Fit Methods
Levenberg-Marquardt Method
The Levenberg-Marquardt method 1 2 with constrained minimization technique is implemented. The least squares problem is written as:
The first term is the normal least squares expression of input data
Linear SVD Method
In addition, the SVD method 3 is used to fit the linear equations,
where
This method is especially useful when matrix A is singular or very close to singular.
References
Footnotes
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Levenberg, Kenneth (1944). "A Method for the Solution of Certain Non-Linear Problems in Least Squares". Quarterly of Applied Mathematics. 2 (2): 164–168. doi:10.1090/qam/10666. ↩
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Marquardt, Donald (1963). "An Algorithm for Least-Squares Estimation of Nonlinear Parameters". SIAM Journal on Applied Mathematics. 11 (2): 431–441. doi:10.1137/0111030. hdl:10338.dmlcz/104299. ↩
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Press, W. H.; Teukolsky, S. A.; Vetterling, W. T.; Flannery, B. P. Numerical recipes 3rd edition: The art of scientific computing; Cambridge University Press, 2007. ↩