A Levenberg–Marquardt iterative solver for least‐squares problems
- 19 April 2005
- journal article
- research article
- Published by Wiley in Communications in Numerical Methods in Engineering
- Vol. 21 (6) , 327-335
- https://doi.org/10.1002/cnm.757
Abstract
This paper presents a new iterative solver for least‐squares problems, which is developed based on the Levenberg–Marquardt and trust region methods. The proposed iterative solver substantially reduces computing time compared with the conventional Levenberg–Marquardt scheme, and can be efficiently applied to large‐scale problems. Three numerical examples are used to demonstrate the effectiveness of the proposed solver. Copyright © 2005 John Wiley & Sons, Ltd.Keywords
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