Home | History | Annotate | Download | only in man
      1 <?xml version="1.0" ?>
      2 <!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
      3 <html xmlns="http://www.w3.org/1999/xhtml">
      4 <head>
      5 <title>lmfit: a self-contained C library for Levenberg-Marquardt least-squares minimization and curve fitting</title>
      6 <meta http-equiv="content-type" content="text/html; charset=utf-8" />
      7 <link rev="made" href="mailto:root@localhost" />
      8 </head>
      9 
     10 <body>
     11 
     12 
     13 
     14 
     15 
     16 <link rel="stylesheet" href="podstyle.css" type="text/css" />
     17 
     18 <h1 id="NAME">NAME</h1>
     19 
     20 <p>lmcurve - Levenberg-Marquardt least-squares fit of a curve (t,y)</p>
     21 
     22 <h1 id="SYNOPSIS">SYNOPSIS</h1>
     23 
     24 <p><b>#include &lt;lmcurve.h</b>&gt;</p>
     25 
     26 <p><b>void lmcurve( const int</b> <i>n_par</i><b>, double *</b><i>par</i><b>, const int</b> <i>m_dat</i><b>, const<span style="white-space: nowrap;"> </span>double *</b><i>t</i><b>, const<span style="white-space: nowrap;"> </span>double *</b><i>y</i><b>, double (*</b><i>f</i><b>)( const double </b><i>ti</i><b>, const double *</b><i>par</i><b> ), const<span style="white-space: nowrap;"> </span>lm_control_struct *</b><i>control</i><b>, lm_status_struct *</b><i>status</i><b>);</b></p>
     27 
     28 <p><b>void lmcurve_tyd( const int</b> <i>n_par</i><b>, double *</b><i>par</i><b>, const int</b> <i>m_dat</i><b>, const<span style="white-space: nowrap;"> </span>double *</b><i>t</i><b>, const<span style="white-space: nowrap;"> </span>double *</b><i>y</i><b>, const<span style="white-space: nowrap;"> </span>double *</b><i>dy</i><b>, double (*</b><i>f</i><b>)( const double </b><i>ti</i><b>, const double *</b><i>par</i><b> ), const<span style="white-space: nowrap;"> </span>lm_control_struct *</b><i>control</i><b>, lm_status_struct *</b><i>status</i><b>);</b></p>
     29 
     30 <p><b>extern const lm_control_struct lm_control_double;</b></p>
     31 
     32 <p><b>extern const lm_control_struct lm_control_float;</b></p>
     33 
     34 <p><b>extern const char *lm_infmsg[];</b></p>
     35 
     36 <p><b>extern const char *lm_shortmsg[];</b></p>
     37 
     38 <h1 id="DESCRIPTION">DESCRIPTION</h1>
     39 
     40 <p><b>lmcurve()</b> and <b>lmcurve_tyd()</b> wrap the more generic minimization function <b>lmmin()</b>, for use in curve fitting.</p>
     41 
     42 <p><b>lmcurve()</b> determines a vector <i>par</i> that minimizes the sum of squared elements of a residue vector <i>r</i>[i] := <i>y</i>[i] - <i>f</i>(<i>t</i>[i];<i>par</i>). Typically, <b>lmcurve()</b> is used to approximate a data set <i>t</i>,<i>y</i> by a parametric function <i>f</i>(<i>ti</i>;<i>par</i>). On success, <i>par</i> represents a local minimum, not necessarily a global one; it may depend on its starting value.</p>
     43 
     44 <p><b>lmcurve_tyd()</b> does the same for a data set <i>t</i>,<i>y</i>,<i>dy</i>, where <i>dy</i> represents the standard deviation of empirical data <i>y</i>. Residues are computed as <i>r</i>[i] := (<i>y</i>[i] - <i>f</i>(<i>t</i>[i];<i>par</i>))/<i>dy</i>[i]. Users must ensure that all <i>dy</i>[i] are positive.</p>
     45 
     46 <p>Function arguments:</p>
     47 
     48 <dl>
     49 
     50 <dt id="n_par"><i>n_par</i></dt>
     51 <dd>
     52 
     53 <p>Number of free variables. Length of parameter vector <i>par</i>.</p>
     54 
     55 </dd>
     56 <dt id="par"><i>par</i></dt>
     57 <dd>
     58 
     59 <p>Parameter vector. On input, it must contain a reasonable guess. On output, it contains the solution found to minimize ||<i>r</i>||.</p>
     60 
     61 </dd>
     62 <dt id="m_dat"><i>m_dat</i></dt>
     63 <dd>
     64 
     65 <p>Number of data points. Length of vectors <i>t</i> and <i>y</i>. Must statisfy <i>n_par</i> &lt;= <i>m_dat</i>.</p>
     66 
     67 </dd>
     68 <dt id="t"><i>t</i></dt>
     69 <dd>
     70 
