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Re: Function Maximum [message #35492 is a reply to message #35491]

Thu, 19 June 2003 07:45

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

faeriepunk@aol.com (Kate) writes:

> If I have a function definition, say it is
>
> FUNCTION MYGAMMA, X, P
> RETURN, P[0]*(X^P[1])*EXP(-1*X/P[2])
> END
>
> Where P holds my fit parameters that are already determined.
>
> If I want to find a local maximum in a certain range is it possible to
> do this with an existing written IDL function?

You question has an analytical solution. The function you describe
has a global maximum at X_MAX = P[1]*P[2], with no other
saddle-points.

For more complicated functions, you can use an optimizer. For example
CONSTRAINED_MIN, or AMOEBA. Both of those are minimizers so you would
have to minimize the *negative* of your function in order to maximize
it. I also have a routine on my web page called TNMIN. It's a tad
rough at the edges, but it doesn't require function derivatives, and
has a MAXIMIZE keyword. [ I use it all the time to maximize huge
functions. ]

Craig

http://cow.physics.wisc.edu/~craigm/idl/idl.html (under fitting)

--
------------------------------------------------------------ --------------
Craig B. Markwardt, Ph.D. EMAIL: craigmnet@cow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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[Message index]

		Re: Function Maximum By: faeriepunk on Fri, 20 June 2003 06:25
		Re: Function Maximum By: Paul Van Delst[1] on Thu, 19 June 2003 14:06
		Re: Function Maximum By: R.Bauer on Thu, 19 June 2003 12:55
		Re: Function Maximum By: Haje Korth on Thu, 19 June 2003 11:48
		Re: Function Maximum By: James Kuyper on Thu, 19 June 2003 10:10
		Re: Function Maximum By: Craig Markwardt on Thu, 19 June 2003 09:50
		Re: Function Maximum By: James Kuyper on Thu, 19 June 2003 09:27
		Re: Function Maximum By: Benjamin Panter on Thu, 19 June 2003 08:02
		Re: Function Maximum By: Craig Markwardt on Thu, 19 June 2003 07:45
		Re: Function Maximum By: R.Bauer on Thu, 19 June 2003 07:44

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