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Re: alternative to CURVEFIT function [message #84357 is a reply to message #84356]

Thu, 30 May 2013 11:47

Russell Ryan
Messages: 122
Registered: May 2012

Senior Member

On Wednesday, May 29, 2013 9:39:08 PM UTC-4, Craig Markwardt wrote:
> On Wednesday, May 29, 2013 11:19:27 AM UTC-4, fd_...@mail.com wrote:
>
>> I was wondering if anyone knows an alternative function of CURVEFIT. If I am not mistaken the CURVEFIT uses the Levenberg-Marquart algorithm. I need to use a different algorithm which provides a numerical solution to the problem of minimising a function, generally non-linear.
>
>>
>
>> Nelder–Mead method and Newton-Raphson are some choices but I was wondering if there is a function in IDL like the CURVEFIT.
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> Adding to what the other posters said...
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>
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> If you can any way express your function as the sum of squared residuals, then you should try to use the MPFIT family of functions. It is far more stable than CURVEFIT.
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> Note that you can sometimes bend the rules. If your optimization function is the sum of *somethings*, then often you can rewrite the somethings as (somethings elses)^2. As long as (something else) is signed, you can use MPFIT.
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> If you really need general function minimization, then yes you can try my TNMIN. If your user function is smooth then it will find a minimum with a Newton-type method.
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> Craig
>
> http://cow.physics.wisc.edu/~craigm/idl/fitting.html

BTW, Craig. What does MPFIT stand for? I mean, I can guess about what FIT is... But MP?

R

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[Message index]

		Re: alternative to CURVEFIT function By: Craig Markwardt on Thu, 30 May 2013 21:56
		Re: alternative to CURVEFIT function By: Craig Markwardt on Thu, 30 May 2013 21:48
		Re: alternative to CURVEFIT function By: David Fanning on Thu, 30 May 2013 16:37
		Re: alternative to CURVEFIT function By: wlandsman on Thu, 30 May 2013 16:05
		Re: alternative to CURVEFIT function By: David Fanning on Thu, 30 May 2013 12:25
		Re: alternative to CURVEFIT function By: Meg on Thu, 30 May 2013 12:09
		Re: alternative to CURVEFIT function By: Russell Ryan on Thu, 30 May 2013 11:47
		Re: alternative to CURVEFIT function By: Craig Markwardt on Wed, 29 May 2013 18:39
		Re: alternative to CURVEFIT function By: Russell Ryan on Wed, 29 May 2013 13:15
		Re: alternative to CURVEFIT function By: David Fanning on Wed, 29 May 2013 08:38
		Re: alternative to CURVEFIT function By: Meg on Thu, 30 May 2013 12:05
		Re: alternative to CURVEFIT function By: Russell Ryan on Fri, 31 May 2013 05:59

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