Re: question regarding Octave

[Ben Sapp]

> On Tue, 18 Apr 2000, Ian Heaton wrote:
>
> Convergence of the algorithm is good enough, if you supply initial
> parameter values which are close to the "right" values. Gradient based
> methods would probably be better when fitting analytical functions though,
> has anyone written any code for this?

I have written a few m-files that implement the BFGS and DFP
quasi-newton method algorithms.   I have also written a couple of scalar
minimization algorithms which I use for the line search in DFP and
BFGS.   The scalar minimization routines implement the Golden Section
search method and the Newton-Raphson method.   Since there seems to be
some desire for them I will post a message on the octave-sources mailing
list later today with the details of how to get them.  

-- 
Ben Sapp                         Los Alamos National Laboratory
email: <mailto:address@hidden>   Phone: (505)667-3277
Fax:   (505)665-7920             URL:   http://www.neutrino.lanl.gov/
--



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