C# lsfitstate类代码示例

    public static void lsfitcreatefgh(double[,] x, double[] y, double[] c, out lsfitstate state)
    {
        int n;
        int m;
        int k;
        if( (ap.rows(x)!=ap.len(y)))
            throw new alglibexception("Error while calling 'lsfitcreatefgh': looks like one of arguments has wrong size");
        state = new lsfitstate();
        n = ap.rows(x);
        m = ap.cols(x);
        k = ap.len(c);
        lsfit.lsfitcreatefgh(x, y, c, n, m, k, state.innerobj);

        return;
    }

        /*************************************************************************
        Nonlinear least squares fitting using gradient/Hessian without  individual
        weights. See LSFitNonlinearWFGH() for more information.


          -- ALGLIB --
             Copyright 17.08.2009 by Bochkanov Sergey
        *************************************************************************/
        public static void lsfitnonlinearfgh(ref double[,] x,
            ref double[] y,
            ref double[] c,
            int n,
            int m,
            int k,
            ref lsfitstate state)
        {
            int i = 0;
            int i_ = 0;

            state.n = n;
            state.m = m;
            state.k = k;
            lsfitnonlinearsetcond(ref state, 0.0, 0.0, 0);
            lsfitnonlinearsetstpmax(ref state, 0.0);
            state.cheapfg = true;
            state.havehess = true;
            if( n>=1 & m>=1 & k>=1 )
            {
                state.taskx = new double[n, m];
                state.tasky = new double[n];
                state.w = new double[n];
                state.c = new double[k];
                for(i_=0; i_<=k-1;i_++)
                {
                    state.c[i_] = c[i_];
                }
                for(i=0; i<=n-1; i++)
                {
                    for(i_=0; i_<=m-1;i_++)
                    {
                        state.taskx[i,i_] = x[i,i_];
                    }
                    state.tasky[i] = y[i];
                    state.w[i] = 1;
                }
            }
            state.rstate.ia = new int[4+1];
            state.rstate.ra = new double[1+1];
            state.rstate.stage = -1;
        }

        /*************************************************************************
        This function sets maximum step length

        INPUT PARAMETERS:
            State   -   structure which stores algorithm state between calls and
                        which is used for reverse communication. Must be
                        initialized with LSFitNonLinearCreate???()
            StpMax  -   maximum step length, >=0. Set StpMax to 0.0,  if you don't
                        want to limit step length.

        Use this subroutine when you optimize target function which contains exp()
        or  other  fast  growing  functions,  and optimization algorithm makes too
        large  steps  which  leads  to overflow. This function allows us to reject
        steps  that  are  too  large  (and  therefore  expose  us  to the possible
        overflow) without actually calculating function value at the x+stp*d.

        NOTE: non-zero StpMax leads to moderate  performance  degradation  because
        intermediate  step  of  preconditioned L-BFGS optimization is incompatible
        with limits on step size.

          -- ALGLIB --
             Copyright 02.04.2010 by Bochkanov Sergey
        *************************************************************************/
        public static void lsfitnonlinearsetstpmax(ref lsfitstate state,
            double stpmax)
        {
            System.Diagnostics.Debug.Assert((double)(stpmax)>=(double)(0), "LSFitNonlinearSetStpMax: StpMax<0!");
            state.stpmax = stpmax;
        }

        /*************************************************************************
        Nonlinear least squares fitting results.

        Called after return from LSFitFit().

        INPUT PARAMETERS:
            State   -   algorithm state

        OUTPUT PARAMETERS:
            Info    -   completion code:
                            * -7    gradient verification failed.
                                    See LSFitSetGradientCheck() for more information.
                            *  1    relative function improvement is no more than
                                    EpsF.
                            *  2    relative step is no more than EpsX.
                            *  4    gradient norm is no more than EpsG
                            *  5    MaxIts steps was taken
                            *  7    stopping conditions are too stringent,
                                    further improvement is impossible
            C       -   array[0..K-1], solution
            Rep     -   optimization report. On success following fields are set:
                        * R2                non-adjusted coefficient of determination
                                            (non-weighted)
                        * RMSError          rms error on the (X,Y).
                        * AvgError          average error on the (X,Y).
                        * AvgRelError       average relative error on the non-zero Y
                        * MaxError          maximum error
                                            NON-WEIGHTED ERRORS ARE CALCULATED
                        * WRMSError         weighted rms error on the (X,Y).
                        
