levmar 2.3 (Default branch) |
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levmar is a robust and efficient C/C++
implementation of the Levenberg-Marquardt (LM)
optimization algorithm. LM solves the non-linear least squares problem, i.e. fitting a set of m observations with a model that is non-linear in n unknown parameters (m>=n). levmar includes double and single precision LM variants, both with analytic and finite difference approximated
Jacobians. It also has some support for constrained non-linear least squares, allowing linear equation and box constraints to be imposed. Availability of LAPACK/BLAS is strongly recommended for carrying out linear algebra
computations.
License: GNU General Public License (GPL)
Changes:
Improved support for problems with zero measurement vectors. Memory retained among invocations of the linear solvers is released when levmar terminates. The option of compiling only the single or only the double precision functions of levmar has been added. A new error code 7 signaling infinite values in the function provided by the user has been introduced. A couple of minor problems in the line search procedure of box constrained optimization have been fixed. A detailed example on using levmar for fitting a non-linear model to noisy data has been added.
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