covar lmder lmder1 lmder1_r lmder_r lmdif lmdif1 lmdif1_r lmdif_r lmstr lmstr1 lmstr1_r lmstr_r n2f n2f_r n2g n2g_r n2p n2p_r

covar() void covar ( int  n, int  ldr, double  r[], int  ipvt[], double  tol, double  work[], int *  info  ) Covariance matrix of nonlinear least squares approximation Purpose covar computes the covariance matrix of nonlinear least squares approximation computed by lmder, lmder1, lmdif, lmstr or lmstr1. Given an m x n matrix A, the n x n symmetric matrix corresponding to A, called as the covariance matrix C, is defined as follows. C = (A^T*A)^(-1) This routine completes this equation using the necessary information from the QR factorization of A which is provided by lmder, lmder1, lmdif, lmstr or lmstr1. Parameters [in] n Order of covariance matrix. (n > 0) [out] ldr Leading dimension of two dimensional array r[]. (ldr >= n) [in,out] r[][] Array r[lr][ldr] (lr >= n) [in] The upper triangle matrix R obtained from QR factorization AP = QR. (P is the permutation matrix given by ipvt[], and Q is m x n orthogonal matrix) [out] The square symmetrix covariance matrix. [out] ipvt[] Array ipvt[lipvt] (lipvt >= n) The pivot indices that define the permutation matrix P. [in] tol The tolerance to determine the numerical rank of the matrix A. (tol > 0) If some diagonal element of R is less than (the maximum absolute value of diagonal elements of R)*tol in magnitude, it will be regarded as rank deficient. [out] work[] Array work[lwork] (lwork >= n) Work area. [out] info = 0: Successful exit = -1: The argument n had an illegal value (n <= 0) = -2: The argument ldr had an illegal value (ldr < n) = -5: The argument tol had an illegal value (tol <= 0) Reference netlib/minpack