in the sum of squares are at most <I>ftol</I>.
<P>
<BR> <I>info</I> = 2 relative error between two consecutive iterates
is at most <I>xtol</I>.
<P>
<BR> <I>info</I> = 3 conditions for <I>info</I> = 1 and <I>info</I> = 2 both hold.
<P>
<BR> <I>info</I> = 4 the cosine of the angle between fvec and any
column of the Jacobian is at most gtol in absolute value.
<P>
<BR> <I>info</I> = 5 number of calls to <I>fcn</I> has reached or
exceeded maxfev.
<P>
<BR> <I>info</I> = 6 <I>ftol</I> is too small. No further reduction in
the sum of squares is possible.
<P>
<BR> <I>info</I> = 7 <I>xtol</I> is too small. No further improvement in
the approximate solution x is possible.
<P>
<BR> <I>info</I> = 8 <I>gtol</I> is too small. <I>fvec</I> is orthogonal to
the columns of the Jacobian to machine precision.
<P>
<I>nfev</I> is an integer output variable set to the number of
calls to <I>fcn</I> with <I>iflag</I> = 1.
<P>
<I>njev</I> is an integer output variable set to the number of
calls to fcn with <I>iflag</I> = 2.
<P>
<I>ipvt</I> is an integer output array of length <I>n</I>. <I>ipvt</I>
defines a permutation matrix <I>p</I> such that <I>jac</I>*<I>p</I> =
<I>q</I>*<I>r</I>, where <I>jac</I> is the final calculated Jacobian,
<I>q</I> is orthogonal (not stored), and <I>r</I> is upper triangular
with diagonal elements of nonincreasing magnitude. Column <B>j</B>
of <I>p</I> is column <I>ipvt</I>(<B>j</B>) of the identity matrix.
<P>
<I>qtf</I> is an output array of length <I>n</I> which contains
the first <I>n</I> elements of the vector (<I>q</I> transpose)*<I>fvec</I>.
<P>
<I>wa1</I>, <I>wa2</I>, and <I>wa3</I> are work arrays of length <I>n</I>.
<P>
<I>wa4</I> is a work array of length <I>m</I>.
<BR>
<A NAME="lbAJ"> </A>
<H2>SEE ALSO</H2>
<B><A HREF="lmdif_.html">lmdif</A></B>(3),
<B><A HREF="lmdif_.html">lmdif1</A></B>(3),
<B><A HREF="lmder_.html">lmder</A></B>(3),
<B><A HREF="lmder_.html">lmder1</A></B>(3).
<BR>
<A NAME="lbAK"> </A>
<H2>AUTHORS</H2>
Jorge More', Burt Garbow, and Ken Hillstrom at Argonne National Laboratory.
This manual page was written by Jim Van Zandt <<A HREF="mailto:jrv@debian.org">jrv@debian.org</A>>,
for the Debian GNU/Linux system (but may be used by others).
<P>
<HR>
<A NAME="index"> </A><H2>Index</H2>
<DL>
<DT><A HREF="#lbAB">NAME</A><DD>
<DT><A HREF="#lbAC">SYNOPSIS</A><DD>
<DT><A HREF="#lbAD">DESCRIPTION</A><DD>
<DL>
<DT><A HREF="#lbAE">Language notes</A><DD>
<DT><A HREF="#lbAF">User-supplied Function</A><DD>
<DT><A HREF="#lbAG">Parameters for both <B>lmstr_</B> and <B>lmstr1_</B></A><DD>
<DT><A HREF="#lbAH">Parameters for <B>lmstr1_</B></A><DD>
<DT><A HREF="#lbAI">Parameters for <B>lmstr_</B></A><DD>
</DL>
<DT><A HREF="#lbAJ">SEE ALSO</A><DD>
<DT><A HREF="#lbAK">AUTHORS</A><DD>
</DL>
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