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Module « scipy.optimize »

Fonction leastsq - module scipy.optimize

Signature de la fonction leastsq

def leastsq(func, x0, args=(), Dfun=None, full_output=False, col_deriv=False, ftol=1.49012e-08, xtol=1.49012e-08, gtol=0.0, maxfev=0, epsfcn=None, factor=100, diag=None) 

Description

help(scipy.optimize.leastsq)

Minimize the sum of squares of a set of equations.

::

    x = arg min(sum(func(y)**2,axis=0))
             y

Parameters
----------
func : callable
    Should take at least one (possibly length ``N`` vector) argument and
    returns ``M`` floating point numbers. It must not return NaNs or
    fitting might fail. ``M`` must be greater than or equal to ``N``.
x0 : ndarray
    The starting estimate for the minimization.
args : tuple, optional
    Any extra arguments to func are placed in this tuple.
Dfun : callable, optional
    A function or method to compute the Jacobian of func with derivatives
    across the rows. If this is None, the Jacobian will be estimated.
full_output : bool, optional
    If ``True``, return all optional outputs (not just `x` and `ier`).
col_deriv : bool, optional
    If ``True``, specify that the Jacobian function computes derivatives
    down the columns (faster, because there is no transpose operation).
ftol : float, optional
    Relative error desired in the sum of squares.
xtol : float, optional
    Relative error desired in the approximate solution.
gtol : float, optional
    Orthogonality desired between the function vector and the columns of
    the Jacobian.
maxfev : int, optional
    The maximum number of calls to the function. If `Dfun` is provided,
    then the default `maxfev` is 100*(N+1) where N is the number of elements
    in x0, otherwise the default `maxfev` is 200*(N+1).
epsfcn : float, optional
    A variable used in determining a suitable step length for the forward-
    difference approximation of the Jacobian (for Dfun=None).
    Normally the actual step length will be sqrt(epsfcn)*x
    If epsfcn is less than the machine precision, it is assumed that the
    relative errors are of the order of the machine precision.
factor : float, optional
    A parameter determining the initial step bound
    (``factor * || diag * x||``). Should be in interval ``(0.1, 100)``.
diag : sequence, optional
    N positive entries that serve as a scale factors for the variables.

Returns
-------
x : ndarray
    The solution (or the result of the last iteration for an unsuccessful
    call).
cov_x : ndarray
    The inverse of the Hessian. `fjac` and `ipvt` are used to construct an
    estimate of the Hessian. A value of None indicates a singular matrix,
    which means the curvature in parameters `x` is numerically flat. To
    obtain the covariance matrix of the parameters `x`, `cov_x` must be
    multiplied by the variance of the residuals -- see curve_fit. Only
    returned if `full_output` is ``True``.
infodict : dict
    a dictionary of optional outputs with the keys:

    ``nfev``
        The number of function calls
    ``fvec``
        The function evaluated at the output
    ``fjac``
        A permutation of the R matrix of a QR
        factorization of the final approximate
        Jacobian matrix, stored column wise.
        Together with ipvt, the covariance of the
        estimate can be approximated.
    ``ipvt``
        An integer array of length N which defines
        a permutation matrix, p, such that
        fjac*p = q*r, where r is upper triangular
        with diagonal elements of nonincreasing
        magnitude. Column j of p is column ipvt(j)
        of the identity matrix.
    ``qtf``
        The vector (transpose(q) * fvec).

    Only returned if `full_output` is ``True``.
mesg : str
    A string message giving information about the cause of failure.
    Only returned if `full_output` is ``True``.
ier : int
    An integer flag. If it is equal to 1, 2, 3 or 4, the solution was
    found. Otherwise, the solution was not found. In either case, the
    optional output variable 'mesg' gives more information.

See Also
--------
least_squares : Newer interface to solve nonlinear least-squares problems
    with bounds on the variables. See ``method='lm'`` in particular.

Notes
-----
"leastsq" is a wrapper around MINPACK's lmdif and lmder algorithms.

cov_x is a Jacobian approximation to the Hessian of the least squares
objective function.
This approximation assumes that the objective function is based on the
difference between some observed target data (ydata) and a (non-linear)
function of the parameters `f(xdata, params)` ::

       func(params) = ydata - f(xdata, params)

so that the objective function is ::

       min   sum((ydata - f(xdata, params))**2, axis=0)
     params

The solution, `x`, is always a 1-D array, regardless of the shape of `x0`,
or whether `x0` is a scalar.

Examples
--------
>>> from scipy.optimize import leastsq
>>> def func(x):
...     return 2*(x-3)**2+1
>>> leastsq(func, 0)
(array([2.99999999]), 1)



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