void LMfit::autoiter()
{
wssr_before_ = chi2;
realt prev_chi2 = chi2;
const SettingsMgr *sm = F_->settings_mgr();
if (F_->get_verbosity() >= 1) {
F_->ui()->mesg("\t === Levenberg-Marquardt method ===");
F_->ui()->mesg("Initial values: lambda=" + S(lambda) +
" WSSR=" + sm->format_double(chi2));
F_->ui()->mesg("Max. number of iterations: " + max_iterations_);
}
realt stop_rel = F_->get_settings()->lm_stop_rel_change;
realt max_lambda = F_->get_settings()->lm_max_lambda;
if (stop_rel > 0 && F_->get_verbosity() >= 1)
F_->ui()->mesg("Will stop when relative change of WSSR is "
"twice in row below " + S (stop_rel * 100.) + "%");
int small_change_counter = 0;
for (int iter = 0; !common_termination_criteria(iter); iter++) {
bool better_fit = do_iteration();
if (better_fit) {
realt d = prev_chi2 - chi2;
if (F_->get_verbosity() >= 1)
F_->ui()->mesg("#" + S(iter_nr_) + ":"
" WSSR=" + sm->format_double(chi2) +
" lambda=" + S(lambda) + " d(WSSR)=" + S(-d) +
" (" + S (d / prev_chi2 * 100) + "%)");
// another termination criterium: negligible change of chi2
if (d / prev_chi2 < stop_rel || chi2 == 0) {
small_change_counter++;
if (small_change_counter >= 2 || chi2 == 0) {
F_->msg("... converged.");
break;
}
}
else
small_change_counter = 0;
prev_chi2 = chi2;
}
else { // no better fit
if (F_->get_verbosity() >= 1)
F_->ui()->mesg("#" + S(iter_nr_) + ":"
" (WSSR=" + sm->format_double(chi2_) + ")"
" lambda=" + S(lambda));
if (lambda > max_lambda) { // another termination criterium
F_->msg("In L-M method: lambda=" + S(lambda) + " > "
+ S(max_lambda) + ", stopped.");
break;
}
}
iteration_plot(a, chi2);
}
post_fit (a, chi2);
}
void NMfit::autoiter()
{
realt convergence = F_->get_settings()->nm_convergence;
wssr_before_ = compute_wssr(a_orig_, dmdm_);
F_->msg("WSSR before starting simplex fit: " + S(wssr_before_));
for (int iter = 0; !termination_criteria(iter, convergence); ++iter) {
++iter_nr_;
change_simplex();
find_best_worst();
iteration_plot(best->a, best->wssr);
}
post_fit (best->a, best->wssr);
}