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ralna / RALFit

A non-linear least squares solver
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92 fix covm #96

Closed talassio closed 3 years ago

talassio commented 3 years ago

Add support to build and export the covariance matrix, alternatively the variance vector or the approximation to the Hessian (J^T*J)

This branch closes #92

New nlls_options object added (1) options%save_covm=T/F New nlls_inform objects added (2) inform%cov(:,:) and inform%var(:)

Test were added to example_module but should not create diffs wrt master

talassio commented 3 years ago

@tyronerees: New BLAS/LAPACK routines used are: dpotrf, dpotri. Possibly these wil break the build if they are not available.

codecov[bot] commented 3 years ago

Codecov Report

Merging #96 into master will decrease coverage by 0.08%. The diff coverage is 78.12%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #96      +/-   ##
==========================================
- Coverage   82.75%   82.67%   -0.09%     
==========================================
  Files           6        6              
  Lines        3567     3624      +57     
==========================================
+ Hits         2952     2996      +44     
- Misses        615      628      +13
Impacted Files Coverage Δ
libRALFit/src/ral_nlls_workspaces.f90 79.39% <ø> (ø)
libRALFit/src/nag_export_mod.f90 78.29% <73.07%> (-4.21%) :arrow_down:
libRALFit/src/ral_nlls_internal.f90 81.55% <100.00%> (+0.08%) :arrow_up:
libRALFit/src/ral_nlls_printing.f90 97.96% <100.00%> (+0.01%) :arrow_up:

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