The bindings-levmar package
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.
Both unconstrained and constrained (under linear equations and box constraints) Levenberg-Marquardt variants are included. All functions have Double and Float variants.
Note that the included C library is lightly patched to make it pure. This way the functions can be used inside unsafePerformIO.
A note regarding the license:
All files EXCEPT those in the levmar-2.4 directory fall under the BSD3 license. The levmar C library, which is bundled with this binding, falls under the GPL. If you build a program which is linked with this binding then it is also linked with levmar. This means such a program can only by distributed under the terms of the GPL.
|Versions||0.1, 0.1.0.1, 0.1.1, 0.1.1.1, 0.2.0.1, 1.0, 220.127.116.11, 18.104.22.168, 1.1, 22.214.171.124|
|Dependencies||base (≥3 & <4.2)|
|Copyright||(c) 2009 Roel van Dijk & Bas van Dijk|
|Author||Roel van Dijk & Bas van Dijk|
|Source repository||darcs get http://code.haskell.org/bindings-levmar|
|Upload date||Mon Sep 14 09:25:51 UTC 2009|
|Built on||ghc-6.10, ghc-6.12|