User Documentation for RALFit (Fortran version)¶
RALFit computes a solution to the non-linear least-squares problem
where is a diagonal, non-negative, weighting matrix, and is a non-linear function.
A typical use may be to fit a function to the data , weighted by the uncertainty of the data, :
which corresponds to taking and such that For this reason we refer to the function as the residual function.
Various algorithms for solving this problem are implemented – see Description of the method used.