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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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Fang

Posts: 23
Registered: 8/6/12
Re: How to use lsqnonlin with the option "JacobPattern"
Posted: Oct 18, 2013 2:55 PM
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Alan_Weiss <aweiss@mathworks.com> wrote in message <l3rtu6$638$1@newscl01ah.mathworks.com>...
> 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


Thank you very much, Alan. So JacobPattern is to pass the locations of the nonzero derivatives, but how to pass the nonzero elements (functions_handle) in the Jacobian matrix to lsqnonlin?



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