Commit | Date | |
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[r25340]
by
tlinnet
Tried to implement a safety test for linearly-dependent columns in the co-variance matrix. task #7822(https://gna.org/task/index.php?7822): Implement user function to estimate R2eff and associated errors for exponential curve fitting. |
2014-08-27 15:16:09 | Tree |
[r25339]
by
tlinnet
Implemented the Jacobian of exponential function in Python Code. This now also gets the same error as leastsq and C code. task #7822(https://gna.org/task/index.php?7822): Implement user function to estimate R2eff and associated errors for exponential curve fitting. |
2014-08-27 15:16:07 | Tree |
[r25338]
by
tlinnet
Fixed naming of functions, to better represent what they do in module of estimating R2eff. task #7822(https://gna.org/task/index.php?7822): Implement user function to estimate R2eff and associated errors for exponential curve fitting. |
2014-08-27 15:16:04 | Tree |
[r25337]
by
tlinnet
By using minfx, and the reported Jacobian, it is now possible to get the exact same error estimation as scipy.optimize.leastsq. The fatal error was to set the weighting matrix with diagonal elements as the error. There is though some un-answered questions left. The Jacobian used, is the direct derivative of the function. It is not the chi2 derivative Jacobian. task #7822(https://gna.org/task/index.php?7822): Implement user function to estimate R2eff and associated errors for exponential curve fitting. |
2014-08-27 12:23:41 | Tree |
[r25336]
by
bugman
Changed the optimisation description in the relaxation curve-fitting chapter of the manual. The script example has been converted to match the sample script, replacing the Nelder-Mead simplex |
2014-08-27 11:42:43 | Tree |
[r25335]
by
bugman
Changed the relax_fit.py sample script to use Newton rather than Simplex optimisation. This can lead to significantly faster optimisation times, as shown in the commit message |
2014-08-27 11:38:24 | Tree |
[r25334]
by
tlinnet
Implemented the use of "Newton" as minimisation algorithm for R2eff curve fitting instead of simplex. Running the test script: For 50 Monte-Carlo simulations, the time drop from: task #7822(https://gna.org/task/index.php?7822): Implement user function to estimate R2eff and associated errors for exponential curve fitting. |
2014-08-27 11:22:45 | Tree |
[r25333]
by
tlinnet
Set the constraints=False, when doing Monte-Carlo simulations for R2eff. This is to speed-up the Monte-Carlo simulations by a factor X10, when estimating the error for R2eff. task #7822(https://gna.org/task/index.php?7822): Implement user function to estimate R2eff and associated errors for exponential curve fitting. |
2014-08-27 11:22:43 | Tree |
[r25332]
by
tlinnet
Tried to verify solution to profiling script. task #7822(https://gna.org/task/index.php?7822): Implement user function to estimate R2eff and associated errors for exponential curve fitting. |
2014-08-27 11:22:41 | Tree |
[r25331]
by
tlinnet
Modified profiling script to calculate timings. The timings for C-code are: This is pretty pretty fast. To this profiling script, I would also now add some verification on calculations. Profile, with constraints, C code, Simplex 724946 function calls (723444 primitive calls) in 2.192 seconds Ordered by: cumulative time ncalls tottime percall cumtime percall filename:lineno(function) Verify, without constraints, C code, Simplex 76042 function calls (74654 primitive calls) in 0.216 seconds Ordered by: cumulative time ncalls tottime percall cumtime percall filename:lineno(function) Verify, without constraints, C code BFGS 25618 function calls (24230 primitive calls) in 0.079 seconds Ordered by: cumulative time ncalls tottime percall cumtime percall filename:lineno(function) Verify, without constraints, C code Newton 14572 function calls (13184 primitive calls) in 0.031 seconds Ordered by: cumulative time ncalls tottime percall cumtime percall filename:lineno(function) Verify, with constraints, Python, Simplex 808444 function calls (806942 primitive calls) in 3.108 seconds Ordered by: cumulative time ncalls tottime percall cumtime percall filename:lineno(function) Verify, without constraints, Python, Simplex 87492 function calls (86104 primitive calls) in 0.320 seconds Ordered by: cumulative time ncalls tottime percall cumtime percall filename:lineno(function) Verify, without constraints, Python Scipy 6600 function calls (5212 primitive calls) in 0.020 seconds Ordered by: cumulative time ncalls tottime percall cumtime percall filename:lineno(function) task #7822(https://gna.org/task/index.php?7822): Implement user function to estimate R2eff and associated errors for exponential curve fitting. |
2014-08-27 09:49:21 | Tree |