Levenberg–Marquardt algorithm: Difference between revisions

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The solution: remarks on termination
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:('''J'''<sup>T</sup>'''J''' + &lambda;)'''q''' = -'''J'''<sup>T</sup>'''f'''.
The damping factor &lambda; is redetermined at every iteration.
 
If a retrieved step length or the reduction of sum of squares to the latest parameter vector '''p''' fall short to predefiened limits, the iteration is aborted and the last paramter vector '''p''' is considered to be the solution.
 
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