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Re: mpfit: what's different [message #58638 is a reply to message #58600]

Mon, 11 February 2008 05:39

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

Wox <nomail@hotmail.com> writes:

> Hi everyone,
>
> Is there any documentation on the theory behind Craig Markwardt's
> mpfit? What's different from the Levenberg-Marquardt algorithm as
> given in "Numerical Recipes in C" (used in IDL's curvefit)?
>

Hi, I'm back!

First off, I should say that MPFIT is based on MINPACK (by Jose More'
et al), so I don't take any of the credit for the underlying algorithm.

Basically, Numerical Recipes is a quick and dirty implementation of
Levenberg Marquardt, so what you get are quick and dirty results.
Some of it boils down to how the normal equations are determined
(MPFIT doesn't; it uses direct QR factorization of the Jacobian, which
improves numerical precision); how the LM parameter and trust region
are determined (Numerical Recipes doesn't really have a concept of
"trust region"); and the convergence criteria.

Also, as David points out, MPFIT has more features than CURVEFIT, such
as the abillity to fix or vary certain parameters, the ability to set
simple parameter boundaries, to tie parameters together, and some
advanced options for keeping track of the fit status. The MPFIT*
library also has a few different flavors of the main routine, to make
things easy in certain cases (1d fitting, 2d fitting, using an
expression insted of a function, and so on).

> Is it a difference in choosing the damping factor in the modified
> curvature matrix or is there more to it?

I'm not sure what this means. I encourage you to consult the primary
references in the mpfit.pro documentation section.

Good luck, and happy fitting,
Craig Markwardt

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[Message index]

		mpfit: what's different By: Wox on Wed, 06 February 2008 08:35
		Re: mpfit: what's different By: Wox on Mon, 11 February 2008 09:13
		Re: mpfit: what's different By: Craig Markwardt on Tue, 12 February 2008 02:19
		Re: mpfit: what's different By: Craig Markwardt on Mon, 11 February 2008 05:39
		Re: mpfit: what's different By: Wox on Tue, 12 February 2008 09:40

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