Hi,
I return to work with Alglib and I try to get LSQ parameter error.
I remember that quadraticmodel contains 2*J^TJ - Hessian. But I have some problems. Here i s an example:
Code:
void function_cx_1_func(const real_1d_array &c, const real_1d_array &x, double &func, void *ptr)
{
func = c[0] + x[0]*c[1];
}
int main(int argc, char **argv)
{
real_2d_array x = "[[0.],[1.],[2.],[3.]]";
real_1d_array y = "[1., 2., 4., 8.]";
real_1d_array c = "[0., 0.]";
double epsf = 0;
double epsx = 0.000001;
ae_int_t maxits = 0;
ae_int_t info;
lsfitstate state;
lsfitreport rep;
double diffstep = 0.0001;
lsfitcreatef(x, y, c, diffstep, state);
lsfitsetcond(state, epsf, epsx, maxits);
lsfitfit(state, function_cx_1_func);
lsfitresults(state, info, c, rep);
for(int i=0; i<2; i++)
for(int j=0; j<2; j++)
printf("%f\n", state.c_ptr()->optstate.quadraticmodel.ptr.pp_double[i][j]);
return 0;
}
and this is output:
8 12
12 28
and now if i change y array for:
Code:
real_1d_array y = "[1., 2., 4., 7";
i have got this same output - this is incorrect.
What is wrong?