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Re: lsqnonlin and nonlin_residmin


From: AsmaA
Subject: Re: lsqnonlin and nonlin_residmin
Date: Sun, 7 Jun 2015 17:17:33 -0700 (PDT)

Hello,

Thank you for your review.

>before a thorough review, could you first implement the issue with the
>user-supplied Jacobian? Or tell me if you need advise with that.

I have implemented the user-specified jacobian functionality (not very sure
about it since there is not much documentation of dfdp). Can you please
check?

>- Is there a reason for just discarding any imaginary parts in x0? I'd
>have thought since the functions only process real parameters, an
>error must be thrown if x0 is complex.

No reason. I have changed it. 

>If a final Jacobian is returned, it should be computed in the same
>way the algorithm computes its Jacobians, i.e. with __dfdp__.m as
>default, jacobs.m if the option 'complex_step_derivative_f' is set
>(which probably means 'never', since there is no equivalent option
>in Matlab (?)), or the Jacobian function which was supplied by the
>user, if any. The best way to achieve using the correct function for
>the Jacobian is probably to call 'residmin_stat' with suitable
>arguments; 'residmin_stat' is intended for this and similar things.

Initially, I was using residmin_stat (modelfun, x0, optimset (settings,
"ret_dfdp", true))  but the Jacobian values were quite different from
Matlab's. Now, I have used the value of solution (x) in place of x0. Is that
ok?

Here are the links for the updated code. Thank you.

https://github.com/AsmaAfzal/octave_workspace/blob/master/lsqnonlin.m
https://github.com/AsmaAfzal/octave_workspace/blob/master/lsqcurvefit.m

Kind Regards,
Asma.




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