CODEWITHSUNDEEP
matlaboptimizationnewtons-methodlevenberg-marquardt
Monique
Monique

Reputation: 31

Levenberg-Marquardt optimization

Anyone knows where I cand find an .m (matlab ) file with the Levenberg-Marquardt moditication to the Newton's method to optimize a function?

Thanks

Upvotes: -1

Views: 3950

Answers (3)

Michael W.
Michael W.

Reputation: 391

Try it here: http://people.cas.uab.edu/~mosya/cl/MATLABcircle.html

This is a web-page from proffesor Chernov, who published some papers and a book on the matter. There are also c and matlab sources.

Upvotes: 0

Juhl
Juhl

Reputation: 473

You can try using the MATLAB MEX version of CMPFIT, if that fits your purpose.

Upvotes: 2

Carl F.
Carl F.

Reputation: 7056

I always start with a search on file exchange. Found a LMF nonlinear solution. It also seems that there is a lsqnonlin function in The optimization toolbox. Of course that costs a small fortune and limits the portability of your code (one of many reasons I use Python these days).

Upvotes: 3

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