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jmdvinodjmd / levmarq.c
Created December 31, 2015 14:23 — forked from rbabich/ levmarq - Levenberg-Marquardt in plain C
A simple implementation of the Levenberg-Marquardt algorithm in plain C
/*
* levmarq.c
*
* This file contains an implementation of the Levenberg-Marquardt algorithm
* for solving least-squares problems, together with some supporting routines
* for Cholesky decomposition and inversion. No attempt has been made at
* optimization. In particular, memory use in the matrix routines could be
* cut in half with a little effort (and some loss of clarity).
*
* It is assumed that the compiler supports variable-length arrays as