[SciPy-user] Re: optimize.leastsq -> fjac and the covariance redux
stephen.walton at csun.edu
Mon Mar 14 18:59:29 CST 2005
Travis Oliphant wrote:
> I made the change and now when using full_output for leastsq, the
> covariance matrix is returned (as a separate output).
I tested it against Brendan's original script after making a couple of
changes: at line 34 the call to y() needs to be evalY(); add the
additional argument to the list of output arguments from leastsq; and
add "epsfcn=0.0001" to the calling sequence of leastsq. This last is
needed because otherwise the delta value for the numeric Jacobian is
chosen too small for single precision arithmetic.
Once that's done, the values of C_true, C_true2, and the new output from
leastsq agree to within roundoff error, I believe.
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