Re: [ROOT] minimization class within ROOT

From: Sébastien Gadrat (gadrat@clermont.in2p3.fr)
Date: Wed Dec 01 2004 - 19:07:59 MET


Hi Edmond,

You are right... I was confused. The Lagrange multipliers method is to 
be use for constraints parameters within a fit and not for correleted 
parameters. I think I have to reformulate my functionnal and make some 
calculation after the fitting step to come back to the desire form.
Regards,

Sebastien

Edmond Offermann wrote:
> Hi Sebastien,
> 
> Try to formulate your fitting function so that you minimize the
> correlation between the parameters . After the fit you can always
> transform into the shape you desire . Strong correlated parameters
> will just lead to near-singular matrices in the solution engine.
> 
> I only know of the usage of Lagrangian Multipliers to enforce
> parameter equality constaints . If you know how to use them
> in correlated parameter searches , please enlighten us :)
> 
> Eddy



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