        ERRORS IN PARAMETERS                
                        
        This  solver  also  calculates different kinds of errors in parameters and
        fills corresponding fields of report:
        * Rep.CovPar        covariance matrix for parameters, array[K,K].
        * Rep.ErrPar        errors in parameters, array[K],
                            errpar = sqrt(diag(CovPar))
        * Rep.ErrCurve      vector of fit errors - standard deviations of empirical
                            best-fit curve from "ideal" best-fit curve built  with
                            infinite number of samples, array[N].
                            errcurve = sqrt(diag(J*CovPar*J')),
                            where J is Jacobian matrix.
        * Rep.Noise         vector of per-point estimates of noise, array[N]

        IMPORTANT:  errors  in  parameters  are  calculated  without  taking  into
                    account boundary/linear constraints! Presence  of  constraints
                    changes distribution of errors, but there is no  easy  way  to
                    account for constraints when you calculate covariance matrix.
                    
        NOTE:       noise in the data is estimated as follows:
                    * for fitting without user-supplied  weights  all  points  are
                      assumed to have same level of noise, which is estimated from
                      the data
                    * for fitting with user-supplied weights we assume that  noise
                      level in I-th point is inversely proportional to Ith weight.
                      Coefficient of proportionality is estimated from the data.
                    
        NOTE:       we apply small amount of regularization when we invert squared
                    Jacobian and calculate covariance matrix. It  guarantees  that
                    algorithm won't divide by zero  during  inversion,  but  skews
                    error estimates a bit (fractional error is about 10^-9).
                    
                    However, we believe that this difference is insignificant  for
                    all practical purposes except for the situation when you  want
                    to compare ALGLIB results with "reference"  implementation  up
                    to the last significant digit.
                    
        NOTE:       covariance matrix is estimated using  correction  for  degrees
                    of freedom (covariances are divided by N-M instead of dividing
                    by N).

          -- ALGLIB --
             Copyright 17.08.2009 by Bochkanov Sergey
        *************************************************************************/
        public static void lsfitresults(lsfitstate state,
            ref int info,
            ref double[] c,
            lsfitreport rep)
        {
            int i = 0;
            int j = 0;
            int i_ = 0;

            info = 0;
            c = new double[0];

            clearreport(rep);
            info = state.repterminationtype;
            rep.varidx = state.repvaridx;
            if( info>0 )
            {
                c = new double[state.k];
                for(i_=0; i_<=state.k-1;i_++)
                {
                    c[i_] = state.c[i_];
                }
                rep.rmserror = state.reprmserror;
                rep.wrmserror = state.repwrmserror;
                rep.avgerror = state.repavgerror;
                rep.avgrelerror = state.repavgrelerror;
//.........这里部分代码省略.........

        /*************************************************************************
        Nonlinear least squares fitting results.

        Called after LSFitNonlinearIteration() returned False.

        INPUT PARAMETERS:
            State   -   algorithm state (used by LSFitNonlinearIteration).

        OUTPUT PARAMETERS:
            Info    -   completetion code:
                            * -1    incorrect parameters were specified
                            *  1    relative function improvement is no more than
                                    EpsF.
                            *  2    relative step is no more than EpsX.
                            *  4    gradient norm is no more than EpsG
                            *  5    MaxIts steps was taken
            C       -   array[0..K-1], solution
            Rep     -   optimization report. Following fields are set:
                        * Rep.TerminationType completetion code:
                        * RMSError          rms error on the (X,Y).
                        * AvgError          average error on the (X,Y).
                        * AvgRelError       average relative error on the non-zero Y
                        * MaxError          maximum error
                                            NON-WEIGHTED ERRORS ARE CALCULATED


          -- ALGLIB --
             Copyright 17.08.2009 by Bochkanov Sergey
        *************************************************************************/
        public static void lsfitnonlinearresults(ref lsfitstate state,
            ref int info,
            ref double[] c,
            ref lsfitreport rep)
        {
            int i_ = 0;

            info = state.repterminationtype;
            if( info>0 )
            {
                c = new double[state.k];
                for(i_=0; i_<=state.k-1;i_++)
                {
                    c[i_] = state.c[i_];
                }
                rep.rmserror = state.reprmserror;
                rep.avgerror = state.repavgerror;
                rep.avgrelerror = state.repavgrelerror;
                rep.maxerror = state.repmaxerror;
            }
        }

        /*************************************************************************
        This function turns on/off reporting.

        INPUT PARAMETERS:
            State   -   structure which stores algorithm state
            NeedXRep-   whether iteration reports are needed or not
            
        When reports are needed, State.C (current parameters) and State.F (current
        value of fitting function) are reported.


