Editing Levenberg–Marquardt algorithm (section)

== External links ==

* Detailed description of the algorithm can be found in [https://numerical.recipes/book.html Numerical Recipes in C, Chapter 15.5: Nonlinear models]
* C. T. Kelley, ''Iterative Methods for Optimization'', SIAM Frontiers in Applied Mathematics, no 18, 1999, {{isbn|0-89871-433-8}}. [http://www.siam.org/books/textbooks/fr18_book.pdf Online copy]
* [https://web.archive.org/web/20140301154319/http://www3.villanova.edu/maple/misc/mtc1093.html History of the algorithm in SIAM news]
* [http://ananth.in/docs/lmtut.pdf A tutorial by Ananth Ranganathan]
* K. Madsen, H. B. Nielsen, O. Tingleff, ''[http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3215/pdf/imm3215.pdf Methods for Non-Linear Least Squares Problems]'' (nonlinear least-squares tutorial; L-M code: [https://archive.today/20180516200006/http://www2.imm.dtu.dk/projects/hbn_software/marquardt.m analytic Jacobian] [https://archive.today/20180516200045/http://www2.imm.dtu.dk/projects/hbn_software/SMarquardt.m secant])
* T. Strutz: ''Data Fitting and Uncertainty (A practical introduction to weighted least squares and beyond).'' 2nd edition, Springer Vieweg, 2016, {{isbn|978-3-658-11455-8}}.
* H. P. Gavin, [http://people.duke.edu/~hpgavin/ce281/lm.pdf ''The Levenberg-Marquardt method for nonlinear least-squares curve-fitting problems''] ([[MATLAB]] implementation included)

{{Optimization algorithms|unconstrained}}
 
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[[Category:Statistical algorithms]]
[[Category:Optimization algorithms and methods]]	
[[Category:Least squares]]