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

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Alan Weiss

Posts: 1,262
Registered: 11/27/08
Re: How to use lsqnonlin with the option "JacobPattern"
Posted: Oct 18, 2013 2:16 PM
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On 10/18/2013 12:39 PM, Fang wrote:
> I have a large-size 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','trust-region-reflective');

Alan Weiss
MATLAB mathematical toolbox documentation



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