libdogleg2

Description

Solves unconstrained nonlinear least squares problems using Powell's dog-leg method. The user specifies a callback C function that returns the value and gradients of the model function at a particular operating point. This library takes a series of dog-leg steps to find a local minimum of the residual surface.

This library works with sparse matrices, which makes it suitable for efficiently solving very large problems.

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Homepage

https://github.com/dkogan/libdogleg

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