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From: Abu Bakar Md on 6 Aug 2010 11:24
Dear All,

I am using lsqcurvefit with the following option for one of my dataset:

options=optimset('Display','off','LargeScale','off','LevenbergMarquardt','on','Tolfun',1e-12,'TolX',1e-10);

In version 7.7.0.471 (R2008b), I found that for the dataset, lsqcurvefit returns EXIT_FLAG=-3 which is not documented in the matlab help file. It has -1, -2 and -4 EXIT_FLAG and there is no definition for returned EXIT_FLAG=-3. If I try the same code and data on version 7.4.0.336 (R2007a) , I found that the return flag is positive.

From inspection of the file levenbergMarquardt.m, I found that the EXIT_FLAG=-3 is produced by comparing with a variable called lambda and every while loop it is multiplied by 10 and compared to be smaller than a hard-coded value 1e16 - that allows a looping of only 18 times. I think this is the reason why the algorithm is failing.

Does anybody know what's wrong going on there?

I would like to thank everybody in advance and best regards

Asad
From: Alan Weiss on 6 Aug 2010 12:49
On 8/6/2010 11:24 AM, Abu Bakar Md wrote:
> Dear All,
> I am using lsqcurvefit with the following option for one of my dataset:
>
> options=optimset('Display','off','LargeScale','off','LevenbergMarquardt','on','Tolfun',1e-12,'TolX',1e-10);
>
>
> In version 7.7.0.471 (R2008b), I found that for the dataset, lsqcurvefit
> returns EXIT_FLAG=-3 which is not documented in the matlab help file. It
> has -1, -2 and -4 EXIT_FLAG and there is no definition for returned
> EXIT_FLAG=-3. If I try the same code and data on version 7.4.0.336
> (R2007a) , I found that the return flag is positive.
> From inspection of the file levenbergMarquardt.m, I found that the
> EXIT_FLAG=-3 is produced by comparing with a variable called lambda and
> every while loop it is multiplied by 10 and compared to be smaller than
> a hard-coded value 1e16 - that allows a looping of only 18 times. I
> think this is the reason why the algorithm is failing.
> Does anybody know what's wrong going on there?
> I would like to thank everybody in advance and best regards
> Asad

Sorry you ran into this bug in the documentation. If you enter
help lsqcurvefit
in the R2008b MATLAB command line, you see the following explanation of
exit flag -3:
-3 Regularization parameter too large (Levenberg-Marquardt).

This can happen when your problem is poorly scaled. You can try the
following options setting:
options=optimset('Display','off','Algorithm','levenberg-marquardt','ScaleProblem','Jacobian','TolFun',1e-12,'TolX',1e-10);

You can also try using the default trust-region-reflective algorithm.

Good luck,

Alan Weiss
MATLAB mathematical toolbox documentation
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