8 ms·
Anybody familiar with this know if it has a good implementation of Levenberg–Marquardt algorithm? Or know of one somewhere else? I can't find anything in their
by chuckcode 11y ago
Anybody familiar with this know if it has a good implementation of Levenberg–Marquardt algorithm? Or know of one somewhere else? I can't find anything in their docs about non-linear function solving which seems like something google must do a lot of.
- ovis 11y agoLooks like this is more LP oriented. There are numerous free implementations listed here: https://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm#Implementations https://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_al... Was there something special you needed?
- chuckcode 11y agoIdeally something c/c++ and liberal license. I'll take a look at ceres-solver to see how it works. Like that it is using Eigen under the hood to get benefit of SSE instructions.
- argomez 11y agohttp://ceres-solver.org/ http://ceres-solver.org/
- kxyvr 11y agoIs there a reason why you're looking for Levenberg-Marquardt over a trust-region Newton solver? In general, properly preconditioned matrix-free trust-region Newton solvers will give superior performance to Levenberg-Marquardt. Something like Optizelle http://www.optimojoe.com/products/optizelle http://www.optimojoe.com/products/optizelle can do that and is BSD licensed.
- chuckcode 11y agoThanks! That looks very interesting, will definitely try it out!