Levenberg–Marquardt algorithm: Difference between revisions

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The solution: parmeter -> parameter
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The (non-negative) damping factor λ is adjusted at each iteration. If reduction of S is rapid a smaller value can be used bringing the algorithm closer to the GNA, whereas if an iteration gives insufficient reduction in the residual λ can be increased giving a step closer to the gradient descent direction. A similar damping factor appears in [[Tikhonov regularization]], which is used to solve linear ill-posed problems.
 
If a retrieved step length or the reduction of sum of squares to the latest parameter vector '''p''' fall short to predefienedpredefined limits, the iteration is aborted and the last parameter vector '''p''' is considered to be the solution.
 
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