optimizeLeastSquares

High level nothtow D API for Levenberg-Marquardt Algorithm.

Computes the argmin over x of sum_i(f(x_i)^2) using the Least-Squares algorithm, and an estimate of the Jacobian of f at x.

The function f should take an input vector of length n, and fill an output vector of length m.

The function g is the Jacobian of f, and should fill a row-major m x n matrix.

Parameters

f: n -> m function
g: m × n Jacobian (optional)
tm: thread manager for finite difference jacobian approximation in case of g is null (optional)
settings LeastSquaresSettings!T: Levenberg-Marquardt data structure
m size_t: length (dimension) of y = f(x)
x Slice!(T*): initial (in) and final (out) X value
l Slice!(const(T)*): lower X bound
u Slice!(const(T)*): upper X bound

Type: LeastSquaresResult!T

optimization status.