          -- ALGLIB --
             Copyright 15.08.2010 by Bochkanov Sergey
        *************************************************************************/
        public static void lsfitsetxrep(lsfitstate state,
            bool needxrep)
        {
            state.xrep = needxrep;
        }

        /*************************************************************************
        This function sets boundary constraints for underlying optimizer

        Boundary constraints are inactive by default (after initial creation).
        They are preserved until explicitly turned off with another SetBC() call.

        INPUT PARAMETERS:
            State   -   structure stores algorithm state
            BndL    -   lower bounds, array[K].
                        If some (all) variables are unbounded, you may specify
                        very small number or -INF (latter is recommended because
                        it will allow solver to use better algorithm).
            BndU    -   upper bounds, array[K].
                        If some (all) variables are unbounded, you may specify
                        very large number or +INF (latter is recommended because
                        it will allow solver to use better algorithm).

        NOTE 1: it is possible to specify BndL[i]=BndU[i]. In this case I-th
        variable will be "frozen" at X[i]=BndL[i]=BndU[i].

        NOTE 2: unlike other constrained optimization algorithms, this solver  has
        following useful properties:
        * bound constraints are always satisfied exactly
        * function is evaluated only INSIDE area specified by bound constraints

          -- ALGLIB --
             Copyright 14.01.2011 by Bochkanov Sergey
        *************************************************************************/
        public static void lsfitsetbc(lsfitstate state,
            double[] bndl,
            double[] bndu)
        {
            int i = 0;
            int k = 0;

            k = state.k;
            alglib.ap.assert(alglib.ap.len(bndl)>=k, "LSFitSetBC: Length(BndL)<K");
            alglib.ap.assert(alglib.ap.len(bndu)>=k, "LSFitSetBC: Length(BndU)<K");
            for(i=0; i<=k-1; i++)
            {
                alglib.ap.assert(math.isfinite(bndl[i]) || Double.IsNegativeInfinity(bndl[i]), "LSFitSetBC: BndL contains NAN or +INF");
                alglib.ap.assert(math.isfinite(bndu[i]) || Double.IsPositiveInfinity(bndu[i]), "LSFitSetBC: BndU contains NAN or -INF");
                if( math.isfinite(bndl[i]) && math.isfinite(bndu[i]) )
                {
                    alglib.ap.assert((double)(bndl[i])<=(double)(bndu[i]), "LSFitSetBC: BndL[i]>BndU[i]");
                }
                state.bndl[i] = bndl[i];
                state.bndu[i] = bndu[i];
            }
        }

    /*************************************************************************
    Nonlinear least squares fitting results.

    Called after return from LSFitFit().

    INPUT PARAMETERS:
        State   -   algorithm state

    OUTPUT PARAMETERS:
        Info    -   completetion code:
                        *  1    relative function improvement is no more than
                                EpsF.
                        *  2    relative step is no more than EpsX.
                        *  4    gradient norm is no more than EpsG
                        *  5    MaxIts steps was taken
                        *  7    stopping conditions are too stringent,
                                further improvement is impossible
        C       -   array[0..K-1], solution
        Rep     -   optimization report. Following fields are set:
                    * Rep.TerminationType completetion code:
                    * RMSError          rms error on the (X,Y).
                    * AvgError          average error on the (X,Y).
                    * AvgRelError       average relative error on the non-zero Y
                    * MaxError          maximum error
                                        NON-WEIGHTED ERRORS ARE CALCULATED


      -- ALGLIB --
         Copyright 17.08.2009 by Bochkanov Sergey
    *************************************************************************/
    public static void lsfitresults(lsfitstate state, out int info, out double[] c, out lsfitreport rep)
    {
        info = 0;
        c = new double[0];
        rep = new lsfitreport();
        lsfit.lsfitresults(state.innerobj, ref info, ref c, rep.innerobj);
        return;
    }

        /*************************************************************************
        Nonlinear least squares fitting using gradient/Hessian, without individial
        weights.

        Nonlinear task min(F(c)) is solved, where

            F(c) = ((f(c,x[0])-y[0]))^2 + ... + ((f(c,x[n-1])-y[n-1]))^2,

            * N is a number of points,
            * M is a dimension of a space points belong to,
            * K is a dimension of a space of parameters being fitted,
            * x is a set of N points, each of them is an M-dimensional vector,
            * c is a K-dimensional vector of parameters being fitted

        This subroutine uses f(c,x[i]), its gradient and its Hessian.

