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Re: GSoC 2015: Optimization Package: Non-linear and constrained least sq
From: |
Ben Abbott |
Subject: |
Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin |
Date: |
Mon, 06 Apr 2015 14:57:40 -0400 |
> On Feb 24, 2015, at 3:42 AM, Olaf Till <address@hidden> wrote:
>
>>
>> I am studying the Levenberg-Marquardt algorithm from [2].
>
> This seems to be a general introduction to LM. An actual algorithm
> must also, among others, take measures to be numerically stable. It is
> usually best to start from one of the several already existing
> algorithms (I know this is your intention). In the optim package we
> have, among others, an SVD-based algorithm.
I came across an Levenberg-Marquardt implementation for Octave.
https://sites.google.com/site/ulfgri/numerical/levmar
Perhaps it is useful.
Ben
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin,
Ben Abbott <=