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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