        INPUT PARAMETERS:
            X       -   array[0..N-1,0..M-1], points (one row = one point)
            Y       -   array[0..N-1], function values.
            C       -   array[0..K-1], initial approximation to the solution,
            N       -   number of points, N>1
            M       -   dimension of space
            K       -   number of parameters being fitted

        OUTPUT PARAMETERS:
            State   -   structure which stores algorithm state


          -- ALGLIB --
             Copyright 17.08.2009 by Bochkanov Sergey
        *************************************************************************/
        public static void lsfitcreatefgh(double[,] x,
            double[] y,
            double[] c,
            int n,
            int m,
            int k,
            lsfitstate state)
        {
            int i = 0;
            int i_ = 0;

            ap.assert(n>=1, "LSFitCreateFGH: N<1!");
            ap.assert(m>=1, "LSFitCreateFGH: M<1!");
            ap.assert(k>=1, "LSFitCreateFGH: K<1!");
            ap.assert(ap.len(c)>=k, "LSFitCreateFGH: length(C)<K!");
            ap.assert(apserv.isfinitevector(c, k), "LSFitCreateFGH: C contains infinite or NaN values!");
            ap.assert(ap.len(y)>=n, "LSFitCreateFGH: length(Y)<N!");
            ap.assert(apserv.isfinitevector(y, n), "LSFitCreateFGH: Y contains infinite or NaN values!");
            ap.assert(ap.rows(x)>=n, "LSFitCreateFGH: rows(X)<N!");
            ap.assert(ap.cols(x)>=m, "LSFitCreateFGH: cols(X)<M!");
            ap.assert(apserv.apservisfinitematrix(x, n, m), "LSFitCreateFGH: X contains infinite or NaN values!");
            state.n = n;
            state.m = m;
            state.k = k;
            lsfitsetcond(state, 0.0, 0.0, 0);
            lsfitsetstpmax(state, 0.0);
            lsfitsetxrep(state, false);
            state.taskx = new double[n, m];
            state.tasky = new double[n];
            state.w = new double[n];
            state.c = new double[k];
            state.h = new double[k, k];
            state.x = new double[m];
            state.g = new double[k];
            for(i_=0; i_<=k-1;i_++)
            {
                state.c[i_] = c[i_];
            }
            for(i=0; i<=n-1; i++)
            {
                for(i_=0; i_<=m-1;i_++)
                {
                    state.taskx[i,i_] = x[i,i_];
                }
                state.tasky[i] = y[i];
                state.w[i] = 1;
            }
            minlm.minlmcreatefgh(k, state.c, state.optstate);
            lsfitclearrequestfields(state);
            state.rstate.ia = new int[4+1];
            state.rstate.ra = new double[1+1];
            state.rstate.stage = -1;
        }

    /*************************************************************************
    This function provides reverse communication interface
    Reverse communication interface is not documented or recommended to use.
    See below for functions which provide better documented API
    *************************************************************************/
    public static bool lsfititeration(lsfitstate state)
    {

        bool result = lsfit.lsfititeration(state.innerobj);
        return result;
    }

 public static void lsfitfit(lsfitstate state, ndimensional_pfunc func, ndimensional_pgrad grad, ndimensional_phess hess, ndimensional_rep rep, object obj)
 {
     if( func==null )
         throw new alglibexception("ALGLIB: error in 'lsfitfit()' (func is null)");
     if( grad==null )
         throw new alglibexception("ALGLIB: error in 'lsfitfit()' (grad is null)");
     if( hess==null )
         throw new alglibexception("ALGLIB: error in 'lsfitfit()' (hess is null)");
     while( alglib.lsfititeration(state) )
     {
         if( state.needf )
         {
             func(state.c, state.x, ref state.innerobj.f, obj);
             continue;
         }
         if( state.needfg )
         {
             grad(state.c, state.x, ref state.innerobj.f, state.innerobj.g, obj);
             continue;
         }
         if( state.needfgh )
         {
             hess(state.c, state.x, ref state.innerobj.f, state.innerobj.g, state.innerobj.h, obj);
             continue;
         }
         if( state.innerobj.xupdated )
         {
             if( rep!=null )
                 rep(state.innerobj.x, state.innerobj.f, obj);
             continue;
         }
         throw new alglibexception("ALGLIB: error in 'lsfitfit' (some derivatives were not provided?)");
     }
 }

    /*************************************************************************
    This function turns on/off reporting.

    INPUT PARAMETERS:
        State   -   structure which stores algorithm state
        NeedXRep-   whether iteration reports are needed or not

    When reports are needed, State.C (current parameters) and State.F (current
    value of fitting function) are reported.


