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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

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