How to Perform a Linear Fit
The first impulse of most physicists is to use TMinuit when a fit has to
be done. Not so fast, if you are dealing with a linear fit, you can do
better. For Minuit to be efficient, one has to specify the derivatives
of the fitting function with respect to the parameters. Even then,
Minuit can not take advantage of the fact that these derivatives are
parameter independent in case of a linear fit.
In case we are dealing with a chi-square minimization, the problem can
be reformulated as a set of linear equations. The solveLinear.C tutorial shows several ways how to solve these equations with the
decomposition classes.
Eddy Offermann
Last update: 25-Nov-2004 by Ilka Antcheva