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-rw-r--r-- | demos/lsqnonlin.dem.sce | 57 |
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diff --git a/demos/lsqnonlin.dem.sce b/demos/lsqnonlin.dem.sce new file mode 100644 index 0000000..a650e63 --- /dev/null +++ b/demos/lsqnonlin.dem.sce @@ -0,0 +1,57 @@ +mode(1) +// +// Demo of lsqnonlin.sci +// + +//A simple non-linear least square example taken from leastsq default present in scilab +function y=yth(t, x) +y = x(1)*exp(-x(2)*t) +endfunction +// we have the m measures (ti, yi): +m = 10; +tm = [0.25, 0.5, 0.75, 1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 2.5]'; +ym = [0.79, 0.59, 0.47, 0.36, 0.29, 0.23, 0.17, 0.15, 0.12, 0.08]'; +// measure weights (here all equal to 1...) +wm = ones(m,1); +// and we want to find the parameters x such that the model fits the given +// data in the least square sense: +// +// minimize f(x) = sum_i wm(i)^2 ( yth(tm(i),x) - ym(i) )^2 +// initial parameters guess +x0 = [1.5 ; 0.8]; +// in the first examples, we define the function fun and dfun +// in scilab language +function y=myfun(x, tm, ym, wm) +y = wm.*( yth(tm, x) - ym ) +endfunction +// the simplest call +[xopt,resnorm,residual,exitflag,output,lambda,gradient] = lsqnonlin(myfun,x0) +// Press ENTER to continue +halt() // Press return to continue + +//A basic example taken from leastsq default present in scilab with gradient +function y=yth(t, x) +y = x(1)*exp(-x(2)*t) +endfunction +// we have the m measures (ti, yi): +m = 10; +tm = [0.25, 0.5, 0.75, 1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 2.5]'; +ym = [0.79, 0.59, 0.47, 0.36, 0.29, 0.23, 0.17, 0.15, 0.12, 0.08]'; +// measure weights (here all equal to 1...) +wm = ones(m,1); +// and we want to find the parameters x such that the model fits the given +// data in the least square sense: +// +// minimize f(x) = sum_i wm(i)^2 ( yth(tm(i),x) - ym(i) )^2 +// initial parameters guess +x0 = [1.5 ; 0.8]; +// in the first examples, we define the function fun and dfun +// in scilab language +function [y,dy]=myfun(x, tm, ym, wm) +y = wm.*( yth(tm, x) - ym ) +v = wm.*exp(-x(2)*tm) +dy = [v , -x(1)*tm.*v] +endfunction +options = list("GradObj", "on") +[xopt,resnorm,residual,exitflag,output,lambda,gradient] = lsqnonlin(myfun,x0,[],[],options) +//========= E N D === O F === D E M O =========// |