Levenberg–Marquardt algorithm: Difference between revisions

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The solution: remarks on termination
References
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*[http://www.netlib.org/minpack/ minpack::lmdif] in FORTRAN
*[https://sourceforge.net/projects/lmfit/ sourceforge::lmfit] in C
 
==References==
The algorithm was first published by Kenneth Levenberg, while working at the [[Frankford Army Arsenal]]. It was rediscovered by Donald Marquardt.
 
* Levenberg, K. "A Method for the Solution of Certain Problems in Least Squares." Quart. Appl. Math. 2, 164-168, 1944.
* Marquardt, D. "An Algorithm for Least-Squares Estimation of Nonlinear Parameters." SIAM J. Appl. Math. 11, 431-441, 1963.
 
[[Category:Algorithms]]