[SciPy-Dev] Levenberg-Marquardt Implementation

[Johann cohen-tanugi]

FWIW I came across a python LM implementation of the minpack LM routine in
https://code.google.com/p/astrolibpy/source/browse/mpfit/mpfit.py
The license is GPLv3 though.
Johann


On Tue, Feb 25, 2014 at 7:25 PM, Pauli Virtanen <pav at iki.fi> wrote:

> 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
>
>
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