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Re: What is the difference between 'curvefit', 'lmfit' and 'svdfit' procudure? [message #52910 is a reply to message #52899]

Wed, 07 March 2007 07:02

news.qwest.net
Messages: 137
Registered: September 2005

Senior Member

<duxiyu@gmail.com> wrote in message
news:1173260085.952428.100150@q40g2000cwq.googlegroups.com.. .
> I have a set of 'x' and 'y', and want to use a special function 'f(x)'
> to fit it.
>
> The function 'f(x)' contains three parameters.
>
> But I'm confused by the three different procudure 'curvefit', 'lmfit'
> and 'svdfit'.

The difference is essentially between 1) linear least square error fits,
and 2) non-linear least square error fit.

In 1) you directly calculate the resulting fit.
You start with the matrix equation
Ax = b

where x is the unknown. 'A 'is a matrix where your
fitting function is evaluated at each point (and is usually
not square).

The LSF solution is:

A^tAx = A^tb
x = (A^tA)A^tb

The svd routines solve this matrix equation.

For 2) you make an error function
error = data - nonlinear function(x)

and you search around parameter space to try to
find the minimum error. This may not converge, it probably
depends on an initial guess, and can be very time consuming.
This is what curvefit and the others do.

If you can create a linear fit, then 1) is the way to go.
If it is non-linear, google fpr mpfit, widely hailed as a superior
non-linear fitting routine.
(i'll google: http://cow.physics.wisc.edu/~craigm/idl/idl.html)

Cheers,
bob

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[Message index]

		Re: What is the difference between 'curvefit', 'lmfit' and 'svdfit' procudure? By: Paul Van Delst[1] on Thu, 08 March 2007 07:53
		Re: What is the difference between 'curvefit', 'lmfit' and 'svdfit' procudure? By: Wox on Thu, 08 March 2007 01:53
		Re: What is the difference between 'curvefit', 'lmfit' and 'svdfit' procudure? By: Craig Markwardt on Wed, 07 March 2007 18:07
		Re: What is the difference between 'curvefit', 'lmfit' and 'svdfit' procudure? By: duxiyu@gmail.com on Wed, 07 March 2007 17:19
		Re: What is the difference between 'curvefit', 'lmfit' and 'svdfit' procudure? By: duxiyu@gmail.com on Wed, 07 March 2007 17:08
		Re: What is the difference between 'curvefit', 'lmfit' and 'svdfit' procudure? By: news.qwest.net on Wed, 07 March 2007 07:02
		Re: What is the difference between 'curvefit', 'lmfit' and 'svdfit' procudure? By: Craig Markwardt on Wed, 07 March 2007 06:20

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