Levenberg-Marquart code
- To: mathgroup at smc.vnet.net
- Subject: [mg19627] Levenberg-Marquart code
- From: Virgil Stokes <virgil.stokes at neuro.ki.se>
- Date: Mon, 6 Sep 1999 04:20:42 -0400
- Sender: owner-wri-mathgroup at wolfram.com
I have been comparing FindMinimum and NonLinearFit on several data sets. The results show that the Levenberg-Marquart algorithm nearly always performs better -- at least for the data sets that I have used. Unfortunately, the Levenberg-Marquart algorithm is not an option for FindMinimum (Mathematica 3.01). Does anyone have Mathematica code for the Levenberg-Marquart algorithm? -- Virgil