1lmcurve(3) lmfit manual lmcurve(3)
2
3
4
6 lmcurve - Levenberg-Marquardt least-squares fit of a curve (t,y)
7
9 #include <lmcurve.h>
10
11 void lmcurve( const int n_par, double *par, const int m_dat,
12 const double *t, const double *y,
13 double (*f)( const double ti, const double *par ),
14 const lm_control_struct *control,
15 lm_status_struct *status);
16
17 void lmcurve_tyd(
18 const int n_par, double *par, const int m_dat,
19 const double *t, const double *y, const double *dy,
20 double (*f)( const double ti, const double *par ),
21 const lm_control_struct *control,
22 lm_status_struct *status);
23
24 extern const lm_control_struct lm_control_double;
25
26 extern const lm_control_struct lm_control_float;
27
28 extern const char *lm_infmsg[];
29
30 extern const char *lm_shortmsg[];
31
33 lmcurve() and lmcurve_tyd() wrap the more generic minimization function
34 lmmin(), for use in curve fitting.
35
36 lmcurve() determines a vector par that minimizes the sum of squared
37 elements of a residue vector r[i] := y[i] - f(t[i];par). Typically,
38 lmcurve() is used to approximate a data set t,y by a parametric
39 function f(ti;par). On success, par represents a local minimum, not
40 necessarily a global one; it may depend on its starting value.
41
42 lmcurve_tyd() does the same for a data set t,y,dy, where dy represents
43 the standard deviation of empirical data y. Residues are computed as
44 r[i] := (y[i] - f(t[i];par))/dy[i]. Users must ensure that all dy[i]
45 are positive.
46
47 Function arguments:
48
49 n_par
50 Number of free variables. Length of parameter vector par.
51
52 par Parameter vector. On input, it must contain a reasonable guess.
53 On output, it contains the solution found to minimize ||r||.
54
55 m_dat
56 Number of data points. Length of vectors t and y. Must statisfy
57 n_par <= m_dat.
58
59 t Array of length m_dat. Contains the abcissae (time, or "x") for
60 which function f will be evaluated.
61
62 y Array of length m_dat. Contains the ordinate values that shall be
63 fitted.
64
65 dy Only in lmcurve_tyd(). Array of length m_dat. Contains the
66 standard deviations of the values y.
67
68 f A user-supplied parametric function f(ti;par).
69
70 control
71 Parameter collection for tuning the fit procedure. In most cases,
72 the default &lm_control_double is adequate. If f is only computed
73 with single-precision accuracy, &lm_control_float should be used.
74 Parameters are explained in lmmin(3).
75
76 status
77 A record used to return information about the minimization process:
78 For details, see lmmin(3).
79
81 Fit a data set y(x) by a curve f(x;p):
82
83 #include "lmcurve.h"
84 #include <stdio.h>
85
86 /* model function: a parabola */
87
88 double f( double t, const double *p )
89 {
90 return p[0] + p[1]*t + p[2]*t*t;
91 }
92
93 int main()
94 {
95 int n = 3; /* number of parameters in model function f */
96 double par[3] = { 100, 0, -10 }; /* really bad starting value */
97
98 /* data points: a slightly distorted standard parabola */
99 int m = 9;
100 int i;
101 double t[9] = { -4., -3., -2., -1., 0., 1., 2., 3., 4. };
102 double y[9] = { 16.6, 9.9, 4.4, 1.1, 0., 1.1, 4.2, 9.3, 16.4 };
103
104 lm_control_struct control = lm_control_double;
105 lm_status_struct status;
106 control.verbosity = 7;
107
108 printf( "Fitting ...\n" );
109 lmcurve( n, par, m, t, y, f, &control, &status );
110
111 printf( "Results:\n" );
112 printf( "status after %d function evaluations:\n %s\n",
113 status.nfev, lm_infmsg[status.outcome] );
114
115 printf("obtained parameters:\n");
116 for ( i = 0; i < n; ++i)
117 printf(" par[%i] = %12g\n", i, par[i]);
118 printf("obtained norm:\n %12g\n", status.fnorm );
119
120 printf("fitting data as follows:\n");
121 for ( i = 0; i < m; ++i)
122 printf( " t[%2d]=%4g y=%6g fit=%10g residue=%12g\n",
123 i, t[i], y[i], f(t[i],par), y[i] - f(t[i],par) );
124
125 return 0;
126 }
127
129 Copyright (C) 2009-2015 Joachim Wuttke, Forschungszentrum Juelich GmbH
130
131 Software: FreeBSD License
132
133 Documentation: Creative Commons Attribution Share Alike
134
136 lmmin(3)
137
138 Homepage: http://apps.jcns.fz-juelich.de/lmfit
139
141 Please send bug reports and suggestions to the author
142 <j.wuttke@fz-juelich.de>.
143
144
145
146perl v5.24.1 2017-11-22 lmcurve(3)