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Re: Bug in Levenbeg-Marquardt Algorithm




Hi!

I now had a look at the original MINPACK code (lmder.f).  They set
par_lower to 0 for rank deficient r, so here is a patch that does the
same in lmder.c . 

Best regards,
Hans

---------------------------------------------------------------------
Dr. Hans Ekkehard Plesser             Tel.  :           +47 6494 8832
Physics Section / ITF                 Fax   :           +47 6494 8810
Agricultural University of Norway     e-mail: hans.plesser@itf.nlh.no
N-1432 Ås, Norway                     WWW   :    arken.nlh.no/~itfhep
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270c270,277
<     par_lower = fp / (delta * phider);
---
> 
>     /* w == zero if r rank-deficient, 
>        then set lower bound to zero form MINPACK, lmder.f 
>        Hans E. Plesser 2002-02-25 (hans.plesser@itf.nlh.no) */
>     if ( wnorm > 0 )
>       par_lower = fp / (delta * phider);
>     else
>       par_lower = 0.0;


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