[math] Re: non linear regression

[Luc Maisonobe <Lu...@free.fr>]

Le 17/04/2013 08:12, eric henon a écrit :
> Sorry,
> 
> I made a mistake,
> I'm not used with Jacobian, 
> the jacobian[i][2]=  -1/x ...  (without c parameter ...)
> and it should be ok
> using the common apache MultivariateMatrixFunction jacobian ...

Yes, what is needed correspond to partial derivatives with respect to
the parameters used for the fitting. In this context, x is not a parameter.

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best regards,
Luc

> Eric.
> 
> 
> Le 17 avr. 2013 à 07:52, Eric HENON a écrit :
> 
>> Hello,
>>
>> I need to perform a non linear regression using this 
>> function: y = a + b lnx -c/x  (a,b,c) being the parameters.
>> I want to do this within the java language.
>>
>> I have a set of points (y1,x1), (y2, x2), … (yn, xn).
>>
>>
>> The least square solver available in commons apache seemed
>> to me a possible way to solve this, but it needs the jacobian matrix,
>> which in my case, depends on the "c" parameter itself …
>>
>> This, I don't know how to implement the MultiVariateMatrixFunction jacobian()
>> in this case. 
>>
>> jacobian[i][0]= 1;
>> jacobian[i][1]= ln x;
>> jacobian[i][2]=  ???  (+c/x^2) ??
>> The problem is that the "c" parameter appears in the formula here...
>>
>> Any help will be appreciated.
>> Thanks in advance.
>> Eric
>>
>>
>>
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> 
> Eric Henon
> Professeur
> Universite de Reims Champagne-Ardenne
> Institut de Chimie Moleculaire de Reims
> http://www.univ-reims.fr/ICMR
> CNRS UMR 6229
> UFR des Sciences Exactes et Naturelles
> BP 1039
> 51687 Reims Cedex 2 (France)                            
> Tél./Fax : + 33 (0) 3 26 91 84 97
> eric.henon@univ-reims.fr
> 
> 
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