An implementation of the Levenberg-Marquardt algorithm

License: Other

Language: Haskell

Keywords: haskell, levenberg-marquardt

The Levenberg-Marquardt algorithm is an iterative technique that finds a local minimum of a function that is expressed as the sum of squares of nonlinear functions. It has become a standard technique for nonlinear least-squares problems and can be thought of as a combination of steepest descent and the Gauss-Newton method. When the current solution is far from the correct one, the algorithm behaves like a steepest descent method: slow, but guaranteed to converge. When the current solution is close to the correct solution, it becomes a Gauss-Newton method.

Optional box- and linear constraints can be given. Both single and double precision floating point types are supported.

The actual algorithm is implemented in a C library which is bundled with bindings-levmar which this package depends on.


This library depends on bindings-levmar which is bundled together with a C library which falls under the GPL. Please be aware of this when distributing programs linked with this library. For details see the description and license of bindings-levmar.

Project Statistics

Sourcerank 6
Repository Size 175 KB
Stars 9
Forks 6
Watchers 2
Open issues 0
Dependencies 0
Contributors 6
Tags 18
Last updated
Last pushed

Top Contributors See all

Bas van Dijk Roel van Dijk John Lato manpacket Alex Lang Ann Yang

Packages Referencing this Repo

The Levenberg-Marquardt algorithm is an iterative technique that finds a local minimum of a funct...
Latest release - Updated - 9 stars

Recent Tags See all May 07, 2018 May 29, 2017 July 17, 2016 January 06, 2015 March 25, 2014 October 02, 2012 September 09, 2012 April 08, 2012
1.2.1 February 11, 2012 January 06, 2012
1.2 September 03, 2011 August 09, 2011
1.1 May 23, 2011
1.0 May 18, 2011
0.3 February 07, 2011

Something wrong with this page? Make a suggestion

Last synced: 2018-05-08 10:53:34 UTC

Login to resync this repository