levmar: An implementation of the Levenberg-Marquardt algorithm

[ bsd3, library, math, numerical ] [ Propose Tags ]

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/.

All modules are self-contained; i.e. each module re-exports all the things you need to work with it.

Also see the levmar-safe package which adds extra type-safety on top of this package.

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 [faq] 0.1, 0.2, 0.2.1, 0.3, 1.0, 1.1,, 1.2,, 1.2.1,,,,,,,,
Dependencies base (>=3 && <4.4), base-unicode-symbols (>=0.1.1 && <0.3), bindings-levmar (==0.2.*) [details]
License BSD-3-Clause
Copyright (c) 2009 - 2010 Roel van Dijk & Bas van Dijk
Author Roel van Dijk <vandijk.roel@gmail.com> Bas van Dijk <v.dijk.bas@gmail.com>
Maintainer Roel van Dijk <vandijk.roel@gmail.com> Bas van Dijk <v.dijk.bas@gmail.com>
Category Numerical, Math
Source repo head: darcs get http://code.haskell.org/levmar
Uploaded by BasVanDijk at Mon Feb 7 09:14:31 UTC 2011
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