[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [Help-gsl] constraints over variables?

From: John Gehman
Subject: Re: [Help-gsl] constraints over variables?
Date: Tue, 22 May 2007 10:44:29 +1000

Hello Claudio,

Depending on the transformation matrix and the noise in the information that you're trying to fit, you may need to reset some of your singular values to zero -- if you plot out your singular values, (they come out in rank order, I believe), you may find a obvious discontinuity, and therefore an obvious value below which the singular values become insignificant and only cripple your floating variables with noise, which might be why some of them turn out inappropriate?

Otherwise, you could try a straightforward nonlinear least squares approach? If it's too difficult to choose an appropriate starting configuration for your variables, maybe use a quick simulated annealing to find a reasonable starting configuration, then proceed with usual nonlinear least squares.

Also, you could think about working instead with an objective function which incorporates your constraints as lagrange multipliers, and optimise it instead.

These are blind thoughts, of course, without being as familiar as you are about what you're after, but maybe it helps?



Dr John Gehman
Research Fellow
School of Chemistry
University of Melbourne (Australia)

On 19/05/2007, at 1:23 AM, Claudio Ochoa wrote:

Hi, I am pretty new to gsl, and I am using a SV
decomposition thru gsl_linalg_SV_solve() to solve a linear
least squares problem.
Since I have some extra information about the variables, for
instance, I know that some of them are negative or positive,
I was wondering if it is possible to input this information
somehow to gsl in order to obtain more accurate results.
Otherwise, many times the results I get from the function
above assign "not allowed" values to certain variables.

Any help will be appreciated.


Help-gsl mailing list

reply via email to

[Prev in Thread] Current Thread [Next in Thread]