MathGroup Archive 2000

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Levenberg-Marquardt ?


Alastair McLean wrote:
> 
> Has the Levenberg-Marquard method of non-linear least
> squares minimisation been implemented as a Mathematica
> function or package yet ?
> 

This is implemented in FindMinimum.

If the objective function is structurally a sum of squares, it is
invoked automatically instead of the usual default method.  You can also
explicitly use the option Method->LevenbergMarquardt

One common use of this is through the package Statistics`NonlinearFit`
which uses this method to do a nonlinear data fit.

Rob Knapp
Wolfram Research


  • Prev by Date: Re: Plot List 3D
  • Next by Date: Mathematica Training
  • Previous by thread: Levenberg-Marquardt ?
  • Next by thread: Re: Levenberg-Marquardt ?