David, What's your convergence criterion? Is your system full-rank? Have you had success with this problem using a different solver? I'm having a hard time understanding why the GSL solver in particular would be giving you trouble.
Regards, Brian On Sat, Nov 6, 2010 at 9:01 AM, <[email protected]> wrote: > > Message: 1 > Date: Fri, 05 Nov 2010 23:09:54 +0100 > From: David Komanek <[email protected]> > Subject: [Help-gsl] iteratively re-weighted least squares fitting > To: [email protected] > Message-ID: <[email protected]> > Content-Type: text/plain; charset=ISO-8859-2 > > Dear all, > > I ran into problems using weighted least squares fitting in GSL. For > some reason I need to use IRLS modification of this method, so the > weights are recomputed in every iteration. In the case the weights are > computed at the beginning and being constant throug all the iterations, > the procedure works fine. But when I adjust the weights in every > iteration, this usually leads to an error: > > 27 iteration is not making progress towards solution > > I think it is because there are some internally tested conditions and > some of them are not satisfied in this case. For example, in SAS, there > is a special parameter to relax those conditions: > > > http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_nlin_sect034.htm > > Is something like this possible with GSL ? > > Thank you in advance. > > David > _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
