ContentTop, Main, Index

This package provides tcl wrapper for optimization procedures. The sources of procedures are:

Levenberg-Marquardt Least Squares Fitting

Installation and dependenciesTop, Main, Index

For building you need:

For run you also need:

To build run

./configure
make
sudo make install

If you have different versions of Tcl on the same machine, you can set the path to this version with -with-tcl=path flag to configure script.

For Windows build it is strongly recommended to use MSYS64 UCRT64 environment, the above steps are identical if you run it from UCRT64 shell.

Supported platformsTop, Main, Index

I've tested it on:

Kubuntu 24.04 with Tcl 9 and Tcl 8.6.15
Windows 11 in MSYS64 UCRT64 environment with Tcl9

DocumentationTop, Main, Index

You can find some documentation here

Interactive helpTop, Main, Index

All public methods have interactive help. To get information about method (including new and create) and its arguments call it with -help switch:

package require tclopt
namespace import ::tclopt::*
Mpfit new -help

Creates optimization object that does least squares fitting using modified
Levenberg-Marquardt algorithm. For more detailed description please see
documentation. Can accepts unambiguous prefixes instead of switches names.
Accepts switches only before parameters.
Switches:
-funct - Required, expects argument. Name of the procedure that should
be minimized.
-m - Required, expects argument. Number of data points.
-pdata - Expects argument. List or dictionary that provides private data
to funct that is needed to evaluate residuals. Usually it contains x and
y values lists, but you can provide any data necessary for function
residuals evaluation. Will be passed upon each function evaluation
without modification. Default value is .
-ftol - Expects argument. Control termination of mpfit. Termination
occurs when both the actual and predicted relative reductions in the sum
of squares are at most ftol. Default value is 1e-10.
-xtol - Expects argument. Control termination of mpfit. Termination
occurs when the relative error between two consecutive iterates is at
most xtol. Default value is 1e-10.
-gtol - Expects argument. Control termination of mpfit. Termination
occurs when the cosine of the angle between fvec and any column of the
jacobian is at most gtol in absolute value. Default value is 1e-10.
-stepfactor - Expects argument. Used in determining the initial step
bound. This bound is set to the product of factor and the euclidean norm
of diag*x if nonzero, or else to factor itself. Default value is 100.
-covtol - Expects argument. Range tolerance for covariance calculation.
Default value is 1e-14.
-maxiter - Expects argument. Maximum number of iterations. Default value
is 200.
-maxfev - Expects argument. Control termination of mpfit. Termination
occurs when the number of calls to funct is at least maxfev by the end
of an iteration. If it equals to 0, number of evaluations is not
restricted. Default value is 0.
-epsfcn - Expects argument. Finite derivative step size. Default value
is 2.2204460e-16.
-nofinitecheck - Boolean. Enable check for infinite quantities.

Best to do it in interactive console, see tkcon