MINPACK
Least Squares Minimization of Vector Functions


MINPACK is a FORTRAN90 library which solves systems of nonlinear equations, or carries out the least squares minimization of the residual of a set of linear or nonlinear equations.

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.

Given a set of N nonlinear equations in N unknowns, F(X) = 0, Powell's method is used to seek a solution X.

Given a set of M nonlinear functions in N unknowns, F(X), the Levenberg-Marquardt method is used to seek an X which minimizes the L2 norm of the residual ||F(X)||.

The user supplies a subroutine to evaluate the nonlinear function; the jacobian matrix dFi(X)/dXj may also be supplied by the user in a subroutine, or approximated by finite differences.

Languages:

MINPACK is available in a C++ version and a FORTRAN77 version and a FORTRAN90 version.

Related Data and Programs:

BVLS, a FORTRAN90 library which applies least squares methods to solve a linear system for which lower and upper constraints may have been placed on every variable.

DQED, a FORTRAN90 library which solves constrained least squares problems.

GEQP3, a FORTRAN90 library which contains the portion of the LAPACK library that carries out the QR factorization, with column pivoting, of an M by N rectangular matrix, with N <= M.

NL2SOL, a FORTRAN90 library which implements an adaptive nonlinear least-squares algorithm.

NMS, a FORTRAN90 library which includes a wide variety of numerical software, including solvers for linear systems of equations, interpolation of data, numerical quadrature, linear least squares data fitting, the solution of nonlinear equations, ordinary differential equations, optimization and nonlinear least squares, simulation and random numbers, trigonometric approximation and Fast Fourier Transforms.

PRAXIS, a FORTRAN90 library which minimizes a scalar function of several variables.

QR_SOLVE, a FORTRAN90 library which computes the least squares solution of a linear system A*x=b.

SLATEC , a FORTRAN90 library which includes MINPACK.

TEST_LS, a FORTRAN90 library which implements linear least squares test problems of the form A*x=b.

TEST_OPT, a FORTRAN90 library which defines test problems for the minimization of a scalar function of several variables.

TEST_OPTIMIZATION, a FORTRAN90 library which defines test problems for the minimization of a scalar function of several variables, as described by Molga and Smutnicki.

TOMS611, a FORTRAN90 library which seeks the minimizer of a scalar functional of multiple variables.

Reference:

  1. Jorge More, Burton Garbow, Kenneth Hillstrom,
    User Guide for MINPACK-1,
    Technical Report ANL-80-74,
    Argonne National Laboratory, 1980.
  2. Jorge More, Danny Sorenson, Burton Garbow, Kenneth Hillstrom,
    The MINPACK Project,
    in Sources and Development of Mathematical Software,
    edited by Wayne Cowell,
    Prentice-Hall, 1984,
    ISBN: 0-13-823501-5,
    LC: QA76.95.S68.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN90 source codes.


Last revised on 23 January 2014.