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[Help-gsl] non linear fitting with constraints
From: |
Hansen, T.A.R. |
Subject: |
[Help-gsl] non linear fitting with constraints |
Date: |
Sun, 24 Aug 2008 20:38:46 +0200 |
Dear gsl users,
I am new to this list and to gsl, so pardon me this newbie question.
I want to fit a number (user-defined) of gauss functions to a dataset. The user
(mostly me) will specify start values for the parameters, as well as
constraints on these parameters.
For fitting non linear functions, I can use the functions as described in the
manual "37.9" (e.g. gsl_multifit_fdfsolver, gsl_multifit_fdfsolver_iterate,
expb_df, expb_f...) However, these functions do not deal with constraints.
Looking around with google I found an old post "least-squares fitting or
minimization with constrained parameters" from dec. 2005 explaining that one
way is add a penalty value when the new parameters fall outside the constraints.
Unfortunately, I am uncertain as to which functions to adjust or which values
to change, or how to reconfigure the solver. Mathematical fitting algorithms
are not my area of expertise.
Although I know obj-c, with plain c I am not very familiar.
With regards,
Terje
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