ralna / RALFit

A non-linear least squares solver
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Update DOCS (Jacobian) #91

Open talassio opened 4 years ago

talassio commented 4 years ago

The docs has one error in the description for the user Call-back eval_J

Ordering of the Jacobian elements

Jacobian of the residuals is a matrix $J$ of $m$ rows and $n$ columns, each row $i$ contains the transpose of $\nabla_{x} r_i(x)$, and

The doc states that

current point $\bm x}{k}^{}, {\bm r} ( {\bm x} {k}^{})$ . J(i*m+j) must be set to hold $\nabla_{x_j} ri( {\bm x} {k}^{})$.

but element $\nabla_{x_j} ri( {\bm x} {k}^{})$ should be located at J( (i-1)*n + j)

talassio commented 4 years ago

@tyronerees while updating the Jacobian, it is also convenient to update the error list and remove error -9 which is no longer possible (n>m)

talassio commented 4 years ago

Doc also needs to be updated with:

for nlls_options

  1. All the box_* options
  2. New covariance storage option options%save_covm.

for nlls_inform

  1. New elements where the covariance (J^T *J) matrix and variance vector are stored: inform%cov(:,:) and inform%var(:)