From octave-sources-request at bevo dot che dot wisc dot edu Thu Nov 22 12:29:52 2001 Subject: Levenberg-Marquardt algorithm From: Matthias Jueschke To: octave-sources at bevo dot che dot wisc dot edu Date: Thu, 22 Nov 2001 19:29:48 +0100 (MET) This message is in MIME format. The first part should be readable text, while the remaining parts are likely unreadable without MIME-aware tools. Send mail to mime at docserver dot cac dot washington dot edu for more info. ---559023410-851401618-1006453788=:18929 Content-Type: TEXT/PLAIN; charset=US-ASCII Hi, here is my version of the Levenberg-Marquardt algorithm, I found no version for octave in the net. It works fine, but some settings can only be changed in the function-source, like the conditions for quitting the adaptation with or without success. If anyone is interested, I can implement them to be set via the function call. Matthias ---559023410-851401618-1006453788=:18929 Content-Type: TEXT/PLAIN; charset=US-ASCII; name="fit_lm.m" Content-Transfer-Encoding: BASE64 Content-ID: Content-Description: Content-Disposition: attachment; filename="fit_lm.m" ZnVuY3Rpb24gW3BhciwgZXhpdHN0YXR1cywgbmV2YWxdPWZpdF9sbShmdW4s cGFyLGRhdGEsdnBhcix3ZWlnaHQpDQolIFtPUFRQQVIgRVhJVFNUQVRVUyBO RVZBTF0gPSBmaXRfbG0oRlVOLFBBUixEQVRBWyxWUEFSWyxXRUlHSFRdXSkN CiUNCiUgZml0cyBwYXJhbWV0ZXJzIHBhciB0byBtaW5pbWl6ZSBub3JtKEZV TihQQVJbLFZQQVJdKS1EQVRBKSB1c2luZyB0aGUNCiUgTGV2ZW5iZXJnLU1h cnF1YXJkdCBhbGdvcml0aG0uDQolIEZVTiBoYXMgdG8gYmUgdGhlIG5hbWUg b2YgdGhlIGZ1bmN0aW9uIHRvIGJlIGV2YWx1YXRlZC4NCiUgUEFSIGlzIHRo ZSBzdGFydGluZyB2ZWN0b3Igb2YgdGhlIHBhcmFtZXRlcnMgdG8gYmUgZml0 dGVkLg0KJSBEQVRBIGFyZSB0aGUgZGF0YSB0byB3aGljaCBmdW4gaXMgZml0 dGVkLg0KJSBXRUlHSFQgY2FuIHNldCBkaWZmZXJlbnQgd2VpZ2h0cyBmb3Ig dGhlIGRhdGEgcG9pbnRzLCBmb3IgZXhhbXBsZQ0KJSAgIDEvc2lnbWEgd2hl cmUgc2lnbWEgaXMgdGhlIHN0YW5kYXJ0IGRldmlhdGlvbg0KJSBWUEFSIGFy ZSBtb3JlIHBhcmFtZXRlcnMgZm9yIEZVTiwgbm9ybWFsbHkgVlBBUiBpcyB0 aGUgcnVubmluZw0KJSAgIHBhcmFtZXRlciB0byBvYnRhaW4gREFUQS4gSWYg VlBBUiBpcyB0aGUgZW1wdHkgTWF0cml4IChWUEFSPT1bXSksDQolICAgdGhl IGZ1bmN0aW9uIGNhbGwgaXMgRlVOKFBBUikuDQolDQolIE9wdFBhciBhcmUg dGhlIGJlc3QgZm91bmQgcGFyYW1ldGVycywgaWYgY29udmVyZ2VkDQolIEVY SVRTVEFUVVMgaGFzIHRoZSB2YWx1ZSAxIGlmIGNvbnZlcmdlZCwgb3RoZXJ3 aXNlIDANCiUgTkVWQUwgaXMgdGhlIG51bWJlciBvZiBGVU4tY2FsbHMNCiUg UEFSLCBEQVRBLCBWUEFSLCBXRUlHSFQsIEZVTihQQVJbLFZQQVJdKSBoYXZl IHRvIGJlIGNvbHVtbiB2ZWN0b3JzLg0KJSBEQVRBLCBXRUlHSFQsIEZVTihQ QVJbLFZQQVJdKSBoYXZlIHRvIGhhdmUgdGhlIHNhbWUgc2l6ZS4NCiUNCiUg RXhhbXBsZToNCiUNCiUgUmlnaHRQYXI9cmFuZA0KJSB4PSgwLjE6MC4xOjEw KSc7ICAgICAgICAgJSBjYW5ub3QgY29tcHV0ZSBkZXJpdmF0aW9uIGF0IDAh DQolIHI9cmFuZChzaXplKHgpKS0wLjU7DQolIGRhdGE9YmVzc2VsaihSaWdo dFBhcix4KStyOw0KJSBbT3B0UGFyIGV4c3RhdCBuZXZhbF09Zml0X2xtKCdi ZXNzZWxqJywwLGRhdGEseCkNCiUgcGxvdCh4LGRhdGEsIHgsYmVzc2VsaihS