https://github.com/basvandijk/levmar

An implementation of the Levenberg-Marquardt algorithm
https://github.com/basvandijk/levmar

haskell levenberg-marquardt

Last synced: 2 months ago
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An implementation of the Levenberg-Marquardt algorithm

• Host: GitHub
• URL: https://github.com/basvandijk/levmar
• Owner: basvandijk
• License: other
• Created: 2011-04-17T12:50:20.000Z (over 13 years ago)
• Default Branch: master
• Last Pushed: 2019-11-05T00:57:43.000Z (about 5 years ago)
• Last Synced: 2024-05-08T20:12:09.319Z (8 months ago)
• Topics: haskell, levenberg-marquardt
• Language: Haskell
• Homepage:
• Size: 175 KB
• Stars: 16
• Watchers: 4
• Forks: 8
• Open Issues: 0
• Metadata Files:
  • Readme: README.markdown
  • License: LICENSE

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README

        
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.

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 of [bindings-levmar].

[bindings-levmar]: http://hackage.haskell.org/package/bindings-levmar

[C library]:       http://www.ics.forth.gr/~lourakis/levmar