separable_least_squares

scirs2_optimize::least_squares::separable

Function separable_least_squares 

Source 
pub fn separable_least_squares<F, J, S1, S2, S3>(
    basis_functions: F,
    basis_jacobian: J,
    x_data: &ArrayBase<S1, Ix1>,
    y_data: &ArrayBase<S2, Ix1>,
    beta0: &ArrayBase<S3, Ix1>,
    options: Option<SeparableOptions>,
) -> OptimizeResult<SeparableResult>
where
    F: Fn(&[f64], &[f64]) -> Array2<f64>,
    J: Fn(&[f64], &[f64]) -> Array2<f64>,
    S1: Data<Elem = f64>,
    S2: Data<Elem = f64>,
    S3: Data<Elem = f64>,
Expand description

Solve a separable nonlinear least squares problem

This function solves problems of the form: minimize ||y - Σ αᵢ φᵢ(x, β)||²

where α are linear parameters and β are nonlinear parameters.

§Arguments

  • basis_functions - Function that returns the basis matrix Φ(x, β)
  • basis_jacobian - Function that returns ∂Φ/∂β
  • x_data - Independent variable data
  • y_data - Dependent variable data
  • beta0 - Initial guess for nonlinear parameters
  • options - Options for the optimization