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Re: MPfit question [message #62746 is a reply to message #62623]

Wed, 01 October 2008 10:16

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

Wox <nomail@hotmail.com> writes:

> On 30 Sep 2008 11:49:46 -0400, Craig Markwardt
> <craigmnet@REMOVEcow.physics.wisc.edu> wrote:
>
>> If you look at the code, the value of ALPHA is adjusted so that, at
>> the next iteration, a parameter will exactly touch its boundary,
>> within a small tolerance. At that point, the parameter will be
>> considered fixed, and will no longer enter into the calculation of the
>> value of ALPHA. [*] Thus, the step *is* adaptive, it just doesn't
>> happen in a single iteration.
>
> I'm sorry, but I don't see how it does this. ALPHA is adjusted and
> immediatly used (see below). In the next iteration, the increments are
> calculated again by mpfit_lmpar and used again to calculate ALPHA,
> whether the param was at the limit in the previous iteration or not.

That is not correct. Please search for 'zeroing the derivatives of
pegged parameters'. Once a parameter is pegged at a boundary in the
previous iteration, it no longer contributes to the congugate gradiate
solution because its derivatives have been zeroed.

> The thing is, my problem is solved when I adjust the increments
> themselves and leave ALPHA=1. I was just wondering whether I introduce
> some errors by doing this.

Probably your best bet is to see which convergence criterium is
satisfied when ALPHA < 1, and go from there.

Craig

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Craig B. Markwardt, Ph.D. EMAIL: cbmarkwardt+usenet@gmail.com
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[Message index]

		MPfit question By: Wox on Tue, 30 September 2008 07:38
		Re: MPfit question By: Craig Markwardt on Thu, 02 October 2008 08:59
		Re: MPfit question By: Wox on Thu, 02 October 2008 04:39
		Re: MPfit question By: Craig Markwardt on Wed, 01 October 2008 10:16
		Re: MPfit question By: Wox on Wed, 01 October 2008 01:31
		Re: MPfit question By: Craig Markwardt on Tue, 30 September 2008 08:49
		Re: MPFIT question By: Craig Markwardt on Tue, 13 January 2009 22:41
		Re: MPFIT question By: j.coenia@gmail.com on Wed, 14 January 2009 07:54
		Re: MPFIT question By: j.coenia@gmail.com on Thu, 15 January 2009 08:17
		Re: MPFIT question By: Craig Markwardt on Fri, 16 January 2009 22:10
		Re: MPFIT question By: Craig Markwardt on Wed, 14 January 2009 23:52
		Re: MPFIT question By: pgrigis on Wed, 14 January 2009 14:08
		Re: MPFIT question By: j.coenia@gmail.com on Wed, 14 January 2009 13:37
		Re: MPFIT question By: Craig Markwardt on Wed, 14 January 2009 08:23

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