Sparse Levenberg-Marquardt Algorithm Options
Usage
sparselm.opts(
mu = 0.001,
epsilon1 = 1e-12,
epsilon2 = 1e-12,
epsilon3 = 1e-12,
delta = 1e-06
)
Arguments
- mu
scale factor for initial mu
- epsilon1
stopping threshold for ||J^T e||_inf
- epsilon2
stopping threshold for ||dp||_2
- epsilon3
stopping threshold for ||e||_2
- delta
step used in difference approximation to the Jacobian
Value
numeric vector of length 6 with the above options and spsolver=1 (SuiteSparse CHOLMOD)