# lsqcurvefit

Solve nonlinear curve-fitting (data-fitting) problems in least-squares sense

## Syntax

## Description

Nonlinear least-squares solver

Find coefficients *x* that solve the problem

$$\underset{x}{\mathrm{min}}{\Vert F(x,xdata)-ydata\Vert}_{2}^{2}=\underset{x}{\mathrm{min}}{\displaystyle \sum _{i}{\left(F\left(x,xdat{a}_{i}\right)-ydat{a}_{i}\right)}^{2}},$$

given input data *xdata*, and the observed
output *ydata*, where *xdata* and *ydata* are
matrices or vectors, and *F *(*x*, *xdata*)
is a matrix-valued or vector-valued function of the same size as *ydata*.

Optionally, the components of *x* are subject to the constraints

$$\begin{array}{c}\text{lb}\le x\\ x\le \text{ub}\\ Ax\le b\\ \text{Aeq}x=\text{beq}\\ c(x)\le 0\\ \text{ceq}(x)=0.\end{array}$$

The arguments *x*, *lb*, and *ub* can
be vectors or matrices; see Matrix Arguments.

The `lsqcurvefit`

function uses the same
algorithm as `lsqnonlin`

. `lsqcurvefit`

simply
provides a convenient interface for data-fitting problems.

Rather than compute the sum of squares, `lsqcurvefit`

requires
the user-defined function to compute the *vector*-valued
function

$$F(x,xdata)=\left[\begin{array}{c}F\left(x,xdata\right)(1)\\ F\left(x,xdata\right)(2)\\ \vdots \\ F\left(x,xdata\right)(k)\end{array}\right].$$

starts
at `x`

= lsqcurvefit(`fun`

,`x0`

,`xdata`

,`ydata`

)`x0`

and finds coefficients `x`

to
best fit the nonlinear function `fun(x,xdata)`

to
the data `ydata`

(in the least-squares sense). `ydata`

must
be the same size as the vector (or matrix) `F`

returned
by `fun`

.

**Note**

Passing Extra Parameters explains
how to pass extra parameters to the vector function `fun(x)`

,
if necessary.

defines
a set of lower and upper bounds on the design variables in `x`

= lsqcurvefit(`fun`

,`x0`

,`xdata`

,`ydata`

,`lb`

,`ub`

)`x`

,
so that the solution is always in the range `lb `

≤` x `

≤` ub`

.
You can fix the solution component `x(i)`

by specifying `lb(i) = ub(i)`

.

**Note**

If the specified input bounds for a problem are inconsistent,
the output `x`

is `x0`

and the outputs `resnorm`

and `residual`

are `[]`

.

Components of `x0`

that violate the bounds `lb ≤ x ≤ ub`

are reset to the interior of the box defined
by the bounds. Components that respect the bounds are not changed.

or
`x`

= lsqcurvefit(`fun`

,`x0`

,`xdata`

,`ydata`

,`lb`

,`ub`

,`options`

)

minimizes with the optimization options specified in `x`

= lsqcurvefit(`fun`

,`x0`

,`xdata`

,`ydata`

,`lb`

,`ub`

,`A`

,`b`

,`Aeq`

,`beq`

,`nonlcon`

,`options`

)`options`

. Use
`optimoptions`

to set these options. Pass
empty matrices for `lb`

and `ub`

and for other input
arguments if the arguments do not exist.

## Examples

## Input Arguments

## Output Arguments

## Limitations

The trust-region-reflective algorithm does not solve underdetermined systems; it requires that the number of equations, i.e., the row dimension of

*F*, be at least as great as the number of variables. In the underdetermined case,`lsqcurvefit`

uses the Levenberg-Marquardt algorithm.`lsqcurvefit`

can solve complex-valued problems directly. Note that constraints do not make sense for complex values, because complex numbers are not well-ordered; asking whether one complex value is greater or less than another complex value is nonsensical. For a complex problem with bound constraints, split the variables into real and imaginary parts. Do not use the`'interior-point'`

algorithm with complex data. See Fit a Model to Complex-Valued Data.The preconditioner computation used in the preconditioned conjugate gradient part of the trust-region-reflective method forms

*J*(where^{T}J*J*is the Jacobian matrix) before computing the preconditioner. Therefore, a row of*J*with many nonzeros, which results in a nearly dense product*J*, can lead to a costly solution process for large problems.^{T}JIf components of

*x*have no upper (or lower) bounds,`lsqcurvefit`

prefers that the corresponding components of`ub`

(or`lb`

) be set to`inf`

(or`-inf`

for lower bounds) as opposed to an arbitrary but very large positive (or negative for lower bounds) number.

