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Re: Findminimum Question
Hi, The appendix of The Mathematica Book A 9.4 say With Method->Automatic, FindMinimum uses various methods due to Brent: the conjugate gradient in one dimension, and a modification of Powell's method in several dimensions. If the function to be minimized is a sum of squares, FindMinimum uses the Levenberg-Marquardt method (Method->LevenbergMarquardt). With Method->Newton FindMinimum uses Newton's method. With Method->QuasiNewton FindMinimum uses the BFGS version of the quasi-Newton method. But you may have a look into the Statistics`NonlinearFit` standard package. It can calculate the errors for you. Regards Jens ayyer at my-deja.com wrote: > > Hi, > I was wondering if I could know the principle on which Mathematica uses > the FindMinimum function. I mean, does it use a common algorithm ( like > the Golden Search Algorithm) for all functions or does it analyse the > functions by some of their specific properties, like continuity, > differentiability, or shallow/deep regions and the like. > I needed to know this to find out the error bars for the function i am > using. In case it is important, i am just minimising a sum of squares of > a function to find the best fit. > > Thanks in advance, > Ayyer > > Sent via Deja.com http://www.deja.com/ > Before you buy.