Re: Levenberg-Marquardt ?
- To: mathgroup at smc.vnet.net
- Subject: [mg23780] Re: Levenberg-Marquardt ?
- From: Rob Knapp <rknapp at wolfram.com>
- Date: Sat, 10 Jun 2000 02:59:25 -0400 (EDT)
- Organization: Wolfram Research, Inc.
- References: <email@example.com>
- Sender: owner-wri-mathgroup at wolfram.com
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