[SciPy-User] SciPy leastsq behavior

[François-Xavier Thomas]

Hi all,

I am trying to debug precision errors in an optimization process using
ScipPy's leastsq method.

Attached is a log of the start of the optimization process, showing
mean errors and differences between consecutive X values for each f(X)
call.

  * Why is f(X) computed even though X hasn't moved at all? Did I miss
something obvious?
  * I set the "diag" parameter to [0.1, 0.1, 0.1, 1000, 500, 500, 0.1,
0.1, 0.01, 0.01, 0.01, 0.01], which roughly corresponds to the order
of magnitude of my X values. Should that help the optimizer?
  * Can leastsq work well on higher floating point precisions (i.e.
numpy.float128)? What is the underlying precision of the MINPACK
libraries?

I realise you might not know the answers to all of these questions,
but any hint or caveat you might have from your own experience would
be useful!

Thanks!
François-Xavier

-- 
François-Xavier Thomas -- Image Processing

AIRINOV
Incubateur PRINE
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