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Re: [Help-gsl] Multidimensional least-square-fit sought


From: Patrick Alken
Subject: Re: [Help-gsl] Multidimensional least-square-fit sought
Date: Thu, 09 Jan 2014 10:22:45 -0700
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:24.0) Gecko/20100101 Thunderbird/24.2.0

You'll want to use the gsl_multifit_linear or gsl_multifit_robust routines in Least Squares -> multi parameter fitting part of the manual.

You need to build the least squares matrix manually and then pass it to those routines.

On 01/09/2014 10:15 AM, Matthias Sitte wrote:
Hi,

I'm looking for a way to to a least-square-fit to a data set (x,y,z).
The fit function should be a polynomal like the following:

    z(x,y) = \sum_{m,n=0,m+n<=N}^{N} c_{mn} x^m y^n
           = c_{00} + c_{10} x + c_{01} y
             + c_{20} x^2 + c_{11} xy + c_{02} y^2 + ...

I've been using GSL a lot and know my way around, but I don't know the
terminology of least-square-fits, so I'm kindly asking you to name the
proper function(s) I should use before I lose myself in the docs ;-)

Thx,
    Matthias





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