Programs in Physics & Physical Chemistry
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|Manuscript Title: A new version of MINUIT program for a PDP11/34A computer system.|
|Authors: Sp. Dedoussis, M. Chardalas, S. Charalambous|
|Program title: PDP-MINUIT|
|Catalogue identifier: ACWH_v2_0|
Distribution format: gz
|Journal reference: Comput. Phys. Commun. 31(1984)29|
|Programming language: Fortran.|
|Computer: PDP 11/34A.|
|Operating system: RSX11-M MAPPED.|
|Program overlaid: yes|
|RAM: 35K words|
|Word size: 16|
|Keywords: General purpose, Minimization, Fitting, Error analysis, Correlation, Simplex method, Variable metric method, Global minimum, Contours.|
Nature of problem:
A large number of problems can be reduced to the problem of finding the minimum value taken on by a function of one or more variable parameters. The classic example is the estimation of unknown parameters in a theory by minimizing the difference (chi-square) between theory and experimental data and the establishment of the errors of these parameters. In this kind of problem the theory is represented by a function F(xi), where xi are the unknown parameters of the theory.
A large number of different techniques are offered and they can be invoked by the use of command cards. Three different minimization methods are available, each of which may be used alone or in combination with others depending on the behaviour of the function and the requirements of the user. The three minimizing methods are:
a. Monte Carlo search
b. The Simplex method of Nelder and Mead , and
c. The variable metric method of Fletcher.
This version is dimensioned for a maximum 30 function parameters, of which up to 15 may be variable. The size of a typical user written subroutine FNC depends mainly on the dimensions of the arrays used. Due to the memory size limitations, the total size of these arrays must not exceed the 2 K words.
As metioned all the running time is mainly spent in the user-supplied subroutine FCN. This version of MINUIT needs more time for the execution of the same test run for two additional reasons.
1. Because of the overlay structure, and
2. Because it is written to run on a minicomputer.
Times listed are for the same test run as in (a) in batch mode and (b) in interactive mode on a PDP 11/34A without floating point hardware.
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