RcdMathLib_doc
Open Source Library for Linear and Non-linear Algebra
OPTIMIZATION

Solving problems of regression smoothing and curve fitting. More...

Files

file  levenberg_marquardt.h
 Implement the Levenberg–Marquardt (LVM) algorithm.
 
file  modified_gauss_newton.h
 Implement the Gauss–Newton algorithm.
 

Detailed Description

Solving problems of regression smoothing and curve fitting.

This module also enables the optimization of an approximate solution by using Non-linear Least Squares (NLS) methods such as modified Gauss–Newton (GN) or the Levenberg–Marquardt (LVM) algorithms.

Author
Zakaria Kasmi