What is lambda in lsqcurvefit?

7 次查看(过去 30 天)
lsqcurvefit returns the lambda values as a structure with fields lower and upper. But according to the Levenberg-Marquardt algorithm
,
where we have to specify the initial value of lambda, which is a scalar and it changes its value after each iteration.
Why is the lambda returned by the lsqcurvefit function having two vectors for upper and lower separately and why are they zeros in most of the cases?

采纳的回答

Matt J
Matt J 2019-4-18
编辑:Matt J 2019-4-18
The lambda returned by lsqcurvefit are not Levenberg-Marquardt parameters. They are the Lagrange multiplers at the solution. If the Lagrange multipliers are zero most of the time, it is probably because your solutions tend not to lie at the upper and lower boundaries.
  2 个评论
Prashant Govindarajan
编辑:Prashant Govindarajan 2019-4-19
So is there any way to obtain the parameter λ (damping parameter) from the lsqcurvefit function? I require it to calculate the standard errors of the estimated parameters.
Matt J
Matt J 2019-4-19
编辑:Matt J 2019-4-19
You can use the OutputFcn option to get it, or display it to the screen (to some precision) by settings the Display option to 'iter', as described here,

请先登录,再进行评论。

更多回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Least Squares 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by