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[Bug-gsl] [bug #39369] Nonlinear least squares solver fails when MINPACK
From: |
Patrick Alken |
Subject: |
[Bug-gsl] [bug #39369] Nonlinear least squares solver fails when MINPACK succeeds |
Date: |
Sun, 30 Jun 2013 08:56:17 +0000 |
User-agent: |
Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:20.0) Gecko/20100101 Firefox/20.0 |
URL:
<http://savannah.gnu.org/bugs/?39369>
Summary: Nonlinear least squares solver fails when MINPACK
succeeds
Project: GNU Scientific Library
Submitted by: psa
Submitted on: Sun 30 Jun 2013 08:56:15 AM GMT
Category: None
Severity: 3 - Normal
Operating System:
Status: None
Assigned to: psa
Open/Closed: Open
Release:
Discussion Lock: Any
_______________________________________________________
Details:
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.
Attached is a test program and data which illustrate the problem.
Scaling the input data to be close to magnitude 1 allows GSL to find a
solution. However MINPACK finds a solution whether or not the data is scaled.
Sample output:
--- USE_SCALE = 1 ---
> ./test_lm < input.dat
6979 data points read
=== GSL SOLUTION ===
S = 1.0018817 1.0024550 0.9994202
O = -14.2133707 2.3442451 6.3475414
A = 89.9459953 90.0165637 89.9379515
=== LEVMAR SOLUTION ===
S = 1.0018817 1.0024552 0.9994202
O = -14.2136590 2.3391624 6.3479131
A = 89.9459872 90.0165636 89.9379575
--- USE_SCALE = 0 ---
>./test_lm < input.dat
6979 data points read
compute_model: GSL error: s = 27
=== LEVMAR SOLUTION ===
S = 1.0018817 1.0024552 0.9994202
O = -14.2136530 2.3390507 6.3479175
A = 89.9459871 90.0165636 89.9379577
_______________________________________________________
File Attachments:
-------------------------------------------------------
Date: Sun 30 Jun 2013 08:56:15 AM GMT Name: input.dat Size: 526kB By: psa
<http://savannah.gnu.org/bugs/download.php?file_id=28452>
-------------------------------------------------------
Date: Sun 30 Jun 2013 08:56:15 AM GMT Name: test_lm.c Size: 5kB By: psa
<http://savannah.gnu.org/bugs/download.php?file_id=28451>
_______________________________________________________
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