Module E04HEF in NAG

General Information

Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive)

Usage

CALL E04HEF(M,N,LSQFUN,LSQHES,LSQMON,IPRINT,MAXCAL,ETA,XTOL,STEPMX,X,FSUMSQ,FVEC,FJAC,LJ,S,V,LV,NITER,NF,IUSER,LIW,RUSER,LW,IFAIL)

Classification

K1b1a3

Unconstrained nonlinear least squares approximation by smooth functions, user provides first and second derivatives

Type

subroutine in NAG package (E04 sublibrary)

Language

Fortran

Availability

Proprietary, Portable