Example description

nag_opt_lsq_uncon_quasi_deriv_comp (e04gbc) Example Program Results

Optional parameter setting for e04gbc.
--------------------------------------

Option file: e04gbce.opt

print_level set to Nag_Soln_Iter_Full
step_max set to 1.00e+01
optim_tol set to 1.00e-06

Parameters to e04gbc
--------------------

Number of residuals...........  15    Number of variables...........   3

minlin.............. Nag_Lin_Deriv    machine precision.......  1.11e-16
optim_tol...............  1.00e-06    linesearch_tol..........  9.00e-01
step_max................  1.00e+01    max_iter................        50
print_level.... Nag_Soln_Iter_Full    deriv_check.............      Nag_TRUE
outfile.................    stdout

Memory allocation:
s.......................       Nag
v.......................       Nag    tdv.....................         3

Results from e04gbc:
-------------------

Iteration results:

  Itn  Nfun   Objective   Norm g   Norm x   Norm (x(k-1)-x(k))   Step    Grade
   0     1    1.0210e+01  3.2e+01  1.9e+00                                 3

       x                  g            Singular values
  5.00000e-01         2.1202e+01         4.9542e+00
  1.00000e+00        -1.6838e+01         2.5672e+00
  1.50000e+00        -1.6353e+01         9.6486e-02

  Itn  Nfun   Objective   Norm g   Norm x   Norm (x(k-1)-x(k))   Step    Grade
   1     2    1.9873e-01  2.8e+00  2.4e+00       7.2e-01        1.0e+00    3

       x                  g            Singular values
  8.24763e-02         1.8825e+00         4.1973e+00
  1.13575e+00        -1.5133e+00         1.8396e+00
  2.06664e+00        -1.5073e+00         6.6356e-02

  Itn  Nfun   Objective   Norm g   Norm x   Norm (x(k-1)-x(k))   Step    Grade
   2     3    9.2324e-03  1.9e-01  2.6e+00       2.5e-01        1.0e+00    3

       x                  g            Singular values
  8.24402e-02         1.3523e-01         4.1026e+00
  1.13805e+00        -9.4890e-02         1.6131e+00
  2.31707e+00        -9.4630e-02         6.1372e-02

  Itn  Nfun   Objective   Norm g   Norm x   Norm (x(k-1)-x(k))   Step    Grade
   3     4    8.2149e-03  1.2e-03  2.6e+00       2.7e-02        1.0e+00    3

       x                  g            Singular values
  8.24150e-02         8.1961e-04         4.0965e+00
  1.13323e+00        -5.7539e-04         1.5951e+00
  2.34337e+00        -5.7660e-04         6.1250e-02

  Itn  Nfun   Objective   Norm g   Norm x   Norm (x(k-1)-x(k))   Step    Grade
   4     5    8.2149e-03  5.0e-08  2.6e+00       3.8e-04        1.0e+00    2

       x                  g            Singular values
  8.24107e-02         3.4234e-08         4.0965e+00
  1.13304e+00         8.8965e-09         1.5950e+00
  2.34369e+00        -3.4761e-08         6.1258e-02

  Itn  Nfun   Objective   Norm g   Norm x   Norm (x(k-1)-x(k))   Step    Grade
   5     6    8.2149e-03  4.7e-09  2.6e+00       3.6e-06        1.0e+00    2

       x                  g            Singular values
  8.24106e-02         9.5237e-11         4.0965e+00
  1.13304e+00         3.4598e-09         1.5950e+00
  2.34369e+00        -3.1752e-09         6.1258e-02

Final solution:

       x               g            Residuals
  8.24106e-02      9.5237e-11      -5.8811e-03
  1.13304e+00      3.4598e-09      -2.6536e-04
  2.34369e+00     -3.1752e-09       2.7468e-04
                                    6.5415e-03
                                   -8.2300e-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
                                    6.8078e-03

The sum of squares is  8.2149e-03.