Re: [Help-gsl] constraints over variables?

[John Gehman]

Hello Claudio,

Depending on the transformation matrix and the noise in the  
information that you're trying to fit, you may need to reset some of  
your singular values to zero -- if you plot out your singular values,  
(they come out in rank order, I believe), you may find a obvious  
discontinuity, and therefore an obvious value below which the  
singular values become insignificant and only cripple your floating  
variables with noise, which might be why some of them turn out  
inappropriate?

Otherwise, you could try a straightforward nonlinear least squares  
approach? If it's too difficult to choose an appropriate starting  
configuration for your variables, maybe use a quick simulated  
annealing to find a reasonable starting configuration, then proceed  
with usual nonlinear least squares.

Also, you could think about working instead with an objective  
function which incorporates your constraints as lagrange multipliers,  
and optimise it instead.

These are blind thoughts, of course, without being as familiar as you  
are about what you're after, but maybe it helps?

Cheers,
john


---------------------------------------------------------

Dr John Gehman
Research Fellow
School of Chemistry
University of Melbourne (Australia)



On 19/05/2007, at 1:23 AM, Claudio Ochoa wrote:

> Hi, I am pretty new to gsl, and I am using a SV
> decomposition thru gsl_linalg_SV_solve() to solve a linear
> least squares problem.
> Since I have some extra information about the variables, for
> instance, I know that some of them are negative or positive,
> I was wondering if it is possible to input this information
> somehow to gsl in order to obtain more accurate results.
> Otherwise, many times the results I get from the function
> above assign "not allowed" values to certain variables.
>
> Any help will be appreciated.
>
> Thanks
>   Claudio
>
>
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