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 (65,28 KiB) scaricato 1334 volta(e).

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 (77,37 KiB) scaricato 1322 volta(e).


Best Regards

Carlos

Wrote

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 (35,77 KiB) scaricato 1333 volta(e).
Genfit Pharmacokinetics.sm (43,67 KiB) scaricato 1275 volta(e).
Levenberg_Marquardt_Code_CBG Model Otherwise.sm (53,53 KiB) scaricato 1344 volta(e).

Wrote

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 (39,62 KiB) scaricato 1306 volta(e).

Hello Jean
Here is the L-M file that works with your example.

Levenberg_Marquardt_JMFD_CBG.sm (53,29 KiB) scaricato 1294 volta(e).




Best Regards

Carlos

Wrote

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 (60,57 KiB) scaricato 1225 volta(e).

Hi Jean
Another example of the application of the Levenberg Marquardt algorithm,
this time with the Tesla function.



Levenberg_Marquard_Tesla_OK_CBG.sm (546,62 KiB) scaricato 1345 volta(e).




Best Regards
Carlos