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odd behaviour of multifit and covariance matrix #1798

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abuts opened this issue Dec 24, 2024 · 0 comments
Open

odd behaviour of multifit and covariance matrix #1798

abuts opened this issue Dec 24, 2024 · 0 comments
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scientific validation Issue needs scientific validation and discussion with experts Technical Debt code quality, unit tests, code duplicaton

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@abuts
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abuts commented Dec 24, 2024

on some machines at some rng values the behaviour of multifit becomes ill defined as covariance matrix calculated at the last step of fitting become singular.

The remidy for that is to use normalized covariance, (See reference to this ticket in the code, .\Horace\herbert_core\applications\multifit\@mfclass\private\private\multifit_lsqr_ser.m) which is used during fitting process, but this gives much higher estimate for the fitting errors.

The ticket is to estimate correct approach for calculating the covariance and error during the fitting process.

@abuts abuts added the Technical Debt code quality, unit tests, code duplicaton label Dec 24, 2024
@abuts abuts added scientific validation Issue needs scientific validation and discussion with experts Technical Debt code quality, unit tests, code duplicaton and removed Technical Debt code quality, unit tests, code duplicaton labels Dec 24, 2024
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scientific validation Issue needs scientific validation and discussion with experts Technical Debt code quality, unit tests, code duplicaton
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