nag_opt_lsq_covariance (e04ycc) Example Program Results
Parameters to e04fcc
--------------------
Number of residuals........... 15 Number of variables........... 3
optim_tol............... 1.05e-08 linesearch_tol.......... 5.00e-01
step_max................ 1.00e+05 max_iter................ 50
print_level......... Nag_Soln_Iter machine precision....... 1.11e-16
outfile................. stdout
Memory allocation:
s....................... Nag
v....................... Nag tdv..................... 3
Results from e04fcc:
-------------------
Iteration results:
Itn Nfun Objective Norm g Norm x Norm (x(k-1)-x(k)) Step
0 4 1.0210e+01 3.2e+01 1.9e+00
1 8 1.9873e-01 2.8e+00 2.4e+00 7.2e-01 1.0e+00
2 12 9.2324e-03 1.9e-01 2.6e+00 2.5e-01 1.0e+00
3 16 8.2149e-03 1.2e-03 2.6e+00 2.7e-02 1.0e+00
4 25 8.2149e-03 1.2e-07 2.6e+00 3.8e-04 1.0e+00
5 30 8.2149e-03 3.8e-10 2.6e+00 4.2e-06 1.0e+00
Final solution:
x g Residuals
8.24106e-02 3.0423e-10 -5.8811e-03
1.13304e+00 -2.0975e-10 -2.6534e-04
2.34370e+00 -7.1256e-11 2.7469e-04
6.5415e-03
-8.2299e-04
-1.2995e-03
-4.4631e-03
-1.9963e-02
8.2216e-02
-1.8212e-02
-1.4811e-02
-1.4710e-02
-1.1208e-02
-4.2040e-03
6.8079e-03
The sum of squares is 8.2149e-03.
Estimates of the variances of the sample regression coefficients are:
1.53120e-04 9.48024e-02 8.77806e-02