levmar
Version 1.2.1.3 revision 0 uploaded by BasVanDijk.
Package meta
- Synopsis
- An implementation of the Levenberg-Marquardt algorithm
- Description
The Levenberg-Marquardt algorithm is an iterative technique that finds a local minimum of a function that is expressed as the sum of squares of nonlinear functions. It has become a standard technique for nonlinear least-squares problems and can be thought of as a combination of steepest descent and the Gauss-Newton method. When the current solution is far from the correct one, the algorithm behaves like a steepest descent method: slow, but guaranteed to converge. When the current solution is close to the correct solution, it becomes a Gauss-Newton method.
Optional box- and linear constraints can be given. Both single and double precision floating point types are supported.
The actual algorithm is implemented in a C library which is bundled with
bindings-levmar
which this package depends on.A note regarding the license:
This library depends on
bindings-levmar
which is bundled together with a C library which falls under the GPL. Please be aware of this when distributing programs linked with this library. For details see the description and license ofbindings-levmar
.- Author
- Roel van Dijk <vandijk.roel@gmail.com> Bas van Dijk <v.dijk.bas@gmail.com>
- Bug reports
- https://github.com/basvandijk/levmar/issues
- Category
- Numerical, Math
- Copyright
- (c) 2009 - 2012 Roel van Dijk & Bas van Dijk
- Homepage
- https://github.com/basvandijk/levmar
- Maintainer
- Roel van Dijk <vandijk.roel@gmail.com> Bas van Dijk <v.dijk.bas@gmail.com>
- Package URL
- n/a
- Stability
- experimental