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MathGroup Archive 2000

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Re: Levenberg-Marquardt ?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg23770] Re: Levenberg-Marquardt ?
  • From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
  • Date: Sat, 10 Jun 2000 02:59:16 -0400 (EDT)
  • Organization: Universitaet Leipzig
  • References: <8hfddu$hgp@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,

Statistics`NonlinearFit`NonlinearFit[]

has it, as one of the possible build in methods.

Here is the text from the Help-Notebook:

"NonlinearFit and NonlinearRegress use FindMinimum to find parameter
estimates, thus both functions accept the FindMinimum options
AccuracyGoal, Compiled, Gradient, MaxIterations, Method, PrecisionGoal,
and WorkingPrecision. The Method option allows you to choose between
algorithms for performing the minimization of the
\!\(TraditionalForm\`\[Chi]\^2\) merit function. The LevenbergMarquardt
method gradually shifts the search for the minimum of
\!\(TraditionalForm\`\[Chi]\^2\) from steepest descent to quadratic
minimization. Other possible settings for Method are Gradient (steepest
descent), Newton, QuasiNewton, and Automatic. The Automatic method does
linear fitting for linear models and LevenbergMarquardt search for
nonlinear models, thus the meaning of the automatic method differs
between NonlinearFit (or NonlinearRegress) and FindMinimum." 

Regards
  Jens

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


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