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Re: faster minimization needed - maybe mpfit? [message #79737 is a reply to message #79653]

Mon, 26 March 2012 12:59

rogass
Messages: 200
Registered: April 2008

Senior Member

On 26 Mrz., 21:04, Craig Markwardt <craig.markwa...@gmail.com> wrote:
> On Monday, March 26, 2012 9:15:30 AM UTC-4, chris wrote:
>> Hi folks,
>> the following expression runs successfully with AMOEBA but requires
>> for large matrices (columns < 512, rows up to 30000), for small
>> tolerances (e.g. ftol=1e-06) and a high number of iterations
>> (nmax>=10000) to converge years:
>
>> expr = total(abs(convol(im-rebin(p[*],size(im,/dim),/samp),
>> [-1.,0.,1.])))
>
>> where p is the parameter vector (one row) to be found and im is the
>> matrix.
>
>> Is there a way to do it faster? Maybe with mpfit (I don't get an idea
>> how...)
>
> If you can express your problem as minimize{TOTAL(RESID^2)}, then you can use MPFIT, where RESID is signed. In your case you can do this, but there's a few little tricks.
>
> Your problem looks like minimize{TOTAL(ABS(XXX))}.
>
> You might want to define RESID=SQRT(ABS(XXX)), and then in principle it looks like an MPFIT problem. Unfortunately you need to preserve the sign of XXX. So this is what you do:
> RESID = SIGN(XXX)*SQRT(ABS(XXX))
> where SIGN(XXX) is the sign of XXX (-1 or +1 depending on XXX).
>
> Happy equation solving...
> Craig

Hi Craig,
thank you. Nevertheless, I don't think that I understood what you
suggests. So, i tried this:

function test2,p,x=x,err=err
temp=convol(x,rebin(p[*],size(x,/dim)))
return,signum(temp)*sqrt(abs(temp))
end

But what I got is this:

ENVI> st={x:im}&help,mpfit('test2',functargs=st,maxiter=100)
<Expression> DOUBLE = NaN

What's wrong?

Thank you

Chris

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[Message index]

		faster minimization needed - maybe mpfit? By: rogass on Mon, 26 March 2012 06:15
		Re: faster minimization needed - maybe mpfit? By: Craig Markwardt on Tue, 27 March 2012 06:38
		Re: faster minimization needed - maybe mpfit? By: rogass on Wed, 28 March 2012 23:45
		Re: faster minimization needed - maybe mpfit? By: rogass on Tue, 27 March 2012 05:28
		Re: faster minimization needed - maybe mpfit? By: Craig Markwardt on Mon, 26 March 2012 15:36
		Re: faster minimization needed - maybe mpfit? By: rogass on Mon, 26 March 2012 12:59
		Re: faster minimization needed - maybe mpfit? By: Craig Markwardt on Mon, 26 March 2012 12:04

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