GNU Scientific Library – Reference Manual: Nonlinear Least-Squares Initialization

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### 39.5 Initializing the Solver

Function: gsl_multifit_nlinear_workspace * gsl_multifit_nlinear_alloc (const gsl_multifit_nlinear_type * T, const gsl_multifit_nlinear_parameters * params, const size_t n, const size_t p)
Function: gsl_multilarge_nlinear_workspace * gsl_multilarge_nlinear_alloc (const gsl_multilarge_nlinear_type * T, const gsl_multilarge_nlinear_parameters * params, const size_t n, const size_t p)

  These functions return a pointer to a newly allocated instance of a derivative solver of type T for n observations and p parameters. The params input specifies a tunable set of parameters which will affect important details in each iteration of the trust region subproblem algorithm. It is recommended to start with the suggested default parameters (see `gsl_multifit_nlinear_default_parameters` and `gsl_multilarge_nlinear_default_parameters`) and then tune the parameters once the code is working correctly. See Nonlinear Least-Squares Tunable Parameters for descriptions of the various parameters. For example, the following code creates an instance of a Levenberg-Marquardt solver for 100 data points and 3 parameters, using suggested defaults:

      const gsl_multifit_nlinear_type * T
          = gsl_multifit_nlinear_lm;
      gsl_multifit_nlinear_parameters params
          = gsl_multifit_nlinear_default_parameters();
      gsl_multifit_nlinear_workspace * w
          = gsl_multifit_nlinear_alloc (T, &params, 100, 3);

  The number of observations n must be greater than or equal to parameters p.

  If there is insufficient memory to create the solver then the function returns a null pointer and the error handler is invoked with an error code of `GSL_ENOMEM`.

Function: gsl_multifit_nlinear_parameters gsl_multifit_nlinear_default_parameters (void)
Function: gsl_multilarge_nlinear_parameters gsl_multilarge_nlinear_default_parameters (void)

  These functions return a set of recommended default parameters for use in solving nonlinear least squares problems. The user can tune each parameter to improve the performance on their particular problem, see Nonlinear Least-Squares Tunable Parameters.

Function: int gsl_multifit_nlinear_init (const gsl_vector * x, gsl_multifit_nlinear_fdf * fdf, gsl_multifit_nlinear_workspace * w)
Function: int gsl_multifit_nlinear_winit (const gsl_vector * x, const gsl_vector * wts, gsl_multifit_nlinear_fdf * fdf, gsl_multifit_nlinear_workspace * w)
Function: int gsl_multilarge_nlinear_init (const gsl_vector * x, gsl_multilarge_nlinear_fdf * fdf, gsl_multilarge_nlinear_workspace * w)
Function: int gsl_multilarge_nlinear_winit (const gsl_vector * x, const gsl_vector * wts, gsl_multilarge_nlinear_fdf * fdf, gsl_multilarge_nlinear_workspace * w)

  These functions initialize, or reinitialize, an existing workspace w to use the system fdf and the initial guess x. See Nonlinear Least-Squares Function Definition for a description of the fdf structure.

  Optionally, a weight vector wts can be given to perform a weighted nonlinear regression. Here, the weighting matrix is W = diag(w_1,w_2,...,w_n).

Function: void gsl_multifit_nlinear_free (gsl_multifit_nlinear_workspace * w)
Function: void gsl_multilarge_nlinear_free (gsl_multilarge_nlinear_workspace * w)

  These functions free all the memory associated with the workspace w.

Function: const char * gsl_multifit_nlinear_name (const gsl_multifit_nlinear_workspace * w)
Function: const char * gsl_multilarge_nlinear_name (const gsl_multilarge_nlinear_workspace * w)

  These functions return a pointer to the name of the solver. For example,

      printf ("w is a '%s' solver\n",
              gsl_multifit_nlinear_name (w));

  would print something like `w is a 'trust-region' solver`.

Function: const char * gsl_multifit_nlinear_trs_name (const gsl_multifit_nlinear_workspace * w)
Function: const char * gsl_multilarge_nlinear_trs_name (const gsl_multilarge_nlinear_workspace * w)

  These functions return a pointer to the name of the trust region subproblem method. For example,

      printf ("w is a '%s' solver\n",
              gsl_multifit_nlinear_trs_name (w));

  would print something like `w is a 'levenberg-marquardt' solver`.

Next: Nonlinear Least-Squares Function Definition, Previous: Nonlinear Least-Squares Tunable Parameters, Up: Nonlinear Least-Squares Fitting [Index]