GNU Scientific Library - Bugs: bug #39369, Nonlinear least squares solver...
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bug #39369: Nonlinear least squares solver fails when MINPACK succeeds
Submitter: | Patrick Alken <psa> | ||
Submitted: | Sun 30 Jun 2013 08:56:15 AM UTC | ||
Category: | None | Severity: | 3 - Normal |
Operating System: | Status: | Fixed | |
Assigned to: | psa | Open/Closed: | Closed |
Release: |
Thu 13 Feb 2014 06:13:13 PM UTC, comment #2: |
Patrick Alken <psa> |
Thu 03 Oct 2013 08:04:03 PM UTC, comment #1: The original Fortran program doesn't limit the number of iterations needed to achieve a solution but the GSL version returns 'no progress' if 10 or more iterations are needed. Increasing the iteration limit to 20 provides convergence on the example given:
|
Brian Gladman <gladman> |
Sun 30 Jun 2013 08:56:15 AM UTC, original submission:
Although the GSL implementation of LM nonlinear least squares follows MINPACK, there are some cases when the GSL method won't converge but MINPACK does. I believe this is related to the 'xtol' convergence test in MINPACK's lmder routine which seems to be missing from the GSL implementation.
6979 data points read
GSL SOLUTIONS = 1.0018817 1.0024550 0.9994202
LEVMAR SOLUTIONS = 1.0018817 1.0024552 0.9994202
6979 data points read
LEVMAR SOLUTIONS = 1.0018817 1.0024552 0.9994202
|
Patrick Alken <psa> |
Depends on the following items: None found
Items that depend on this one: None found
Follow 4 latest changes.
Date | Changed by | Updated Field | Previous Value | => | Replaced by |
---|---|---|---|---|---|
2014-02-13 | psa | Status | None | Fixed | |
Open/Closed | Open | Closed | |||
2013-06-30 | psa | Attached File | - | Added test_lm.c, #28451 | |
Attached File | - | Added input.dat, #28452 |
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Corresponding source code
Yes I've increased this limit to 100 and also fixed the update_diag routine to use the entire column of J for the scale factors, this should improve the robustness of lmsder