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A matlab toolbox for nonlinear least squares problem.
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yxiong/NLLSBox
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================================================================ NLLSBox --- A matlab toolbox for nonlinear least squares problem. ================================================================ Author: Ying Xiong. Created: Jan 20, 2014. Release: Feb 05, 2014(v0.2.1). ================================================================ Quick start. ================================================================ >> addpath('Utils'); >> NLLSBoxTest; >> demoNLLSBox; The main function of the package is 'NonlinearLeastSquares.m', which has a similar interface as Matlab's 'lsqnonlin' function (unless otherwise stated). See "help NonlinearLeastSquares" for more details. ================================================================ Notation and convention. ================================================================ The cost function we will minimize is F(x) = \sum_{i=1}^M f_i(x)^2 where 'x' is a vector of dimension N, 'f' is a vector function of dimension M, and 'F' is a scalar. We also define 'J' as the Jacobian matrix of function 'f', which is a matrix of dimension MxN. All vectors are column vectors unless otherwise stated. ================================================================ Features. ================================================================ * Same interface but better than 'lsqnonlin'. * Levenberg-Marquardt algorithm. * Support bounded constraints. * Support using finite difference to compute Jacobian matrix. See 'NonlinearLeastSquares.pdf' for a more detailed documentation.
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A matlab toolbox for nonlinear least squares problem.
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