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Re: [Help-gsl] gsl_multifit_nlinear_fdf with combined function and Jacob

From: Patrick Alken
Subject: Re: [Help-gsl] gsl_multifit_nlinear_fdf with combined function and Jacobian?
Date: Thu, 23 Aug 2018 11:26:15 -0600
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:52.0) Gecko/20100101 Thunderbird/52.9.1


  Ironically, I removed the combined function to make things easier for users. I can confirm that the multifit_nlinear module will always call the Jacobian function after calling the function. So if you want you can store intermediate results in the function call, and then reuse them in the Jacobian call.

Note that sometimes the function is called without calling the Jacobian.


On 08/15/2018 07:27 AM, Olaf Wucknitz wrote:

I wonder if there is a reason that gsl_multifit_nlinear_fdf does not include a pointer to a function that computes both the function and its Jacobian at the same time, because this is often more efficient than doing it separately.

gsl_multiroot_function_fdf does have this option.

Or can we assume that, e.g., whenever the function for the Jacobian is called, the function itself is called with the same parameters before so that one can reuse intermediate steps internally?


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