[SciPy-Dev] Levenberg-Marquardt Implementation

[Pauli Virtanen]

25.02.2014 17:45, Benny Malengier kirjoitti:
> This is present already, See 
> http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.leastsq.html
>
> which wraps: http://www.math.utah.edu/software/minpack/minpack
> /lmder.html

The current leastsq implementation does not support sparse Jacobians
or constraints.

MINPACK does dense QR factorizations, and this approach doesn't work
well for problems where the number of variables is too big. This was one
of our the GSoC topic ideas [1] --- if you have suggestions on how to
improve these, please speak up.

[1] https://github.com/scipy/scipy/wiki/GSoC-project-ideas

-- 
Pauli Virtanen