Levenberg–Marquardt algorithm: Difference between revisions

Revision as of 16:07, 12 July 2019

Revision as of 16:08, 12 July 2019

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== External links ==

===Descriptions===

* Detailed description of the algorithm can be found in [http://www.nrbook.com/a/bookcpdf.php Numerical Recipes in C, Chapter 15.5: Nonlinear models]

* C. T. Kelley, ''Iterative Methods for Optimization'', SIAM Frontiers in Applied Mathematics, no 18, 1999, {{isbn|0-89871-433-8}}. [http://www.siam.org/books/textbooks/fr18_book.pdf Online copy]

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* T. Strutz: ''Data Fitting and Uncertainty (A practical introduction to weighted least squares and beyond).'' 2nd edition, Springer Vieweg, 2016, {{isbn|978-3-658-11455-8}}.

* H. P. Gavin, [http://people.duke.edu/~hpgavin/ce281/lm.pdf ''The Levenberg-Marquardt method for nonlinear least squares curve-fitting problems''] ([[MATLAB]] implementation included)

{{Optimization algorithms}}

{{DEFAULTSORT:Levenberg-Marquardt algorithm}}

[[Category:Statistical algorithms]]

[[Category:Optimization algorithms and methods]]

[[Category:Least squares]]