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[Help-gsl] Fitting data in ODE system/model


From: Christian Dudek
Subject: [Help-gsl] Fitting data in ODE system/model
Date: Thu, 3 Nov 2016 15:20:26 +0100

Hello everybody!

I've got an Octave program that fits experimental data into a model of 
different ODEs. The Octave program uses the leasqr() function to fit the data, 
which uses the Levenberg-Marquardt-Algorithm.

My task is to reimplement this in C++, but I haven't found any library yet, 
which provides a similar function. I've seen that GSL provides functions to 
simulate an ODE system without experimental data, or fit data into a single ODE.

The ODE system look like that:

dA/dt = -k1*A
dB/dt = k1*A-k2*B-k3*B
dC/dt = k3*B-k4*C

Has anyone an idea how to solve this problem with GSL? I can't imagine that 
this is possible in Octave (or R), but nobody has accomplished that before in 
C++.

Thanks for your help!

Christian


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