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Re: Levenberg-Marquart code


In article <7qvthp$4n8 at smc.vnet.net>, virgil.stokes at neuro.ki.se says...
> 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
> 
> 
> 
Dear Virgil

I don't have Mathematica code, either, but You can find very good explanation in

Press et al.: Numerical Recipes in C. Cambridge Press, 1991

The math and statistics is explained in a way that You can almost type it

into a Mathematica notebook;-)

KR,

Peter


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