Expand description
Levenberg-Marquardt least-squares optimizer.
Minimizes χ² = Σᵢ [(y_obs - y_model)² / σᵢ²] by iteratively solving:
(JᵀWJ + λ·diag(JᵀWJ)) · δ = JᵀW·r
where J is the Jacobian, W = diag(1/σ²), r = y_obs - y_model, and λ is the damping parameter.
§SAMMY Reference
fit/module, manual Sec 4 (Bayes equations / generalized least-squares)
Structs§
- Flat
Matrix - Row-major flat matrix for cache-friendly storage.
- LmConfig
- Configuration for the LM optimizer.
- LmResult
- Result of a Levenberg-Marquardt fit.
Traits§
- FitModel
- A model function that can be fitted.
Functions§
- levenberg_
marquardt - Run the Levenberg-Marquardt optimizer.