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Re: Multi-dimensional minimization
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: Nicolas Bouche <bouche at nova dot astro dot umass dot edu>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Wed, 16 Jul 2003 17:54:30 +0100
- Subject: Re: Multi-dimensional minimization
- References: <Pine.LNX.3.96.1030715081423.1299C-100000@nova.astro.umass.edu>
Nicolas Bouche writes:
> i am trying to perform a multilinear fit such as,
>
> \chi^2 = (y - X c)^T W (y - X c)
>
> with W non-diagonal! So gsl_multifit_wlinear won't do it.
>
> Is there a routine in GSL to do this??
No, but it can be solved using a combination of matrix decomposition
routines.
--
Brian Gough
Network Theory Ltd
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Bristol BS8 3AL
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Tel: +44 (0)117 3179309
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