I'm using vnl_levenberg_marquardt class to fit my data set (I supply no gradients). I run the code from Microsoft Visual C++ 6.0; no MFC classes, Windows2000. It works, but I need to get an estimate of the errors of the fitted parameters. I believe the errors can be taken from the diagonal elements of the covariance matrix. Unfortunately, I am unable to get the covariance matrix using get_covariance(), see below.
 vnl_vector<double> x0(3);
 vnl_vector<double> x1 = x0;
 vnl_levenberg_marquardt lm(fittedFunction);
 vnl_matrix<double> covar(3,3);
 covar = lm.get_covariance();
('fitedFunction' is my class derived from 'vnl_least_squares_function', and it defines the fitted function 'f')
When I try accesing get_JtJ(), I get "not implemented yet" message, see:
jacobian = lm.get_JtJ();
So it looks like it is not implemented. But the Jacobians must be calculated at some point. So, how can I access the covariance matrix?
Thanks, Stan
Stanislaw Szpala, Ph.D.
Robarts Research Institute
100 Perth Drive
London Ontario N6A 5K8, Canada
tel (519)663-5777x34213