How to obtain the Jacobian matrix (or co-variance matrix) from a multi- or global-search

Question

Mehdi Gh 2017-9-5

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/355238-how-to-obtain-the-jacobian-matrix-or-co-variance-matrix-from-a-multi-or-global-search

编辑： Matt J 2017-9-5

采纳的回答： Matt J

在 MATLAB Online 中打开

Using lsqnonlin for non-linear fitting, you can obtain Jacobian matrix in the output:

[x,resnorm,residual,exitflag,output,lambda,jacobian] = lsqnonlin(___)

I however used multistart with lsqnonlin to avoid local minima. On contrary, the command run which is needed to do a multisearch with lsqnonlin (see here ) dos not provide Jacobian as an output. Any suggestion how can I get it? I need it to determine the confidence intervals for the estimated parameters.

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Matt J 2017-9-5

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/355238-how-to-obtain-the-jacobian-matrix-or-co-variance-matrix-from-a-multi-or-global-search#answer_280337

编辑：Matt J 2017-9-5

Once you have the solution xsol using multistart, just run lsqnonin without multistart and with xsol as the initial guess. If xsol was a solution, it should stop in a single iteration (or you can force it to) and the output should be the finite difference Jacobian at that point.

2 个评论
显示无隐藏无

Mehdi Gh 2017-9-5

Thanks Matt for you answer. Do you know how MATLAB calculates this Jacobian matrix? I mean if I want to calculate it analytically, what I have to do?

Matt J 2017-9-5

编辑：Matt J 2017-9-5

It uses finite difference computations, if you do not provide your own analytical Jacobian computation. To do that, you use the 'SpecifyObjectiveGradient' option, as described here.

请先登录，再进行评论。