DriftEngineDriftCapture · function
levenbergMarquardt
Levenberg–Marquardt over x, in place: the Gauss–Newton step with damping · diag(JᵀJ) added,
the damping raised where a step would cost more and lowered where it pays, which is the whole
reason it is not Gauss–Newton — a step that overshoots is rejected rather than taken, and a
start far from the answer is where that decides between converging and diverging.
Explained in DriftCapture.
function levenbergMarquardt(problem: LeastSquares, x: Float64Array, options?: FitOptions):import { levenbergMarquardt } from '@driftengine/capture';Parameters
| Parameter | Type | Description |
|---|---|---|
problem | LeastSquares | |
x | Float64Array | |
options? | FitOptions |