Example 1: Nonlinear least-squares problem
A nonlinear least-squares problem is solved using a finite-difference Jacobian.
import com.imsl.math.*;
public class NonlinLeastSquaresEx1 {
public static void main(String args[])
throws NonlinLeastSquares.TooManyIterationsException {
NonlinLeastSquares.Function zsf = new NonlinLeastSquares.Function() {
public void f(double x[], double f[]) {
f[0] = 10. * (x[1] - x[0] * x[0]);
f[1] = 1. - x[0];
}
};
int m = 2;
int n = 2;
double xguess[] = {-1.2, 1.};
double xscale[] = {1., 1.};
double fscale[] = {1., 1.};
NonlinLeastSquares zs = new NonlinLeastSquares(m, n);
zs.setGuess(xguess);
zs.setXscale(xscale);
zs.setFscale(fscale);
double[] x = zs.solve(zsf);
for (int k = 0; k < n; k++) {
System.out.println("x[" + k + "] = " + x[k]);
}
}
}
Output
x[0] = 1.0
x[1] = 1.0
Link to Java source.