[SciPy-dev] adding mpfit to scipy optimize (Please respond)

[Charles R Harris]

On Sat, May 9, 2009 at 2:09 PM, Pauli Virtanen <pav at iki.fi> wrote:

> Sat, 09 May 2009 13:54:28 -0600, Charles R Harris wrote:
> [clip]
> > And in that case the svd of A will do what you need lambda-wise.
>
> Yes, but perhaps with more cost? I guess what you are saying boils down
> to that it's not worth the trouble to try to refactor this part of the
> converted Minpack code.


I couldn't say without actually doing a good look over the code. But I
expect the Levenberg-Marquardt step has been studied and most reasonable
methods explored. IIRC, some routines do use the svd for stability, but it's
suitability will depend on the number of variables as the first step is
reduction to the upper triangular form which is then decomposed. That first
step is the QR reduction, although it can also be done with a Gram-Schmidt
procedure.

Chuck
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