At Mon, 17 Aug 2009 09:57:33 +0000, Tom Banwell wrote: > I have solved the problem using an unweighted Least-squares but > would prefer to use weighted as some of my data have larger relative > uncertainties. I have seen on the GSL reference manual that I can > perform weighted Least-Squares using a scalar, but I wanted to use > the full covariance matrix, Vi.
We should really provided a separate correlated fitter to take care of the case with a full covariance matrix. It is possible to use the existing routine by factorising the covariance matrix to get an expression of the form (U [ y - f(x,a)])^T W (U [ y - f(x,a)]) and working with the transformed variables Y=U y and F=U f(x,a), transforming the final values back to get the desired result. -- Brian Gough (GSL Maintainer) Support freedom by joining the FSF http://www.fsf.org/associate/support_freedom/join_fsf?referrer=37 _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
