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Re: Minimization Problem [message #79726 is a reply to message #79724]

Tue, 27 March 2012 05:44

SonicKenking
Messages: 51
Registered: October 2010

Member

On Mar 27, 5:52 pm, IDL beginner <moxam...@gmail.com> wrote:
> Dear All,
>
> I need your help to solve the following problem using IDL. I need to
> come up with an efficient way to find the minimum of a function. The
> function is:
>
> F(b) = (1 / la_determ((1 - b) * la_invert(v2) + b * la_invert(v1))) /
> ((la_determ(v1) ^ b) * (la_determ(v2) ^ (1 - b)))
>
> Where v1 and v2 are given matrices and 0 < b < 1. So, what I need is
> an efficient way of finding the value b for which the F(b) is
> minimum.
>
> I know that I can calculate for example 1000 values of b and for each
> value I can find F(b) and search for the minimum. But this way is not
> efficient in terms of accuracy and execution time.
>
> Any help is appreciated.
>
> MD

You may wanna try TNMIN from the MPFIT package.

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		Re: Minimization Problem By: Craig Markwardt on Tue, 27 March 2012 06:24
		Re: Minimization Problem By: SonicKenking on Tue, 27 March 2012 05:44

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