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Re: [Help-gsl] non-linear least squares fitting
From: |
Jay Howard |
Subject: |
Re: [Help-gsl] non-linear least squares fitting |
Date: |
Wed, 5 Dec 2007 13:56:33 -0600 |
> The L-M algorithm requires first partial derivatives, and no other
> algorithm is available in the generalized least-squares part of GSL.
>
Yep. Shame on me for not RTFM, but the page labeled "Minimization
Algorithms without Derivatives" clearly explains that there are no
derivative-less solvers available at this time. What confused me was
that there is a framework in place for derivative-less solvers, but no
solvers to go with the framework. For instance, the method
gsl_multifit_fsolver_alloc() exists.
> derivatives, you might want to consider using the GSL implementation of
> the Simplex method:
Interesting. That seems much better suited to my original line of
thinking. I may try both.
One more question: In looking over the "Search Stopping Parameters"
page, I'm not entirely clear about the values
gsl_multifit_test_delta() accepts (epsabs and epsrel). If after j
iterations my system is:
F_1(a_j, b_j, c_j) = error_1_j
...
F_i(a_j, b_j, c_j) = error_i_j
...
F_m(a_j, b_j, c_j) = error_m_j
Then after the next iteration it will be:
F_1(a_k, b_k, c_k) = error_1_k
...
F_i(a_k, b_k, c_k) = error_i_k
...
F_m(a_k, b_k, c_k) = error_m_k
where k = j + 1, each parameter (a,b,c) has been perturbed slightly in
the direction of the best-fit solution.
What I'm interested in minimizing is the root mean squared error of
the set of m error values. Is that what the docs refer to when they
use the term "absolute error", or is it some other measure?
- [Help-gsl] non-linear least squares fitting, Jay Howard, 2007/12/04
- Re: [Help-gsl] non-linear least squares fitting, Barrett C. Foat, 2007/12/04
- 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 <=
- 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
- Re: [Help-gsl] Re: Re: non-linear least squares fitting, Jay Howard, 2007/12/07
- Re: [Help-gsl] Re: Re: non-linear least squares fitting, Barrett C. Foat, 2007/12/10