35. Nonlinear Least-Squares Fitting

This chapter describes functions for multidimensional nonlinear least-squares fitting. The library provides low level components for a variety of iterative solvers and convergence tests. These can be combined by the user to achieve the desired solution, with full access to the intermediate steps of the iteration. Each class of methods uses the same framework, so that you can switch between solvers at runtime without needing to recompile your program. Each instance of a solver keeps track of its own state, allowing the solvers to be used in multi-threaded programs.

The header file `gsl_multifit_nlin.h' contains prototypes for the multidimensional nonlinear fitting functions and related declarations.

35.1 Overview
35.2 Initializing the Solver
35.3 Providing the Function to be Minimized
35.4 Iteration
35.5 Search Stopping Parameters
35.6 Minimization Algorithms using Derivatives
35.7 Minimization Algorithms without Derivatives
35.8 Computing the covariance matrix of best fit parameters
35.9 Examples
35.10 References and Further Reading