      -- ALGLIB --
         Copyright 15.08.2010 by Bochkanov Sergey
    *************************************************************************/
    public static void lsfitsetxrep(lsfitstate state, bool needxrep)
    {

        lsfit.lsfitsetxrep(state.innerobj, needxrep);
        return;
    }

    /*************************************************************************
    This function sets maximum step length

    INPUT PARAMETERS:
        State   -   structure which stores algorithm state
        StpMax  -   maximum step length, >=0. Set StpMax to 0.0,  if you don't
                    want to limit step length.

    Use this subroutine when you optimize target function which contains exp()
    or  other  fast  growing  functions,  and optimization algorithm makes too
    large  steps  which  leads  to overflow. This function allows us to reject
    steps  that  are  too  large  (and  therefore  expose  us  to the possible
    overflow) without actually calculating function value at the x+stp*d.

    NOTE: non-zero StpMax leads to moderate  performance  degradation  because
    intermediate  step  of  preconditioned L-BFGS optimization is incompatible
    with limits on step size.

      -- ALGLIB --
         Copyright 02.04.2010 by Bochkanov Sergey
    *************************************************************************/
    public static void lsfitsetstpmax(lsfitstate state, double stpmax)
    {

        lsfit.lsfitsetstpmax(state.innerobj, stpmax);
        return;
    }

    /*************************************************************************
    Stopping conditions for nonlinear least squares fitting.

    INPUT PARAMETERS:
        State   -   structure which stores algorithm state
        EpsF    -   stopping criterion. Algorithm stops if
                    |F(k+1)-F(k)| <= EpsF*max{|F(k)|, |F(k+1)|, 1}
        EpsX    -   stopping criterion. Algorithm stops if
                    |X(k+1)-X(k)| <= EpsX*(1+|X(k)|)
        MaxIts  -   stopping criterion. Algorithm stops after MaxIts iterations.
                    MaxIts=0 means no stopping criterion.

    NOTE

    Passing EpsF=0, EpsX=0 and MaxIts=0 (simultaneously) will lead to automatic
    stopping criterion selection (according to the scheme used by MINLM unit).


      -- ALGLIB --
         Copyright 17.08.2009 by Bochkanov Sergey
    *************************************************************************/
    public static void lsfitsetcond(lsfitstate state, double epsf, double epsx, int maxits)
    {

        lsfit.lsfitsetcond(state.innerobj, epsf, epsx, maxits);
        return;
    }

        /*************************************************************************
        Stopping conditions for nonlinear least squares fitting.

        INPUT PARAMETERS:
            State   -   structure which stores algorithm state
            EpsF    -   stopping criterion. Algorithm stops if
                        |F(k+1)-F(k)| <= EpsF*max{|F(k)|, |F(k+1)|, 1}
            EpsX    -   >=0
                        The subroutine finishes its work if  on  k+1-th  iteration
                        the condition |v|<=EpsX is fulfilled, where:
                        * |.| means Euclidian norm
                        * v - scaled step vector, v[i]=dx[i]/s[i]
                        * dx - ste pvector, dx=X(k+1)-X(k)
                        * s - scaling coefficients set by LSFitSetScale()
            MaxIts  -   maximum number of iterations. If MaxIts=0, the  number  of
                        iterations   is    unlimited.   Only   Levenberg-Marquardt
                        iterations  are  counted  (L-BFGS/CG  iterations  are  NOT
                        counted because their cost is very low compared to that of
                        LM).

        NOTE

        Passing EpsF=0, EpsX=0 and MaxIts=0 (simultaneously) will lead to automatic
        stopping criterion selection (according to the scheme used by MINLM unit).


          -- ALGLIB --
             Copyright 17.08.2009 by Bochkanov Sergey
        *************************************************************************/
        public static void lsfitsetcond(lsfitstate state,
            double epsf,
            double epsx,
            int maxits)
        {
            alglib.ap.assert(math.isfinite(epsf), "LSFitSetCond: EpsF is not finite!");
            alglib.ap.assert((double)(epsf)>=(double)(0), "LSFitSetCond: negative EpsF!");
            alglib.ap.assert(math.isfinite(epsx), "LSFitSetCond: EpsX is not finite!");
            alglib.ap.assert((double)(epsx)>=(double)(0), "LSFitSetCond: negative EpsX!");
            alglib.ap.assert(maxits>=0, "LSFitSetCond: negative MaxIts!");
            state.epsf = epsf;
            state.epsx = epsx;
            state.maxits = maxits;
        }