Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin

[Carnë Draug]

On 6 April 2015 at 19:57, Ben Abbott <address@hidden> wrote:
>> On Feb 24, 2015, at 3:42 AM, Olaf Till <address@hidden> wrote:
>>
>>>
>>> I am studying the Levenberg-Marquardt algorithm from [2].
>>
>> This seems to be a general introduction to LM. An actual algorithm
>> must also, among others, take measures to be numerically stable. It is
>> usually best to start from one of the several already existing
>> algorithms (I know this is your intention). In the optim package we
>> have, among others, an SVD-based algorithm.
>
> I came across an Levenberg-Marquardt implementation for Octave.
>
>         https://sites.google.com/site/ulfgri/numerical/levmar
>
> Perhaps it is useful.
>

leasqr [1] from optim package provides an implementation of
Levenberg-Marquardt nonlinear least squares algorithm.

I have used it plenty of times as replacement for Matlab's nlinfit
and get results which are comparable within machine precision.

Carnë

[1] http://octave.sourceforge.net/optim/function/leasqr.html