     71 <p>Array of length <i>m_dat</i>. Contains the abcissae (time, or &quot;x&quot;) for which function <i>f</i> will be evaluated.</p>
     72 
     73 </dd>
     74 <dt id="y"><i>y</i></dt>
     75 <dd>
     76 
     77 <p>Array of length <i>m_dat</i>. Contains the ordinate values that shall be fitted.</p>
     78 
     79 </dd>
     80 <dt id="dy"><i>dy</i></dt>
     81 <dd>
     82 
     83 <p>Only in <b>lmcurve_tyd()</b>. Array of length <i>m_dat</i>. Contains the standard deviations of the values <i>y</i>.</p>
     84 
     85 </dd>
     86 <dt id="f"><i>f</i></dt>
     87 <dd>
     88 
     89 <p>A user-supplied parametric function <i>f</i>(ti;<i>par</i>).</p>
     90 
     91 </dd>
     92 <dt id="control"><i>control</i></dt>
     93 <dd>
     94 
     95 <p>Parameter collection for tuning the fit procedure. In most cases, the default &amp;<i>lm_control_double</i> is adequate. If <i>f</i> is only computed with single-precision accuracy, <i>&amp;lm_control_float</i> should be used. Parameters are explained in <b>lmmin(3)</b>.</p>
     96 
     97 </dd>
     98 <dt id="status"><i>status</i></dt>
     99 <dd>
    100 
    101 <p>A record used to return information about the minimization process: For details, see <b>lmmin(3)</b>.</p>
    102 
    103 </dd>
    104 </dl>
    105 
    106 <h1 id="EXAMPLE">EXAMPLE</h1>
    107 
    108 <p>Fit a data set y(x) by a curve f(x;p):</p>
    109 
    110 <pre><code>    #include &quot;lmcurve.h&quot;
    111     #include &lt;stdio.h&gt;
    112 
    113     /* model function: a parabola */
    114 
    115     double f( double t, const double *p )
    116     {
    117         return p[0] + p[1]*t + p[2]*t*t;
    118     }
    119 
    120     int main()
    121     {
    122         int n = 3; /* number of parameters in model function f */
    123         double par[3] = { 100, 0, -10 }; /* really bad starting value */
    124 
    125         /* data points: a slightly distorted standard parabola */
    126         int m = 9;
    127         int i;
    128         double t[9] = { -4., -3., -2., -1.,  0., 1.,  2.,  3.,  4. };
    129         double y[9] = { 16.6, 9.9, 4.4, 1.1, 0., 1.1, 4.2, 9.3, 16.4 };
    130 
    131         lm_control_struct control = lm_control_double;
    132         lm_status_struct status;
    133         control.verbosity = 7;
    134 
    135         printf( &quot;Fitting ...\n&quot; );
    136         lmcurve( n, par, m, t, y, f, &amp;control, &amp;status );
    137 
    138         printf( &quot;Results:\n&quot; );
    139         printf( &quot;status after %d function evaluations:\n  %s\n&quot;,
    140                 status.nfev, lm_infmsg[status.outcome] );
    141 
    142         printf(&quot;obtained parameters:\n&quot;);
    143         for ( i = 0; i &lt; n; ++i)
    144             printf(&quot;  par[%i] = %12g\n&quot;, i, par[i]);
    145         printf(&quot;obtained norm:\n  %12g\n&quot;, status.fnorm );
    146 
    147         printf(&quot;fitting data as follows:\n&quot;);
    148         for ( i = 0; i &lt; m; ++i)
    149             printf( &quot;  t[%2d]=%4g y=%6g fit=%10g residue=%12g\n&quot;,
    150                     i, t[i], y[i], f(t[i],par), y[i] - f(t[i],par) );
    151 
    152         return 0;
    153     }</code></pre>
    154 
    155 <h1 id="COPYING">COPYING</h1>
    156 
    157 <p>Copyright (C) 2009-2015 Joachim Wuttke, Forschungszentrum Juelich GmbH</p>
    158 
    159 <p>Software: FreeBSD License</p>
    160 
    161 <p>Documentation: Creative Commons Attribution Share Alike</p>
    162 
    163 <h1 id="SEE-ALSO">SEE ALSO</h1>
    164 
    165 
    166 
    167 <a href="http://apps.jcns.fz-juelich.de/man/lmmin.html"><b>lmmin</b>(3)</a>
    168 
    169 <p>Homepage: http://apps.jcns.fz-juelich.de/lmfit</p>
    170 
    171 <h1 id="BUGS">BUGS</h1>
    172 
    173 <p>Please send bug reports and suggestions to the author &lt;j.wuttke (a] fz-juelich.de&gt;.</p>
    174 
    175 
    176 </body>
    177 
    178 </html>
    179 
    180 
    181