Re: [Help-gsl] Nonlinear fitting with finite Difference Jacobian

[Patrick Alken]

Hi, in the nonlinear least squares example, all you need to do is 
replace the lines:

  f.df = &expb_df;
  f.fdf = &expb_fdf;

with:

  f.df = NULL;
  f.fdf = NULL;

and the solver will switch to the finite difference Jacobian method. I 
will add some comments to the example program for this.

Patrick

On 09/10/2013 02:15 AM, Kazimierz Skrobas wrote:
> In gsl help is written (section 38.4):
>
> "
> For the algorithms which require a Jacobian matrix of derivatives of the
> fit functions, there
> are times when an analytic Jacobian may be unavailable or too expensive to
> compute.
>
> Therefore GSL supports approximating the Jacobian numerically using finite
> differences of
> the fit functions.
>
> "
>
> Does somebody implemented above method of nonlinear fitting ?
>
> Short information in gsl help says: "This is typically done by setting the
> relevant function pointers of the gsl_multifit_function_fdf data type to
> NULL"  but code based on these method doesn't work. Program finishes with
> segmantation fault.
>
> If somebody knows the answer and can put example code
> I will be grateful
>
>
> address@hidden
>
> Kaz