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MathGroup Archive 1992

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Re: Non-linear Curve Fitting

  • To: mathgroup at yoda.physics.unc.edu
  • Subject: Re: Non-linear Curve Fitting
  • From: me at leidecker.gsfc.nasa.gov (HenningLeidecker)
  • Date: Thu, 23 Apr 92 12:55:59 EDT

[This package is now in the pub/Packages/JANHUNEN direction on
the yoda.physics.unc.edu server.  Users should no longer use
the NCSA server below. -- steve christensen.]

There is a wonderful Mma package which implements non-linear least  
square fits.  I got it (and a test *.ma file) from  
"ftp.ncsa.uiuc.edu", deep down in the symbolic math directories.   
I've used it a lot, and recommend it.  Here is an excerpt from the  
start of the package:

    Package:        NonlinearFit
    Contains:       Nonlinear model fitting to numerical data
    Method:         Levenberg-Marquardt
    Reference:      Press et al., Numerical Recipes, Cambridge 1986, 

                    p. 526
    Written:        by Pekka Janhunen, 

                    Finnish Meteorological Institute,
                    Geophysics Dept., email: pjanhune at finsun.csc.fi
    Copyright:      PD software. You are free to use, modify and
                    distribute this software without taking a charge
                    for it.

The Levenberg-Marquardt method is described in many places, including  
"Numerical Recipes" by Press, et al.  


I found it helpful to add the computation of residuals; you might  
too.

Regards,
Henning Leidecker






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