aWdodFBhcix4KSwgeCxiZXNzZWxqKE9wdFBhcix4KSkNCg0KJSBBdXRob3I6 IE1hdHRoaWFzIEp1ZXNjaGtlICA8bWF0dGhpYXNAcGh5c2lrMy5nd2RnLmRl Pg0KDQppZiAobmFyZ2luPDUpDQogIHdlaWdodD0xOw0KZW5kDQppZiAobmFy Z2luPDQpDQogIHZwYXI9W107DQplbmQNCg0KDQptaW5zdGVwPWVwczsgICAg ICAgICAlIGV4aXRzIGlmIG1lYW4gcGFyYW1ldGVyIGNoYW5nZSBpcyBsZXNz IHRoYW4gdGhpcw0KbWlub3Zlcj0xLXNxcnQoZXBzKTsgJSBleGl0cyBpZiBu ZXcvYmVzdCA8IG1pbm92ZXINCm1heGV2YWw9MTAwMDsgICAgICAgICUgbWF4 IGV2YWx1YXRpb25zIG9mIGZ1biBiZWZvcmUgYWJvcmRpbmcNCmRzdGVwPXNx cnQoZXBzKTsgICAgICUgaW5jcmVtZW50IGZvciBkZXJpdmF0aW9uDQoNCmFs cD0xMDsgICAgICAgICAgICAgICUgc29tZWhvdyByYXRpbyBpbiBiZXR3ZWVu IHN0ZWVwZXN0IGRlc2NlbnQNCiAgICAgICAgICAgICAgICAgICAgICUgYW5k IG1pbiBvZiBwYXJhYm9sb2lkDQppZiAobGVuZ3RoKHZwYXIpKQ0KICBldmFs c3RyPVtmdW4gJyhwYXIsdnBhcik7J10NCmVsc2UNCiAgZXZhbHN0cj1bZnVu ICcocGFyKTsnXQ0KZW5kDQoNCiUlJSBpbml0aWFsaXNhdGlvbg0KdmFsPWV2 YWwoZXZhbHN0cikuKndlaWdodDsNCmRhdGE9ZGF0YS4qd2VpZ2h0Ow0KbmV2 YWw9MTsNCm5ldz0odmFsLWRhdGEpJyoodmFsLWRhdGEpOw0KDQpiZXN0PW5l dysxOw0KDQpPcHRQYXI9cGFyOyAgICAgICAgICAlIGJlc3QgcGFyYW1ldGVy cyBzbyBmYXINCmRwYXI9MiptaW5zdGVwOyAgICAgICUgc2ltcGx5IHRvIGVu dGVyIHRoZSBsb29wDQoNCg0KJSUlIG1haW4gbG9vcA0Kd2hpbGUoICgobWVh bihhYnMoZHBhcikpPm1pbnN0ZXApIHwgKG5ldy9iZXN0PG1pbm92ZXIpKSAm IChuZXZhbDxtYXhldmFsKSApDQoNCiAgaWYgKG5ldzw9YmVzdCkNCiAgICBi ZXN0PW5ldzsNCg0KICAgICUlJSBsaW5lYXJpemUgdGhlIG1vZGVsbCBhdCBw b2l0IHBhcg0KICAgIGRlcmk9emVyb3MoW2xlbmd0aCh2YWwpIGxlbmd0aChw YXIpXSk7DQogICAgZm9yIGo9MTpsZW5ndGgocGFyKQ0KICAgICAgZHBhcj16 ZXJvcyhzaXplKHBhcikpOw0KICAgICAgZHBhcihqKT1kc3RlcDsNCiAgICAg IHBhcj1wYXItZHBhcjsNCiAgICAgIHZhbDE9ZXZhbChldmFsc3RyKTsNCiAg ICAgIHBhcj1wYXIrMipkcGFyOw0KICAgICAgdmFsMj1ldmFsKGV2YWxzdHIp Ow0KICAgICAgcGFyPXBhci1kcGFyOw0KICAgICAgZGVyaSg6LGopPSh2YWwy LXZhbDEpLip3ZWlnaHQvKDIqZHN0ZXApOw0KICAgIGVuZA0KICAgIG5ldmFs PW5ldmFsKzIqbGVuZ3RoKHBhcik7DQoNCiAgICAlJSUgc2F2aW5nIHRoZSBi ZXN0IHBhcmFtZXRlcnMNCiAgICBrb3JyPWRlcmknKmRlcmk7DQogICAga29y cmRpYWc9ZGlhZygxLi9kaWFnKGtvcnIpLl4wLjUpOw0KICAgIGtvcnI9a29y cmRpYWcqa29yciprb3JyZGlhZzsNCiAgICBhbHA9YWxwLzEwOw0KICBlbHNl DQogICAgDQogICAgJSUlIHN0ZXAgd2FzIGJhZCwgcmV0dXJuIGFuIG1ha2Ug c21hbGVyIHN0ZXAgbmV4dCB0aW1lDQogICAgYWxwPWFscCoxMDsNCiAgICBw YXI9cGFyQmFrOw0KICBlbmQNCg0KICAlJSUgY29tcHV0ZSB0aGUgaW52ZXJz ZSBvZiB0aGUgY29ycmVsYXRpb24gdXNpbmcgZGlmZmVyZW50IHdlaWdodA0K ICAlJSUgb2YgdGhlIGRpYWdvbmFsZQ0KICBpbnZlcnNlPWtvcnJkaWFnKmlu dihrb3JyK2FscCpkaWFnKGRpYWcoa29ycikpKSprb3JyZGlhZzsNCiAgZHBh cj1pbnZlcnNlKnJlYWwoZGVyaScqKHZhbC1kYXRhKSk7DQogIHBhckJhaz1w YXI7DQogIHBhcj1wYXItZHBhcjsNCiAgdmFsPWV2YWwoZXZhbHN0cikuKndl aWdodDsNCiAgbmV2YWw9bmV2YWwrMTsNCiAgbmV3PSh2YWwtZGF0YSknKih2 YWwtZGF0YSk7DQplbmQNCg0KZXhpdHN0YXR1cz0oKG1lYW4oYWJzKGRwYXIp KT5taW5zdGVwKSB8IChuZXcvYmVzdDxtaW5vdmVyKSk7DQoNCg== ---559023410-851401618-1006453788=:18929--