private static readonly double LM_USERTOL = 30*LM_MACHEP; /* users are recommened to require this */
/* If the above values do not work, the following seem good for an x86:
LM_MACHEP .555e-16
LM_DWARF 9.9e-324
LM_SQRT_DWARF 1.0e-160
LM_SQRT_GIANT 1.0e150
LM_USER_TOL 1.0e-14
The following values should work on any machine:
LM_MACHEP 1.02e-16
LM_DWARF 1.00e-38
LM_SQRT_DWARF 3.834e-20
LM_SQRT_GIANT 1.0304e19
LM_USER_TOL 1.0e-14
*/
public static void lm_initialize_control( lm_control_type control )
{
control.maxcall = 100;
control.epsilon = LM_USERTOL;
control.stepbound = 100;
control.ftol = LM_USERTOL;
control.xtol = LM_USERTOL;
control.gtol = LM_USERTOL;
}
public static void lm_minimize( int m_dat, int n_par, double[] par,
evaluate_delegate evaluate, printout_delegate printout,
object data, lm_control_type control )
{
/*** allocate work space. ***/
double[] fvec, diag, fjac, qtf, wa1, wa2, wa3, wa4;
int []ipvt;
int n = n_par;
int m = m_dat;
fvec = new double[m];
diag = new double[n];
qtf = new double[n];
fjac = new double[n*m];
wa1 = new double[n];
wa2 = new double[n];
wa3 = new double[n];
wa4 = new double[m];
ipvt = new int[m];
/*** perform fit. ***/
control.info = 0;
control.nfev = 0;
/* this goes through the modified legacy interface: */
lm_lmdif( m, n, par, fvec, control.ftol, control.xtol, control.gtol,
control.maxcall * (n + 1), control.epsilon, diag, 1,
control.stepbound, ref control.info,
ref control.nfev, fjac, ipvt, qtf, wa1, wa2, wa3, wa4,
evaluate, printout, data );
if ( printout != null )
printout(n, par, m, fvec, data, -1, 0, control.nfev);
control.fnorm = lm_enorm(m, fvec);
if ( control.info < 0 )
control.info = 10;
/*** clean up. ***/
} /*** lm_minimize. ***/
public static void demo()
{
// data and pameter arrays:
int m_dat = 15;
int n_p = 3;
double[] t = { .07, .13, .19, .26, .32, .38, .44, .51,
.57, .63, .69, .76, .82, .88, .94
};
double[] y = { .24, .35, .43, .49, .55, .61, .66, .71,
.75, .79, .83, .87, .90, .94, .97
};
double[] p = { 1.0, 1.0, 1.0 }; // use any starting value, but not { 0,0,0 }
// auxiliary settings:
lm_control_type control = new lm_control_type();
lm_data_type_default data = new lm_data_type_default();
lm_initialize_control( control );
data.f = my_fit_function;
data.tvec = t;
data.yvec = y;
// perform the fit:
Console.Write( "modify or replace lm_print_default for less verbous fitting\n" );
lm_minimize( m_dat, n_p, p, lm_evaluate_default, lm_print_default,
data, control );
// print results:
Console.Write( "status: {0} after {1} evaluations\n",
lm_shortmsg[control.info], control.nfev );
}
