Hi,
The existing code is :
- package o.a.c.math.estimation:
Levenberg-Marquardt method for weighted least square minimization
of a vector of residuals
Either one considers the full weighting matrix (including potential
correlation between observations) or one does not account for any weight
at all. By premultiplying both the function matrix and the observation
vector by the square root of the weight matrix, one can forget about it
completely in the rest of the computation. So, please, do not restrain
weights to a vector.
Regards,
Dim.
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Dimitri Pourbaix *
Institut d'Astronomie et d'Astrophysique * Don't worry, be happy
CP 226, office 2.N4.211, building NO * and CARPE DIEM.
Universite Libre de Bruxelles *
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B-1050 Bruxelles * Fax : +32-2-650.42.26
http://sb9.astro.ulb.ac.be/~pourbaix * mailto:pourb...@astro.ulb.ac.be
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