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NL2SOLLeastSq Class Reference

Wrapper class for the NL2SOL nonlinear least squares library. More...

Inheritance diagram for NL2SOLLeastSq:
LeastSq Minimizer Iterator

Public Member Functions

 NL2SOLLeastSq (ProblemDescDB &problem_db, Model &model)
 standard constructor
 NL2SOLLeastSq (Model &model)
 alternate constructor
 ~NL2SOLLeastSq ()
void core_run ()
 core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post More...

Static Private Member Functions

static void calcr (int *np, int *pp, Real *x, int *nfp, Real *r, int *ui, void *ur, Vf vf)
 evaluator function for residual vector
static void calcj (int *np, int *pp, Real *x, int *nfp, Real *J, int *ui, void *ur, Vf vf)
 evaluator function for residual Jacobian

Private Attributes

int auxprt
 auxilary printing bits (see Dakota Ref Manual): sum of

< 1 = x0prt (print initial guess) < 2 = solprt (print final solution) < 4 = statpr (print solution statistics) < 8 = parprt (print nondefault parameters) < 16 = dradpr (print bound constraint drops/adds) < debug/verbose/normal use default = 31 (everything), < quiet uses 3, silent uses 0.

int outlev
 frequency of output summary lines in number of iterations

< (debug/verbose/normal/quiet use default = 1, silent uses 0)

Real dltfdj
 finite-diff step size for computing Jacobian approximation

< (fd_gradient_step_size)

Real delta0
 finite-diff step size for gradient differences for H

< (a component of some covariance approximations, if desired) < (fd_hessian_step_size)

Real dltfdc
 finite-diff step size for function differences for H

< (fd_hessian_step_size)

int mxfcal
 function-evaluation limit (max_function_evaluations)
int mxiter
 iteration limit (max_iterations)
Real rfctol
 relative fn convergence tolerance (convergence_tolerance)
Real afctol
 absolute fn convergence tolerance (absolute_conv_tol)
Real xctol
 x-convergence tolerance (x_conv_tol)
Real sctol
 singular convergence tolerance (singular_conv_tol)
Real lmaxs
 radius for singular-convergence test (singular_radius)
Real xftol
 false-convergence tolerance (false_conv_tol)
int covreq
 kind of covariance required (\c covariance):

< 1 or -1 ==> sigma^2 H^-1 J^T J H^-1 < 2 or -2 ==> sigma^2 H^-1 < 3 or -3 ==> sigma^2 (J^T J)^-1 < 1 or 2 ==> use gradient diffs to estimate H < -1 or -2 ==> use function diffs to estimate H < default = 0 (no covariance)

int rdreq
 whether to compute the regression diagnostic vector

< (regression_diagnostics)

Real fprec
 expected response function precision (function_precision)
Real lmax0
 initial trust-region radius (initial_trust_radius)

Static Private Attributes

static NL2SOLLeastSqnl2solInstance
 pointer to the active object instance used within the static evaluator functions

Additional Inherited Members

- Static Public Member Functions inherited from Minimizer
static Real sum_squared_residuals (size_t num_pri_fns, const RealVector &residuals, const RealVector &weights)
 return weighted sum of squared residuals
static void print_residuals (size_t num_terms, const RealVector &best_terms, const RealVector &weights, size_t num_best, size_t best_index, std::ostream &s)
 print num_terms residuals and misfit for final results
static void print_model_resp (size_t num_pri_fns, const RealVector &best_fns, size_t num_best, size_t best_index, std::ostream &s)
 print the original user model resp in the case of data transformations
- Protected Member Functions inherited from LeastSq
 LeastSq (std::shared_ptr< TraitsBase > traits)
 default constructor
 LeastSq (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits)
 standard constructor More...
 LeastSq (unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits)
 alternate "on the fly" constructor
 ~LeastSq ()
void initialize_run ()
void post_run (std::ostream &s)
void finalize_run ()
 utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More...
void print_results (std::ostream &s, short results_state=FINAL_RESULTS)
void get_confidence_intervals (const Variables &native_vars, const Response &iter_resp)
 Calculate confidence intervals on estimated parameters. More...
- Static Protected Member Functions inherited from Iterator
static void gnewton_set_recast (const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set)
 conversion of request vector values for the Gauss-Newton Hessian approximation More...
- Protected Attributes inherited from LeastSq
size_t numLeastSqTerms
 number of least squares terms
 pointer containing previous value of leastSqInstance
bool weightFlag
 flag indicating whether weighted least squares is active
RealVector confBoundsLower
 lower bounds for confidence intervals on calibration parameters
RealVector confBoundsUpper
 upper bounds for confidence intervals on calibration parameters
RealVector bestIterPriFns
 storage for iterator best primary functions (which shouldn't be stored in bestResponseArray when there are transformations)
bool retrievedIterPriFns
 whether final primary iterator space functions have been retrieved (possibly by a derived class)
- Static Protected Attributes inherited from LeastSq
static LeastSqleastSqInstance
 pointer to LeastSq instance used in static member functions

Detailed Description

Wrapper class for the NL2SOL nonlinear least squares library.

The NL2SOLLeastSq class provides a wrapper for NL2SOL (TOMS Algorithm 573), in the updated form of Port Library routines dn[fg][b ] from Bell Labs; see http://www.netlib.org/port/readme. The Fortran from Port has been turned into C by f2c. NL2SOL uses a function pointer approach for which passed functions must be either global functions or static member functions.

Member Function Documentation

void core_run ( )

The documentation for this class was generated from the following files: