LM Algorithm

LM Algorithm - LM Algorithm - Messages

#1 Posted: 9/16/2018 6:14:14 PM
Jean Giraud

Jean Giraud

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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 KiB) downloaded 84 time(s).
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Andrey Ivashov 9/26/2018 6:15:00 PM
#2 Posted: 9/18/2018 5:24:56 PM
CBG

CBG

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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 KiB) downloaded 76 time(s).


Best Regards

Carlos
#3 Posted: 9/20/2018 11:23:37 AM
Jean Giraud

Jean Giraud

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Group: User

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 KiB) downloaded 64 time(s).
Genfit Pharmacokinetics.sm (43 KiB) downloaded 69 time(s).
Levenberg_Marquardt_Code_CBG Model Otherwise.sm (53 KiB) downloaded 64 time(s).
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Andrey Ivashov 9/26/2018 6:15:00 PM
#4 Posted: 9/20/2018 12:04:20 PM
Jean Giraud

Jean Giraud

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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 KiB) downloaded 61 time(s).
#5 Posted: 9/20/2018 11:24:19 PM
CBG

CBG

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

Levenberg_Marquardt_JMFD_CBG.sm (53 KiB) downloaded 67 time(s).

L_M_JMDF_OK_Example_Jean.png


Best Regards

Carlos
#6 Posted: 9/21/2018 4:50:22 PM
Jean Giraud

Jean Giraud

983 likes in 6866 posts.

Group: User

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 KiB) downloaded 65 time(s).
#7 Posted: 9/26/2018 6:03:04 PM
CBG

CBG

77 likes in 312 posts.

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


L_M_Tesla_Function_OK.png
Levenberg_Marquard_Tesla_OK_CBG.sm (546 KiB) downloaded 65 time(s).




Best Regards
Carlos
2 users liked this post
Andrey Ivashov 9/26/2018 6:15:00 PM, NDTM Amarasekera 9/26/2018 11:02:00 PM
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