Re: [Help-gsl] converting old least-squares fit code to use gsl instead - fails miserably

[Jerome BENOIT]

Hello !

have you try against the example provided in the doc ?

For me, multifit worked against CAS results.

hth,
Jerome

Martin Sperl wrote:
> Hi!
>
> I have tried to convert my non-linear least squares sinus-fit code from 
> my university day to use the gsl library (gsl_multifit) instead of 
> Bevingtons curfit code.
>
> Sadly the conversion-code does not to converge to the expected value 
> except for when using a single variable. (Taking the example in the 
> documentation as base and adapting the functions *_f, *_df, *_fdf, as 
> well as the data test data,...)
>
> I have even tried to do just a linear fit (mx+b) usin ggsl_multifit and 
> it does not converge either (see the fit functions below).
>
> Has someone got experience to get me going in the right direction?
> Maybe I am missing something obvious...
>
> Thanks,
>               Martin
>
> P.s: Here the _f, _df, _fdf functions:
> int fit_f(const gsl_vector * x, void *data, gsl_vector * f) {
>  double v,phase,tmp,delta;
>  int i;
>  double sum2=0;
>  /* the parameters */
>  double p[10];
>  for(i=0;i<x->size;i++) {
>    p[i]=gsl_vector_get (x, i);
>    fprintf(stderr,"fit_f: Parameter%i: %f\n",i,p[i]);    }
>  /* now the loop */
>  for(i=0;i<50;i++) {
>    /* here the function */
>    v=p[0]+p[1]*time[i];
>    /* and store the delta */
>    delta=v-value[i];
>    sum2+=delta*delta;
>    gsl_vector_set(f,i,v);
>  }
>  /* and return ok */
>  return GSL_SUCCESS;
> }
>
> int fit_df (const gsl_vector * x, void *data, gsl_matrix * J) {
>  double phase,tmp;
>  int i;
>  /* the parameters */
>  double p[10];
>  for(i=0;i<x->size;i++) {
>    p[i]=gsl_vector_get (x, i);
>  }
>  /* now the loop */
>  for(i=0;i<50;i++) {
>    /* the intercept b */
>    gsl_matrix_set (J, i, 0, 1);
>    /* the slope m */
>    gsl_matrix_set (J, i, 1, p[1]);
>  }
>
>  /* and return ok */
>  return GSL_SUCCESS;
> }
>
> int fit_fdf (const gsl_vector * x, void *data,
>         gsl_vector * f, gsl_matrix * J) {
>  fit_f (x, data, f);
>  fit_df (x, data, J);
>  return GSL_SUCCESS;
> }
>
>
>
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--
Jerome BENOIT
jgmbenoit_at_mailsnare_dot_net