static void Main()
{
// Define some test data by 5i + 3i^2. The plan is to let cminpack figure out
// the values 5 and 3.
var data = Enumerable.Range(0, 20)
.Select(i => 5 * i + 3 * Math.Pow(i, 2))
.ToList();
CminpackFuncMn residuals = (p, m, n, x, fvec, iflag) =>
{
unsafe
{
// Update fvec with the values of the residuals x[0]*i + x[1]*i^2 - data[i].
var fvecPtr = (double *)fvec;
var xPtr = (double *)x;
for (var i = 0; i < m; i++)
{
*(fvecPtr + i) = *xPtr * i + *(xPtr + 1) * Math.Pow(i, 2) - data[i];
}
}
return(0);
};
// Define an initial (bad) guess for the value of the parameters x.
double[] parameters = { 2d, 2d };
var numParameters = parameters.Length;
var numResiduals = data.Count;
var lwa = numResiduals * numParameters + 5 * numParameters + numResiduals;
// Call cminpack
var info = lmdif1(
fcn: residuals,
p: IntPtr.Zero,
m: numResiduals,
n: numParameters,
x: parameters,
fvec: new double[numResiduals],
tol: 0.00001,
iwa: new int[numParameters],
wa: new double[lwa],
lwa: lwa);
// parameters now contains { 5, 3 }.
Console.WriteLine($"Return value: {info}, x: {string.Join(", ", parameters)}");
}
public static extern int lmdif1(CminpackFuncMn fcn, IntPtr p, int m, int n, double[] x,
double[] fvec, double tol, int[] iwa, double[] wa, int lwa);
