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wrkdirs::usr:...::man::lmcurve(3) lmfit manual wrkdirs::usr:...::man::lmcurve(3)

NAME
     lmcurve - Levenberg-Marquardt least-squares fit of a curve (t,y)

SYNOPSIS
     #include <lmcurve.h>

     void lmcurve( const int n_par, double *par, const int m_dat,
		   const double *t, const double *y,
		   double (*f)( const double ti, const double *par ),
		   const lm_control_struct *control,
		   lm_status_struct *status);

     void lmcurve_tyd(
		   const int n_par, double *par, const int m_dat,
		   const double *t, const double *y, const double *dy,
		   double (*f)( const double ti, const double *par ),
		   const lm_control_struct *control,
		   lm_status_struct *status);

     extern const lm_control_struct lm_control_double;

     extern const lm_control_struct lm_control_float;

     extern const char *lm_infmsg[];

     extern const char *lm_shortmsg[];

DESCRIPTION
     lmcurve() and lmcurve_tyd() wrap the more generic minimization function lm-
     min(), for use in curve fitting.

     lmcurve() determines a vector par that minimizes the sum of squared ele-
     ments of a residue vector r[i] := y[i] - f(t[i];par). Typically, lmcurve()
     is used to approximate a data set t,y by a parametric function f(ti;par).
     On success, par represents a local minimum, not necessarily a global one;
     it may depend on its starting value.

     lmcurve_tyd() does the same for a data set t,y,dy, where dy represents the
     standard deviation of empirical data y. Residues are computed as r[i] :=
     (y[i] - f(t[i];par))/dy[i]. Users must ensure that all dy[i] are positive.

     Function arguments:

     n_par
	 Number of free variables.  Length of parameter vector par.

     par Parameter vector.  On input, it must contain a reasonable guess.  On
	 output, it contains the solution found to minimize ||r||.

     m_dat
	 Number of data points.  Length of vectors t and y.  Must statisfy n_par
	 <= m_dat.

     t	 Array of length m_dat.  Contains the abcissae (time, or "x") for which
	 function f will be evaluated.

     y	 Array of length m_dat.  Contains the ordinate values that shall be fit-
	 ted.

     dy  Only in lmcurve_tyd().  Array of length m_dat.  Contains the standard
	 deviations of the values y.

     f	 A user-supplied parametric function f(ti;par).

     control
	 Parameter collection for tuning the fit procedure.  In most cases, the
	 default &lm_control_double is adequate.  If f is only computed with
	 single-precision accuracy, &lm_control_float should be used.  Parame-
	 ters are explained in lmmin(3).

     status
	 A record used to return information about the minimization process: For
	 details, see lmmin(3).

EXAMPLE
     Fit a data set y(x) by a curve f(x;p):

	 #include "lmcurve.h"
	 #include <stdio.h>

	 /* model function: a parabola */

	 double f( double t, const double *p )
	 {
	     return p[0] + p[1]*t + p[2]*t*t;
	 }

	 int main()
	 {
	     int n = 3; /* number of parameters in model function f */
	     double par[3] = { 100, 0, -10 }; /* really bad starting value */

	     /* data points: a slightly distorted standard parabola */
	     int m = 9;
	     int i;
	     double t[9] = { -4., -3., -2., -1.,  0., 1.,  2.,	3.,  4. };
	     double y[9] = { 16.6, 9.9, 4.4, 1.1, 0., 1.1, 4.2, 9.3, 16.4 };

	     lm_control_struct control = lm_control_double;
	     lm_status_struct status;
	     control.verbosity = 7;

	     printf( "Fitting ...\n" );
	     lmcurve( n, par, m, t, y, f, &control, &status );

	     printf( "Results:\n" );
	     printf( "status after %d function evaluations:\n  %s\n",
		     status.nfev, lm_infmsg[status.outcome] );

	     printf("obtained parameters:\n");
	     for ( i = 0; i < n; ++i)
		 printf("  par[%i] = %12g\n", i, par[i]);
	     printf("obtained norm:\n  %12g\n", status.fnorm );

	     printf("fitting data as follows:\n");
	     for ( i = 0; i < m; ++i)
		 printf( "  t[%2d]=%4g y=%6g fit=%10g residue=%12g\n",
			 i, t[i], y[i], f(t[i],par), y[i] - f(t[i],par) );

	     return 0;
	 }

COPYING
     Copyright (C) 2009-2015 Joachim Wuttke, Forschungszentrum Juelich GmbH

     Software: FreeBSD License

     Documentation: Creative Commons Attribution Share Alike

SEE ALSO
     lmmin(3)

     Homepage: https://jugit.fz-juelich.de/mlz/lmfit

BUGS
     Please send bug reports and suggestions to the author <j.wut-
     tke@fz-juelich.de>.

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