Update DOCS (Jacobian)
The docs has one error in the description for the user Call-back eval_J
Ordering of the Jacobian elements
Jacobian of the residuals is a matrix $J$ of $m$ rows and $n$ columns, each row $i$ contains the transpose of $\nabla_{x} r_i(x)$, and
The doc states that
current point $\bm x}_{k}^{}, {\bm r} ( {\bm x} {k}^{})$ .
J(i*m+j)must be set to hold $\nabla{x_j} r_i( {\bm x} _{k}^{})$.
but element $\nabla_{x_j} r_i( {\bm x} _{k}^{})$ should be located at J( (i-1)*n + j)
@tyronerees while updating the Jacobian, it is also convenient to update the error list and remove error -9 which is no longer possible (n>m)
Doc also needs to be updated with:
for nlls_options
- All the
box_*options - New covariance storage option
options%save_covm.
for nlls_inform
- New elements where the covariance (J^T *J) matrix and variance vector are stored:
inform%cov(:,:)andinform%var(:)