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Re: MPfit question [message #62759 is a reply to message #62623]

Wed, 01 October 2008 01:31

Wox
Messages: 184
Registered: August 2006

Senior Member

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.

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.

INNER_LOOP:
; mpfit_lmpar:
; solve A.wa1=B and sqrt(par).D.wa1=0
; where wa1 is the parameter increment
...
; When some param goes outside boundary, make alpha smaller so it
touches the boundary:

dwa1 = abs(wa1) GT MACHEP0
whl = where(dwa1 AND qllim AND (x + wa1 LT llim), lct)
if lct GT 0 then $
alpha = min([alpha, (llim[whl]-x[whl])/wa1[whl]])
whu = where(dwa1 AND qulim AND (x + wa1 GT ulim), uct)
if uct GT 0 then $
alpha = min([alpha, (ulim[whu]-x[whu])/wa1[whu]])

; Apply increment!
xnew = x + alpha * wa1

; When the step puts us on a boundary, make sure it is exact
...

; Convergence tests + succesfull inner loop test
...
goto INNER_LOOP

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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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