This repository contains the original double precision Minpack from netlib.org, together with CMake makefiles and examples.
Minpack includes software for solving nonlinear equations and nonlinear least squares problems. Five algorithmic paths each include a core subroutine and an easy-to-use driver. The algorithms proceed either from an analytic specification of the Jacobian matrix or directly from the problem functions. The paths include facilities for systems of equations with a banded Jacobian matrix, for least squares problems with a large amount of data, and for checking the consistency of the Jacobian matrix with the functions.
Jorge Moré, Burt Garbow, and Ken Hillstrom at Argonne National Laboratory.
Minpack contains 4 subroutines for solution of systems of nonlinear equations:
hybrd1: Jacobian matrix is calculated by a forward difference approximation
hybrj1: Jacobian matrix is provided by the user
and 6 subroutines for nonlinear least squares problems:
lmdif1: Jacobian matrix is calculated by a forward difference approximation
lmder1: Jacobian matrix is provided by the user
lmstr1: Jacobian matrix is provided by the user, one row per call (uses less memory)
The routines without
1 in the name expose all parameters to the user (core
subroutines), routines with
1 only expose the essential parameters and set
default values for the rest (easy-to-use driver). Finally:
chkder: checks the consistency of the Jacobian matrix with the functions
More general documentation is given in
the 1980 Argonne technical report written by the authors of Minpack,
The Chapter 4 (also available in
ex/file06) contains detailed documentation for all these routines
together with an example of usage. Ready to use examples of usage are in the
Other files in the
ex directory are original examples of usage of various
routines (single and double precision), but are not compiled by default.