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