What Is Optimization Toolbox?

lsqcurvefitJacobPatternMaxPCGIterSparsity pattern of the Jacobian for finitedifferencing. If it is not convenient to computethe Jacobian matrix J in fun, lsqcurvefitcan approximate J viasparsefinitedifferences,provided the structure of J, i.e.,locationsof the nonzeros, is supplied as the value forJacobPattern. In the worst case, if the structureis unknown, you can set JacobPattern tobe a dense matrix and a full finite-differenceapproximation is computed in each iteration (thisis the default if JacobPattern is not set). Thiscan be very expensive for large problems, so it isusually worth the effort to determine the sparsitystructure.Maximum number of PCG (preconditionedconjugate gradient) iterations (see “Algorithm”on page 8-151).PrecondBandWidth Upper bandwidth of preconditioner for PCG.By default, diagonal preconditioning is used(upper bandwidth of 0). For some problems,increasing the bandwidth reduces the numberof PCG iterations. Setting PrecondBandWidthto 'Inf' uses a direct factorization (Cholesky)rather than the conjugate gradients (CG). Thedirect factorization is computationallymoreexpensive than CG, but produces a better qualitystep towards the solution.TolPCGTermination tolerance on the PCG iteration.Medium-Scale Algorithm OnlyThese options are used only by the medium-scale algorithm:8-149