levmar Levenberg-Marquardt nonlinear least squares algorithms in C/C++
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math algorithm minimize levenberg algorithm marquardt algorithm minimization algorithm

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Levenberg-Marquardt nonlinear least squares algorithms in C/C++ levmar is a C/C++ implementation of the Levenberg-Marquardt nonlinear least squares minimization algorithm that is distributed under the GNU General Public License.levmar supports unconstrained nonlinear least squares minimization with analytic or approximate Jacobians. Such problems typically arise from the solution of systems of nonlinear equations or in data fitting applications. levmar has also some support for constrained nonlinear least squares, allowing box constraints and linear equation to be imposed. What's New in This Release: · CAUTION FOR PREVIOUS VERSIONS USERS: For better consistency and avoidance of conflicts, the name of levmar's header file was changed from lm.h to levmar.h; please update your source files accordingly. · Added support for minimization under simultaneous box, linear equation and inequality constraints (see functions xlevmar_bleic_der() & xlevmar_bleic_dif()). · Implemented convenience wrappers to xlevmar_bleic_der() & xlevmar_bleic_dif() dealing with simpler constrained cases, e.g. xlevmar_blic_der() & xlevmar_blic_dif() support minimization under box and linear inequality constraints only. · Added a linear systems solver based on the UDUt decomposition (i.e., sqrt-free Cholesky). · Removed some unnecessary memory copying from most linear solvers. · Added a new data-fitting test problem (Osborne). · Made a few other minor changes.

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