| Re: LMFIT [message #18190 is a reply to message #10942] |
Mon, 13 December 1999 00:00  |
Craig Markwardt
Messages: 1869
Registered: November 1996
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Senior Member |
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"Alberto Verga" <verga@marius.univ-mrs.fr> writes:
> I tried the following example on the use of LMFIT given in the IDL 5.2
> help:
>
> ...example removed...
>
> I obtained
> % LMFIT: Warning: Failed to Converge.
>
> and in consequence a bad fit!
> Does anyone known if this LMFIT is correctly implemented?
"Correct" is a matter of debate. Designing an algorithm for curve
fitting appears to be as much art as it is science. The procedures
supplied by IDL are somewhat of a mixed bag:
CURVEFIT - quick and dirty. Quick because it runs fast. Dirty,
perhaps, because it doesn't always converge. The best if
judged in EASY and SPEED categories.
LMFIT - slow and dirty. Slow because function calls are done in FOR
loops (astounding!). If there are convergence problems, it's
probably because LMFIT is based on Numerical Recipes.
I recommend you try MPFIT and related functions (web page below). I
have translated these from the original MINPACK-1 package, which was
designed by a real numerical analyst! I value reliability more than
absolute speed and was willing to make a compromise.
I have found the results to be very reliable in my own work, and I
have gotten similar comments from other researchers. For your
application I clearly recommend MPFIT and the driver function
MPFITFUN.
Craig
http://cow.physics.wisc.edu/~craigm/idl/idl.html
--
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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@cow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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