[Numpy-discussion] ScientificPython with numarray support
konrad.hinsen at laposte.net
konrad.hinsen at laposte.net
Sun Jan 16 03:29:20 CST 2005
On 15.01.2005, at 02:23, Sebastian Haase wrote:
> I thought it should be there.
> Is the code / algorithm about similar to what Konrad has in Scientific
> ?
>
I don't know exactly what's in SciPy, but it's probably a variant of
Levenberg-Marquart, just like in Scientific Python.
However, there is one peculiarity of my implementation which is
probably not shared by the SciPy one, and which is the cause of the
incompatibility with numarray: the use of automatic derivatives in the
linearization of the model. Most implementations use numerical
differentiation. Automatic derivatives have the advantage of removing
one numerical issue and one critical parameter (the differentiation
step size), at the cost of somewhat limiting the applicability (the
model must be expressed as an analytical function of the parameters)
and of requiring a NumPy feature that numarray doesn't have (yet?).
BTW, that feature was recenly discussed here: it is the possibility to
apply the maths functions to objects of arbitrary type. This makes it
possible to apply the same numerical code to numbers and arrays but
also to the number-like objects that are used for automatic
derivatives.
Konrad.
--
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Konrad Hinsen
Laboratoire Leon Brillouin, CEA Saclay,
91191 Gif-sur-Yvette Cedex, France
Tel.: +33-1 69 08 79 25
Fax: +33-1 69 08 82 61
E-Mail: hinsen at llb.saclay.cea.fr
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