Re: Findminimum Question
- To: mathgroup at smc.vnet.net
- Subject: [mg24298] Re: Findminimum Question
- From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
- Date: Fri, 7 Jul 2000 00:11:38 -0400 (EDT)
- Organization: Universitaet Leipzig
- References: <firstname.lastname@example.org>
- Sender: owner-wri-mathgroup at wolfram.com
The appendix of The Mathematica Book A 9.4
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
But you may have a look into the Statistics`NonlinearFit` standard
It can calculate the errors for you.
ayyer at my-deja.com wrote:
> 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,
> Sent via Deja.com http://www.deja.com/
> Before you buy.
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