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[Help-gsl] non-linear least squares fitting
From: |
Jay Howard |
Subject: |
[Help-gsl] non-linear least squares fitting |
Date: |
Tue, 4 Dec 2007 12:17:27 -0600 |
I have a couple of questions about GSL's non-linear least squares
functions. Apologies in advance if they're particularly dumb
questions; I freely admit that I'm working at the edge of my expertise
here.
First:
The online docs describe two methods, gsl_multifit_fsolver_alloc() and
gsl_multifit_fdfsolver_alloc(), that are used to allocate new solvers.
They accept a gsl_multifit_fsolver_type and
gsl_multifit_fdfsolver_type respectively. When I examine the header
file gsl_multifit_nlin.h, I notice that it declares two solver types
of the second form (gsl_multifit_fdfsolver_lmder and
gsl_multifit_fdfsolver_lmsder) but none of the first form. One
appears to have been available once upon a time
(gsl_multifit_fsolver_gradient) but but in my header file it's
commented out.
As the caller, am I expected to define my own gs_multifit_fsolver_type
to pass to gsl_multifit_fsolver_alloc()?
Second:
The fdfsolver docs state that the number of observations (n) must
equal or exceed the number of parameters (p). For my project, I only
have one function/observation, F(X1, ..., Xp), that I'm attempting to
minimize. For the purposes of using the LM functions, would it
suffice to just duplicate this function/observation p times, so that
the (n >= p) requirement is satisfied? This would be the special case
where F1 = F2 = ... = Fn with (n = p).
Thanks in advance.
- [Help-gsl] non-linear least squares fitting,
Jay Howard <=
- Re: [Help-gsl] non-linear least squares fitting, Barrett C. Foat, 2007/12/04
- Re: [Help-gsl] non-linear least squares fitting, Jay Howard, 2007/12/04
- Re: [Help-gsl] non-linear least squares fitting, Barrett C. Foat, 2007/12/05
- Re: [Help-gsl] non-linear least squares fitting, Jay Howard, 2007/12/05
- Re: [Help-gsl] non-linear least squares fitting, Barrett Foat, 2007/12/05
- Re: [Help-gsl] non-linear least squares fitting, Jay Howard, 2007/12/05
- [Help-gsl] Re: non-linear least squares fitting, Richard Henwood, 2007/12/05
- Re: [Help-gsl] Re: non-linear least squares fitting, Barrett Foat, 2007/12/05
- [Help-gsl] Re: Re: non-linear least squares fitting, Richard Henwood, 2007/12/06
- Re: [Help-gsl] Re: Re: non-linear least squares fitting, Barrett C. Foat, 2007/12/06