multifit/Levenberg-Marquardt

Brian Gough bjg@network-theory.co.uk
Thu Sep 25 13:32:00 GMT 2003


Sanjay Bhatnagar writes:
 > 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 uses the MINPACK algorithms LMDER and LMSDER, both of which
require O(NxP) storage.  The reduced memory O(N+P) version is LMSTR in
the original MINPACK if you would like to implement it.

-- 
Brian



More information about the Gsl-discuss mailing list