Levenberg–Marquardt algorithm: Difference between revisions

Revision as of 14:47, 11 August 2004

Revision as of 11:55, 29 October 2004

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Here <math>J</math> represents the [[Jacobian]] of the function <math>\vec{f}</math>, <math>\lambda</math> the damping factor, which is altered at every iteration, <math>I</math> the [[identity matrix]], and <math>\vec{q}</math> the solution to an [[iteration]] step.

== Weblinks ==

Public ___domain implementations:

*[http://www.netlib.org/minpack/ minpack::lmdif] in FORTRAN

[[Category:Algorithms]]