The Levenberg–Marquardt Algorithm

Moré, J. J. (1978). The Levenberg–Marquardt Algorithm: Implementation and Theory. Numerical Analysis.

Type

Book chapter

Intellectual base

Review or monograph

Year

1978

DOI

10.1007/bfb0067700

ISBN

9783540085386

Link

https://doi.org/10.1007/BFb0067700

Cited by

1 citation across 1 artifact.

Domain-specific

• Nonlinear Least Squares
  • Levenberg–Marquardt adds damping, schematically \((J^{\mathsf T}J+\lambda D)\Delta=J^{\mathsf T}r\), where \(\lambda\ge0\) and \(D\) is an appropriate positive damping or scaling matrix, to shorten or redirect unstable steps; Moré develops its implementation and convergence logic.

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