Friday, April 3, 2009

LMA on Python

Python, actually Scipy, provides the Levenberg-Marquardt algortihm for solving least-square problem. It's called leastq in scipy.optimize package. There are a lot's optimization algorithms.
http://docs.scipy.org/doc/scipy/reference/optimize.html

Basically, It was coded by fortran. http://www.netlib.org/minpack/
You can download the test code for fortran version form http://www1.fpl.fs.fed.us/minpack.ls.test.html

You can use it directly by calling "scipy.optimize.leastsq" after including "from scipy.optimize import leastsq"

These are good simple examples.


Reminder:
Be careful the arrary usage of input data x and y.

3 comments:

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