Nonlinear least squares minimization

Data Structures
struct	mirml_lsq_t_
	Context for least squares procedures. More...

Typedefs
typedef struct mirml_lsq_t_	mirml_lsq_t
	Context for least squares procedures.

Functions
mirkl_error_t *	mirml_lsq_init_default (mirml_lsq_t *lsq)
mirkl_error_t *	mirml_lsq_alloc (unsigned int nParams, unsigned int nData, mirml_lsq_t *lsq)
void	mirml_lsq_free (mirml_lsq_t *lsq)
mirkl_error_t *	mirml_lsq_weight_vinit (const mirml_vector_t *w, mirml_lsq_t *lsq)
mirkl_error_t *	mirml_lsq_weight_minit (const mirml_matrix_t *w, mirml_lsq_t *lsq)
mirkl_error_t *	mirml_lsq_iterate_init (mirml_vector_t *a_init, mirml_lsq_t *lsq)
mirkl_error_t *	mirml_lsq_iterate (mirml_lsq_t *lsq)
int	mirml_lsq_convtest (mirml_lsq_t *lsq)
mirkl_error_t *	mirml_lsq_covar (mirml_matrix_t **covar, mirml_lsq_t *lsq)
mirkl_error_t *	mirml_lsq_minimize (int nIters, mirkl_error_t *(*infoctl_cb)(int tag, int curIter, void *usrd, mirml_lsq_t *lsq), void *usrd, mirml_lsq_t *lsq)

Methods for solving sets of linear equations
#define	MIRML_LSQ_LINM_SVD   1
	Singular value decomposition.

Methods for minimizing LS funcional
#define	MIRML_LSQ_MINM_LM   1
	Levenberg–Marquardt.

Data modes
#define	MIRML_LSQ_DMOD_COMPLETE   1
	User provides complete data for solving LS problem.

LS statuses
#define	MIRML_LSQ_STATUS_INIT   0x0001
	Initialized.
#define	MIRML_LSQ_STATUS_ALLOC   0x0002
	Allocated.
#define	MIRML_LSQ_STATUS_INITIT   0x0004
	Initialized iteration.
#define	MIRML_LSQ_STATUS_ACONV   0x0008
	Parameter values converged.
#define	MIRML_LSQ_STATUS_GCONV   0x0010
	Gradient converged.

Weighting types in LS
#define	MIRML_LSQ_WMOD_ULS   0
	No weights, usual unweighted LS = ULS.
#define	MIRML_LSQ_WMOD_WLS   1
	Use vector weights, corresponds to a normal weighted LS = WLS.
#define	MIRML_LSQ_WMOD_GLS   2
	Use full matrix of weights, generalized LS = GLS.

LSQ tags, i.e. stages where LSQ currently running.
#define	MIRML_LSQ_TAG_MACROITER   1
	LSQ at macro-iteration.
#define	MIRML_LSQ_TAG_MICROITER   2
	LSQ at micro-iteration.

Detailed Description