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Offline Jean Giraud  
#1 Posted : 17 September 2018 00:14:14(UTC)
Jean Giraud

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For this particular example, Carlos algorithm spits out in < hart beat !
Thanks again Carlos, it will surely help revamp some/many of the GenfitMinimize.

Jean

Levenberg_Marquardt_Code_CBG Copy.sm (66kb) downloaded 42 time(s).
thanks 1 user thanked Jean Giraud for this useful post.
on 27/09/2018(UTC)

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Offline CBG  
#2 Posted : 18 September 2018 23:24:56(UTC)
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Hello Jean,
The same example of the Levenberg Marquardt Algorithm, but obtaining
the Jacobian Matrix through finite differences




Levenberg_Marquardt_Code_CBG_Jean_JMFD.sm (78kb) downloaded 29 time(s).


Best Regards

Carlos
Offline Jean Giraud  
#3 Posted : 20 September 2018 17:23:37(UTC)
Jean Giraud

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Originally Posted by: CBG Go to Quoted Post
Hello Jean,
The same example of the Levenberg Marquardt Algorithm, but obtaining
the Jacobian Matrix through finite differences


Thanks, Carlos: works fine.

More doctoring for you !

The work sheet "Otherwise" is only slightly otherwise for convenience, works fine.
The "Jacobian Fails" is another model attempted, Jacobian complains ... Ah !
Same model Pharmacokinetics works fine Conjugate gradient Minimize.
True: some model function can only be fitted by hand
True: GenfitMinimze may be difficult to initialize but work fine for my huge
collection [about 80 projects in Smath].

Cheers ... Jean

Levenberg_Marquardt_Code_CBG Model Otherwise Jacobian FAILS.sm (36kb) downloaded 16 time(s).
Genfit Pharmacokinetics.sm (44kb) downloaded 20 time(s).
Levenberg_Marquardt_Code_CBG Model Otherwise.sm (54kb) downloaded 18 time(s).
thanks 1 user thanked Jean Giraud for this useful post.
on 27/09/2018(UTC)
Offline Jean Giraud  
#4 Posted : 20 September 2018 18:04:20(UTC)
Jean Giraud

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Originally Posted by: Jean Giraud Go to Quoted Post
More doctoring for you !


Jacobian is rescued but does not finish solving
... God does not love Jacob anymore !

Levenberg_Marquardt_Code_CBG Model Otherwise Jacobian NOT calc.sm (40kb) downloaded 17 time(s).
Offline CBG  
#5 Posted : 21 September 2018 05:24:19(UTC)
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Hello Jean
Here is the L-M file that works with your example.

Levenberg_Marquardt_JMFD_CBG.sm (54kb) downloaded 24 time(s).

L_M_JMDF_OK_Example_Jean.png


Best Regards

Carlos
Offline Jean Giraud  
#6 Posted : 21 September 2018 22:50:22(UTC)
Jean Giraud

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Originally Posted by: CBG Go to Quoted Post
Hello Jean
Here is the L-M file that works with your example.

Thanks Carlos for doctoring.
By some regrouping, timing dropped from 3.8 min down to 2.6 min.
Niece Smath document for classroom and publishing.
Jean

Genfit Pharmacokinetics L-M Copy.sm (61kb) downloaded 20 time(s).
Offline CBG  
#7 Posted : 27 September 2018 00:03:04(UTC)
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Hi Jean
Another example of the application of the Levenberg Marquardt algorithm,
this time with the Tesla function.


L_M_Tesla_Function_OK.png
Levenberg_Marquard_Tesla_OK_CBG.sm (547kb) downloaded 20 time(s).




Best Regards
Carlos
thanks 2 users thanked CBG for this useful post.
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