注册 登录  
 加关注
   显示下一条  |  关闭
温馨提示!由于新浪微博认证机制调整,您的新浪微博帐号绑定已过期,请重新绑定!立即重新绑定新浪微博》  |  关闭

和申的个人主页

专注于java开发,1985wanggang

 
 
 

日志

 
 

LM算法 (the Levenberg-Marquardt Algorithm)  

2013-01-28 15:47:29|  分类: 算法 |  标签: |举报 |字号 订阅

  下载LOFTER 我的照片书  |

Abstract

The Levenberg-Marquardt (LM) algorithm is an iterative technique that

locates the minimum of a function that is expressed as the sum of squares

of nonlinear functions. It has become a standard technique for nonlinear

least-squares problems and can be thought of as a combination of steepest

descent and the Gauss-Newton method. This document briefly describes the

mathematics behind levmar, a free LM C/C++ implementation that can be

found at http://www.ics.forth.gr/?lourakis/levmar.

Introduction

The Levenberg-Marquardt (LM) algorithm is an iterative technique that locates

the minimum of a multivariate function that is expressed as the sum of squares

of non-linear real-valued functions [4, 6]. It has become a standard technique

for non-linear least-squares problems [7], widely adopted in a broad spectrum of

disciplines. LM can be thought of as a combination of steepest descent and the

Gauss-Newton method. When the current solution is far from the correct one,

the algorithm behaves like a steepest descent method: slow, but guaranteed to converge. When the current solution is close to the correct solution, it becomes a

Gauss-Newton method. Next, a short description of the LM algorithm based on

the material in [5] is supplied. Note, however, that a detailed analysis of the LM

algorithm is beyond the scope of this report and the interested reader is referred to

[5, 8, 9, 2, 10] for more comprehensive treatments.

LM算法 (the Levenberg-Marquardt Algorithm) - 和申 - 和申的个人主页
 
LM算法 (the Levenberg-Marquardt Algorithm) - 和申 - 和申的个人主页
 
LM算法 (the Levenberg-Marquardt Algorithm) - 和申 - 和申的个人主页
 

  评论这张
 
阅读(1978)| 评论(0)
推荐 转载

历史上的今天

在LOFTER的更多文章

评论

<#--最新日志,群博日志--> <#--推荐日志--> <#--引用记录--> <#--博主推荐--> <#--随机阅读--> <#--首页推荐--> <#--历史上的今天--> <#--被推荐日志--> <#--上一篇,下一篇--> <#-- 热度 --> <#-- 网易新闻广告 --> <#--右边模块结构--> <#--评论模块结构--> <#--引用模块结构--> <#--博主发起的投票-->
 
 
 
 
 
 
 
 
 
 
 
 
 
 

页脚

网易公司版权所有 ©1997-2016