[Scilab-users] Fwd: How to get fjac from lsqrsolve

[Pablo Caron]

Dear user group,

I need to extract the Jacobian from the lsqrsolve function. The fortran
routine lmdif (http://www.netlib.org/minpack/lmdif.f) provide this as the
output fjac, but lsqrsolve does not have this option.

I need to evaluate the goodness of a regression I made using lsqrsolve and
I found that this is done through the correlation matrix. I need either the
correlation matrix or the jacobian.

I would like to get an output similar to the following

Final set of parameters Asymptotic Standard Error
======================= ==========================
m = 0.174844            +/- 0.0002964 (0.1695%)
b = 1506.34             +/- 5.756 (0.3821%)

correlation matrix of the fit parameters:
       m     b
m  1.000
b -0.448 1.000

Regards

Pablo
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