### 8 releases (5 breaking)

0.6.0 | Sep 12, 2020 |
---|---|

0.5.2 | Jun 7, 2020 |

0.5.0 | Apr 30, 2020 |

0.4.0 | Mar 8, 2020 |

0.1.0 | Jan 5, 2020 |

#**48** in Robotics

**236** downloads per month

Used in cv

**MIT**license

180KB

4K
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# levenberg-marquardt

Solver for nonlinear least squares problems

The implementation is a port of the classic MINPACK implementation of the
Levenberg-Marquardt (LM) algorithm. This version of the algorithm is sometimes referred
to as *exact* LM.

All current unit tests indicate that we achieved *identical* output (on a floating-point level)
to the MINPACK implementation, especially for rank deficient unstable problems.
This was mainly useful for testing.
The Fortran algorithm was extended with

and `NaN`

handling, similar to what lmfit does.`inf`

The crate offers a feature called

which sets floating-point constants
to the ones used by MINPACK and removes the termination criterion of "zero residuals".
This is necessary for identical output to MINPACK but generally not recommended.`minpack-compat`

# Usage

See the docs for detailed information.

`impl` `LeastSquaresProblem``<``f64``>` `for`` ``Problem` `{`
`//` define this trait for the problem you want to solve
`}`
`let` problem `=` `Problem``::`new`(`initial_params`)``;`
`let` `(`problem`,` report`)` `=` `LevenbergMarquardt``::`new`(``)``.``minimize``(`problem`)``;`
`assert!``(`report`.`termination`.``was_successful``(``)``)``;`

# References

Sofware:

One original reference for the algorithm seems to be

Moré J.J. (1978) The Levenberg-Marquardt algorithm: Implementation and theory. In: Watson G.A. (eds) Numerical Analysis. Lecture Notes in Mathematics, vol 630. Springer, Berlin, Heidelberg.

by one of the authors of MINPACK.

The algorihm is also described in the form as implemented by this crate in the book "Numerical Optimization" by Nocedal and Wright, chapters 4 and 10.

#### Dependencies

~3MB

~63K SLoC