MathGroup Archive 1999

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Levenberg-Marquart code


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



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