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

[Martin Sperl]

Hi Jerome!

Yes. I have tried with the example code - basically replacing all the 
_fdf, _f, _df functions - see below the code of the PS.

Martin

Jerome BENOIT wrote:
> 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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