#### Previous topic

scipy.optimize.golden

#### Next topic

scipy.optimize.nnls

# scipy.optimize.leastsq

`scipy.optimize.``leastsq`(func, x0, args=(), Dfun=None, full_output=0, col_deriv=0, ftol=1.49012e-08, xtol=1.49012e-08, gtol=0.0, maxfev=0, epsfcn=None, factor=100, diag=None)

  Minimize the sum of squares of a set of equations.

      x = arg min(sum(func(y)**2,axis=0))
               y

  Parameters: | func : callable should take at least one (possibly length N vector) argument and returns M floating point numbers. It must not return NaNs or fitting might fail. x0 : ndarray The starting estimate for the minimization. args : tuple, optional Any extra arguments to func are placed in this tuple. Dfun : callable, optional A function or method to compute the Jacobian of func with derivatives across the rows. If this is None, the Jacobian will be estimated. full_output : bool, optional non-zero to return all optional outputs. col_deriv : bool, optional non-zero to specify that the Jacobian function computes derivatives down the columns (faster, because there is no transpose operation). ftol : float, optional Relative error desired in the sum of squares. xtol : float, optional Relative error desired in the approximate solution. gtol : float, optional Orthogonality desired between the function vector and the columns of the Jacobian. maxfev : int, optional The maximum number of calls to the function. If Dfun is provided then the default maxfev is 100*(N+1) where N is the number of elements in x0, otherwise the default maxfev is 200*(N+1). epsfcn : float, optional A variable used in determining a suitable step length for the forward- difference approximation of the Jacobian (for Dfun=None). Normally the actual step length will be sqrt(epsfcn)*x If epsfcn is less than the machine precision, it is assumed that the relative errors are of the order of the machine precision. factor : float, optional A parameter determining the initial step bound (`factor * || diag * x||`). Should be in interval `(0.1, 100)`. diag : sequence, optional N positive entries that serve as a scale factors for the variables.
  Returns: | x : ndarray The solution (or the result of the last iteration for an unsuccessful call). cov_x : ndarray Uses the fjac and ipvt optional outputs to construct an estimate of the jacobian around the solution. None if a singular matrix encountered (indicates very flat curvature in some direction). This matrix must be multiplied by the residual variance to get the covariance of the parameter estimates – see curve_fit. infodict : dict a dictionary of optional outputs with the key s: `nfev` The number of function calls `fvec` The function evaluated at the output `fjac` A permutation of the R matrix of a QR factorization of the final approximate Jacobian matrix, stored column wise. Together with ipvt, the covariance of the estimate can be approximated. `ipvt` An integer array of length N which defines a permutation matrix, p, such that fjac*p = q*r, where r is upper triangular with diagonal elements of nonincreasing magnitude. Column j of p is column ipvt(j) of the identity matrix. `qtf` The vector (transpose(q) * fvec). mesg : str A string message giving information about the cause of failure. ier : int An integer flag. If it is equal to 1, 2, 3 or 4, the solution was found. Otherwise, the solution was not found. In either case, the optional output variable ‘mesg’ gives more information.

  Notes

  “leastsq” is a wrapper around MINPACK’s lmdif and lmder algorithms.

  cov_x is a Jacobian approximation to the Hessian of the least squares objective function. This approximation assumes that the objective function is based on the difference between some observed target data (ydata) and a (non-linear) function of the parameters f(xdata, params)

      func(params) = ydata - f(xdata, params)

  so that the objective function is

        min   sum((ydata - f(xdata, params))**2, axis=0)
      params