The 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.
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. See: http://www.ics.forth.gr/~lourakis/levmar/.
This library consists of two layers:
LevMar.Intermediate: A medium-level layer that wraps the low-level functions from bindings-levmar to provide a more Haskell friendly interface.
LevMar: A high-level layer that uses type-level programming to add extra type safety.
Each layer also has special curve-fitting variants:
Each layer also has special variants that automatically compute the jacobian using automatic differentiation using Conal Elliott's vector-space library:
Note however that this feature is still very experimental!
All modules are self-contained; i.e. each module re-exports all the things you need to work with it.
For an example how to use this library see Demo.hs which is included in this package. Demo.hs is a Haskell translation of lmdemo.c from the C levmar library.
A note regarding the license:
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.
|Versions||0.1, 0.2, 0.2.1, 0.3, 1.0, 1.1, 18.104.22.168, 1.2, 22.214.171.124, 1.2.1, 126.96.36.199, 188.8.131.52, 184.108.40.206, 220.127.116.11, 18.104.22.168, 22.214.171.124, 126.96.36.199|
|Dependencies||base (>=3 && <4.2), bindings-levmar (==0.1.*), MemoTrie (>=0.4.5 && <0.5), vector-space (>=0.5.7 && <0.6) [details]|
|Copyright||(c) 2009 Roel van Dijk & Bas van Dijk|
|Author||Roel van Dijk & Bas van Dijk|
|Source repository||head: darcs get http://code.haskell.org/levmar|
|Uploaded||Wed Sep 16 09:08:46 UTC 2009 by BasVanDijk|
|Downloads||3333 total (29 in the last 30 days)|
|Rating||0.0 (0 ratings) [clear rating]|
|Status||Docs not available [build log]
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