multifit/Levenberg-Marquardt

[Sanjay Bhatnagar]

Brian Gough writes:
 > Sanjay Bhatnagar writes:
 >  >  I have been using GSL for my work on image deconvolution.  I need to
 >  >  use the Levenberg-Marquardt algorithm for Non-linear minimization.
 >  >  However the problem I am solving involves large data size as well as a
 >  >  large no. of parameters.  
 > 
 > For image deconvolution I would recommend using a specialised
 > algorithm -- the least-squares fitting routines in GSL are intended
 > for ordinary data, rather than images.
 > 

That's not the point.  The point I was trying to make was that GSL
implementation is inefficient (from the mem. usage point of view) for
large data sets.  GSL needs mem of size NxP where P is the no. of
parameters and N is the data size.  In contrast, the Numerical Recipes
implementation better manages the mem. requirements (needs mem. for
N+P floats/doubles).  So unless there is some technical advantage in
doing the way it's done in GSL, it will be better to improve it on
that front.  And if there IS a technical reason for doing it this way,
it may be useful to have a separate mem. efficient implementation ALSO
in place.

Just to reiterate - the problem is not that I am using images.  I can
give examples where "ordinary data" is also large (I wonder what's
the difference between images and "ordinary data"?).

Regards,
sanjay