Implements the Levenberg-Marquardt algorithm for non-linear least-squares.
| Name | Description |
---|
 | ConvergenceTests |
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Dimensions |
Gets or sets the number of dimensions of the optimization problem.
(Inherited from LeastSquaresOptimizer.) |
 | EstimatedError |
Gets a value indicating the size of the absolute
error of the result.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | EvaluationsNeeded |
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Extremum | Obsolete.
Gets or sets the current best approximation to the extremum.
(Inherited from LeastSquaresOptimizer.) |
 | GradientTest | (Inherited from LeastSquaresOptimizer.) |
 | GradientVector |
Gets or sets the current value of the gradient.
(Inherited from LeastSquaresOptimizer.) |
 | HasSharedDegreeOfParallelism |
Indicates whether the degree of parallelism is a property that is shared
across instances.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | InitialGuess |
Gets or sets the initial value for the iteration.
(Inherited from LeastSquaresOptimizer.) |
 | InitialTrustRegionSize |
Gets or sets the initial size of the trust region.
(Inherited from LeastSquaresOptimizer.) |
 | IterationsNeeded |
Gets the number of iterations needed by the
algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | JacobianEvaluationsNeeded |
Gets or sets the number of times the Jacobian was evaluated.
(Inherited from LeastSquaresOptimizer.) |
 | JacobianFunction |
Gets or sets a delegate that computes the Jacobian of the problem.
(Inherited from LeastSquaresOptimizer.) |
 | LowerBounds |
Gets or sets the vector of lower bounds for the solution.
(Inherited from LeastSquaresOptimizer.) |
 | MaxDegreeOfParallelism |
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MaxEvaluations |
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MaxIterations | Gets or sets the maximum number of iterations
to use when approximating the roots of the target
function.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Minimum |
Gets or sets the current best approximation to the minimum.
(Inherited from LeastSquaresOptimizer.) |
 | MinimumValue |
Gets or sets the current value of the objective function.
(Inherited from LeastSquaresOptimizer.) |
 | MinIterations |
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | NumberOfFunctions |
Gets or sets the number of functions in the problem.
(Inherited from LeastSquaresOptimizer.) |
 | ObjectiveFunction |
Gets or sets a delegate that computes the function values of the problem.
(Inherited from LeastSquaresOptimizer.) |
 | ParallelOptions |
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Result |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SolutionReport |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SolutionTest | (Inherited from LeastSquaresOptimizer.) |
 | Status | (Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ThrowExceptionOnFailure |
Gets or sets a value indicating whether to throw an
exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | UpperBounds |
Gets or sets the upper bounds for the solution.
(Inherited from LeastSquaresOptimizer.) |
 | ValueAtExtremum | Obsolete.
Gets or sets the current value of the objective function.
(Inherited from LeastSquaresOptimizer.) |
 | ValueTest | (Inherited from LeastSquaresOptimizer.) |
 | VarianceCovarianceMatrix |
Gets the variance-covariance matrix of the solution.
(Inherited from LeastSquaresOptimizer.) |
To verify that the algorithm terminated normally, you can inspect the
Status property, which is of type AlgorithmStatus.
A value of Converged indicates that the algorithm terminated normally.
However, it is still possible that the algorithm didn't converge to the actual best fit.
A visual inspection is always recommended.