PDL::Fit::Levmar 0.0085

PDL::Fit::Levmar is a Perl module with Levenberg-Marquardt fit/optimization routines.

Levenberg-Marquardt routines for least-squares fit to functions non-linear in fit parameters.

This module provides a PDL ( PDL::PDL ) interface to the non-linear fitting library levmar (written in C). Levmar is thread aware, provides support for analytic or finite difference derivatives (in case no analytic derivatives are supplied), linear or box constraints (with parameter fixing as a special case) and pure single or double precision computation. The routines are re-entrant, so they can be used in multi-threaded applications (not tested!). Levmar is suited both for data fitting and for optimization problems.

Fit functions can be written in perl code that takes pdls as arguments, or, for efficiency, in in a simple function description language (lpp), which is rapidly and transparently translated to C, compiled, and dynamically linked. Fit functions may also be written in pure C. If C or lpp fit functions are used, the entire fitting procedure is done in pure compiled C. The compilation and linking is done only the first time the function is defined.

There is a document distributed with this module ./doc/levmar.pdf by the author of liblevmar describing the fit algorithms. Additional information on liblevmar is available at http://www.ics.forth.gr/~lourakis/levmar/

Dont confuse this module with, but see also, PDL::Fit::LM.

SYNOPSIS

use PDL::Fit::Levmar;
$result_hash = levmar($params,$x,$t, FUNC =>
function somename
x = p0 * exp(-t*t * p1););
print levmar_report($result_hash);