A Levenberg–Marquardt iterative solver for least‐squares problems
H.W. Ho, S.C. Wong · Communications in Numerical Methods in Engineering · 2005
Abstract This paper presents a new iterative solver for least‐squares problems, which is developed based on the Levenberg–Marquardt and trust region methods. The proposed iterative solver substantially reduces computing time compared with the conventional Levenberg–Marquardt scheme, and can be efficiently applied to large‐scale problems. Three numerical examples are used to demonstrate the effectiveness of the proposed solver. Copyright © 2005 John Wiley & Sons, Ltd.