From cdad14e0347da1eb3f497f690aeb3847d72de033 Mon Sep 17 00:00:00 2001 From: Wirawan Purwanto Date: Fri, 9 Aug 2013 16:51:38 -0400 Subject: [PATCH] * Added BFGS minimization. --- math/fitting/__init__.py | 14 ++++++++++++-- 1 file changed, 12 insertions(+), 2 deletions(-) diff --git a/math/fitting/__init__.py b/math/fitting/__init__.py index 04c7e7f..7f95d13 100644 --- a/math/fitting/__init__.py +++ b/math/fitting/__init__.py @@ -158,7 +158,7 @@ def fit_func(Funct, Data=None, Guess=None, x=None, y=None, """ global last_fit_rslt, last_chi_sqr - from scipy.optimize import fmin, leastsq, anneal + from scipy.optimize import fmin, fmin_bfgs, leastsq, anneal # We want to minimize this error: if Data != None: # an alternative way to specifying x and y y = Data[0] @@ -200,8 +200,9 @@ def fit_func(Funct, Data=None, Guess=None, x=None, y=None, full_output=1, **opts ) - keys = ('xopt', 'cov_x', 'infodict', 'mesg', 'ier') + keys = ('xopt', 'cov_x', 'infodict', 'mesg', 'ier') # ier = error message code from MINPACK elif method == 'fmin': + # Nelder-Mead Simplex algorithm rslt = fmin(fun_err2, x0=Guess, # initial coefficient guess args=(x,y), # data onto which the function is fitted @@ -209,6 +210,15 @@ def fit_func(Funct, Data=None, Guess=None, x=None, y=None, **opts ) keys = ('xopt', 'fopt', 'iter', 'funcalls', 'warnflag', 'allvecs') + elif method == 'fmin_bfgs' or method == 'bfgs': + # Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm + rslt = fmin_bfgs(fun_err2, + x0=Guess, # initial coefficient guess + args=(x,y), # data onto which the function is fitted + full_output=1, + **opts + ) + keys = ('xopt', 'fopt', 'funcalls', 'gradcalls', 'warnflag', 'allvecs') elif method == 'anneal': rslt = anneal(fun_err2, x0=Guess, # initial coefficient guess