gplmm.m File Reference

Global projected Levenberg-Marquard method. More...

Go to the source code of this file.

Functions
function [ xnew , resnorm , residual , exitflag , output , tempsols ] =	gplmm (funptr, x0, params)
	Global projected Levenberg-Marquard method. More...
function jac_comp =	gplmm>computed_jacobian (jac_test, X, fun)
function [ OK , ok_mat ] =	gplmm>check_jacobian (Utest, fun, jac_test, epsilon)

Detailed Description

Global projected Levenberg-Marquard method.

Definition in file gplmm.m.

Function Documentation

function [ xnew , resnorm , residual , exitflag , output , tempsols ] = gplmm	(		funptr,
			x0,
			params
	)

Global projected Levenberg-Marquard method.

Parameters

funptr	funptr
x0	x0
params	params

Return values

xnew	xnew
resnorm	resnorm
residual	residual
exitflag	exitflag
output	output
tempsols	tempsols

Required fields of params:

• TolRes —  TolRes
• TolChange —  TolChange
• HessFun —  HessFun
• Px —  Px
• mu —  the parameter vector \(\mu\). It should only be set via the function set_mu.
• debug —  flag indicating wether debug output shall be turned on
• gamma —  gamma
• rho —  rho
• armijo_p —  armijo p
• TolLineSearch —  TolLineSearch
• sigma —  sigma
• beta —  beta
• maxIter —  maxIter
• TolFuncCount —  TolFuncCount

Generated fields of output:

• iterations —  iterations
• funcCount —  funcCount
• stepsize —  stepsize
• firstorderopt —  firstorderopt
• resmax —  resmax

Definition at line 17 of file gplmm.m.

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