You can use the trust-region reflective algorithm in `lsqnonlin`

, `lsqcurvefit`

,
and `fsolve`

with small- to medium-scale
problems without computing the Jacobian in `fun`

or
providing the Jacobian sparsity pattern. (This also applies to using `fmincon`

or `fminunc`

without
computing the Hessian or supplying the Hessian sparsity pattern.)
How small is small- to medium-scale? No absolute answer is available,
as it depends on the amount of virtual memory in your computer system
configuration.

Suppose your problem has `m`

equations and `n`

unknowns.
If the command `J = sparse(ones(m,n))`

causes
an `Out of memory`

error on your machine,
then this is certainly too large a problem. If it does not result
in an error, the problem might still be too large. You can find out
only by running it and seeing if MATLAB runs within the amount
of virtual memory available on your system.

## Algorithms

The Levenberg-Marquardt and trust-region-reflective methods
are based on the nonlinear least-squares algorithms also used in `fsolve`

.

The default trust-region-reflective algorithm is a subspace trust-region method and is based on the interior-reflective Newton method described in [1] and [2]. Each iteration involves the approximate solution of a large linear system using the method of preconditioned conjugate gradients (PCG). See Trust-Region-Reflective Least Squares.

The Levenberg-Marquardt method is described in references [4], [5], and [6]. See Levenberg-Marquardt Method.

The `'interior-point'`

algorithm uses the `fmincon`

`'interior-point'`

algorithm with some modifications. For details, see
Modified fmincon Algorithm for Constrained Least Squares.

## Alternative Functionality

### App

The **Optimize** Live Editor task provides a visual interface for `lsqcurvefit`

.

## References

[1] Coleman, T.F. and Y. Li. “An Interior,
Trust Region Approach for Nonlinear Minimization Subject to Bounds.” *SIAM
Journal on Optimization*, Vol. 6, 1996, pp. 418–445.

[2] Coleman, T.F. and Y. Li. “On the
Convergence of Reflective Newton Methods for Large-Scale Nonlinear
Minimization Subject to Bounds.” *Mathematical Programming*,
Vol. 67, Number 2, 1994, pp. 189–224.

[3] Dennis, J. E. Jr. “Nonlinear Least-Squares.” *State
of the Art in Numerical Analysis*, ed. D. Jacobs, Academic
Press, pp. 269–312.

[4] Levenberg, K. “A Method for the
Solution of Certain Problems in Least-Squares.” *Quarterly
Applied Mathematics 2*, 1944, pp. 164–168.

[5] Marquardt, D. “An Algorithm for
Least-squares Estimation of Nonlinear Parameters.” *SIAM
Journal Applied Mathematics*, Vol. 11, 1963, pp. 431–441.

[6] Moré, J. J. “The Levenberg-Marquardt
Algorithm: Implementation and Theory.” *Numerical
Analysis*, ed. G. A. Watson, Lecture Notes in Mathematics
630, Springer Verlag, 1977, pp. 105–116.

[7] Moré, J. J., B. S. Garbow, and K.
E. Hillstrom. *User Guide for MINPACK 1*. Argonne
National Laboratory, Rept. ANL–80–74, 1980.

[8] Powell, M. J. D. “A Fortran Subroutine
for Solving Systems of Nonlinear Algebraic Equations.” *Numerical
Methods for Nonlinear Algebraic Equations*, P. Rabinowitz,
ed., Ch.7, 1970.

## Extended Capabilities

## Version History

**Introduced before R2006a**