Re: Levenberg-Marquart code
- To: mathgroup at smc.vnet.net
- Subject: [mg19653] Re: Levenberg-Marquart code
- From: "Atul Sharma" <atulksharma at yahoo.com>
- Date: Tue, 7 Sep 1999 00:28:43 -0400
- References: <7qvthp$4n8@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
On the web page maintained by Lukas Finschi, you will find code for the L-M algorithm written in C with an accompanying calling routine via Mathlink. Not exactly what you were looking for, but it is ready to run from Mathematica 3.0.1 (or S-Plus) and has the advantage of being fast. The URL is: http://www.ifor.math.ethz.ch/~finschi/Papers/LevMar.html A. ---------------------------------------------------------------------------- -------------------------- Atul Sharma MD, FRCP(C) Pediatric Nephrologist, McGill University/Montreal Children's Hospital Virgil Stokes wrote in message <7qvthp$4n8 at smc.vnet.net>... >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 > >