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Topic:
How to use lsqnonlin with the option "JacobPattern"
Replies:
3
Last Post:
Oct 21, 2013 8:27 AM




Re: How to use lsqnonlin with the option "JacobPattern"
Posted:
Oct 18, 2013 2:16 PM


On 10/18/2013 12:39 PM, Fang wrote: > I have a largesize problem, and the Jacobian matrix is sparse. In the > document, there is a "JacobPattern" option, but I cannot find any > example about how to use it. Anyone can help? > > I tried to create a Jacobian matrix using sparse() function, but the > problem is sparse() can not be used by "function_handle". I guess > "JacobPattern" can solve this problem, but how? > > Thank you in advance.
You are quite right, this is not documented properly. I will have to see to that.
In any case, here's how to do it. For lsqnonlin you have a vector function F(x) of a vector x. The JacobPattern matrix J is supposed to be a sparse matrix, with J(i,j) = 1 whenever the ith component of F can have a nonzero derivative with respect to x(j).
Pass the matrix J as the JacobPattern option: options = optimset('JacobPattern',J,'Algorithm','trustregionreflective');
Alan Weiss MATLAB mathematical toolbox documentation



