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lamda default value in CURVEFIT function [message #86639]

Mon, 25 November 2013 07:05

fd_luni
Messages: 66
Registered: January 2013

Member

Hi

The CURVEFIT function uses the Levenberg–Marquardt algorithm which is based on the equation:

(TRANSPOSE(J)J+ lamda*diag(TRANSPOSE(J)J)(P1-P0)=TRANSPOSE(J)E

J-Jacobian matrix
P0-initial parameter
E-residual

I was wondering if the default value of lamda is given by the keyword TOL and the default value is the 10^-3.

With Thanks
Mar

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		lamda default value in CURVEFIT function By: fd_luni on Mon, 25 November 2013 07:05
		Re: lamda default value in CURVEFIT function By: Craig Markwardt on Tue, 26 November 2013 08:08

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