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Re: minpack code for least squares?
From: |
Olaf Till |
Subject: |
Re: minpack code for least squares? |
Date: |
Fri, 15 Feb 2008 07:35:17 +0100 |
User-agent: |
Mutt/1.5.13 (2006-08-11) |
> Further, MINPACK's LMDER and LMDIF are likely the most widely used
> nonlinear least-squares codes in history, so they're sort of "proven
> quality".
'leasqr' (m-code, in 'optim') also provides an l/m-algorithm,
optionally with user-supplied jacobian. Seems to work well, we had
problems in which it did converge, though Matlabs 'lsqcurvefit'
l/m-method only pretended to and lingered at the starting values. It
should be tested carefully if 'lmder' and 'lmdif' are indeed
better. Even in this case I would vote to have the 'leasqr' code kept
in place.
Olaf