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Re: alternative to CURVEFIT function [message #84371 is a reply to message #84369]

Wed, 29 May 2013 13:15

Russell Ryan
Messages: 122
Registered: May 2012

Senior Member

Well, according to the IDL documentation, curvefit uses the gradient-expansion algorithm --- whereas lmfit uses Levenburg-marquardt. I suppose these could be the same algorithm, but it seems odd. The Markwardt stuff that David pointed you to is two different algorithms: Levenburg-marquardt and truncated newton (i'm fairly sure these are actually different).

Now, the Nelder-Mead is just the amoeba algorithm --- as coded in IDL by ... amoeba.pro.

Now, there are others in IDL as well: dfpmin, powell, and a few others (which assume linearity).

Can you compute the derivative of the function to minimize analytically? The answer to that will dictate what options you have.

Finally, I agree with David. the MPFIT from Markwardt is probably the best all-purpose thing in IDL.

Russell

On Wednesday, May 29, 2013 11:19:27 AM UTC-4, fd_...@mail.com wrote:
> Hi all
>
>
>
> I was wondering if anyone knows an alternative function of CURVEFIT. If I am not mistaken the CURVEFIT uses the Levenberg-Marquart algorithm. I need to use a different algorithm which provides a numerical solution to the problem of minimising a function, generally non-linear.
>
> Nelder–Mead method and Newton-Raphson are some choices but I was wondering if there is a function in IDL like the CURVEFIT.
>
>
>
> With Thanks
>
> M

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[Message index]

		Re: alternative to CURVEFIT function By: Craig Markwardt on Thu, 30 May 2013 21:56
		Re: alternative to CURVEFIT function By: Craig Markwardt on Thu, 30 May 2013 21:48
		Re: alternative to CURVEFIT function By: David Fanning on Thu, 30 May 2013 16:37
		Re: alternative to CURVEFIT function By: wlandsman on Thu, 30 May 2013 16:05
		Re: alternative to CURVEFIT function By: David Fanning on Thu, 30 May 2013 12:25
		Re: alternative to CURVEFIT function By: Meg on Thu, 30 May 2013 12:09
		Re: alternative to CURVEFIT function By: Russell Ryan on Thu, 30 May 2013 11:47
		Re: alternative to CURVEFIT function By: Craig Markwardt on Wed, 29 May 2013 18:39
		Re: alternative to CURVEFIT function By: Russell Ryan on Wed, 29 May 2013 13:15
		Re: alternative to CURVEFIT function By: David Fanning on Wed, 29 May 2013 08:38
		Re: alternative to CURVEFIT function By: Meg on Thu, 30 May 2013 12:05
		Re: alternative to CURVEFIT function By: Russell Ryan on Fri, 31 May 2013 05:59

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