The Levenberg-Marquardt method

There is another version for nonlinear equations (n=m)
in the chapter on nonlinear equations and systems !

Please specify an identification text for your run here :
ident=

Specify the number of parameters :
n = Important: 1 <= n <=10

Please specify the number m of data points:
m = Important: 1 <= m <=100 und n <= m

Please type the data points in the textarea below, as shown
Important : at least n pairwise different t(i) !

Shift parameter for t(i), can be an expression depending on
the variables known in the function computation code, see below:

e.g.: tti = t(i) - x(1). You must specify 0.d0 for the case tti=t(i)
tti = t(i) -

Please write a piece of code for the computation of f(tti,x) in the following field.
The coefficients appear as x(1) ... x(n) and the ''free'' variable is tti, the shifted t(i):
The input parameters are n, x, tti and the result must be named as yt! You may use here predefined real variables x1h,x2h,x3h,x4h,x5h,x6h,x7h,x8h,x9h,y(100), the integers i,j,k and logical variables bool1,bool2,bool3. All these variables are initialized with 0 resp. .false. There are also available the constants pi, sqrt2(=sqrt(2.d0)),e1(=exp(1.0d0)). No restrictions of JAKEF here, since we use a numerical Jacobian!

Please specify the initial value for x here: x = (x(1),...,x(n))T
xstart =

Choose the termination criteria:
Default values
My own choice:

termination parameter for change in x in [10-12,10-2]:
xtol =

termination parameter for the scaled gradient in [10-12,10-2]:
gtol =

termination parameter for change in ||F|| in [10-16,10-3]:
ftol =

the maximum number of function evaluations should be in [10*(n+1),100000]
maxfev =

Warning!!! - This may take some time.

Click on "evaluate", in order to submit your input.

Back to the theory page

 Back to the top!

11.09.2016