Re: [Quantlib-users] question for MINPACK code under math/optimization

[Luigi B. <lui...@gm...>]

Hello,
    I think the link you found is correct.  The signature is different
because the parameter fnc was moved to the end of the list, and because in
our version we're supplying a second function jacFnc to supply the Jacobian
(instead of calculating it by finite differences like the Fortran version
does) but otherwise the implementation looks the same.

Luigi


On Fri, Mar 17, 2023 at 8:27 AM QuantLib JS <qua...@gm...> wrote:

> Hello, QuantLib Community
>
> Can someone please let me know the MINPACK source repo for:
>
> https://github.com/lballabio/QuantLib/blob/master/ql/math/optimization/lmdif.hpp
>
> https://github.com/lballabio/QuantLib/blob/master/ql/math/optimization/lmdif.cpp
>
> We need test cases to find bug in our javascript version
> <https://www.npmjs.com/package/minpack>
>
> I googled around and found this: https://github.com/fortran-lang/minpack
> , it has test cases, but the `lmdif` function signature is different.
>
> Thank you!
>
> Regards
> quantlib.js <https://quantlib.js.org/docs/>
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