This repo is a space for me to experiment with least squares problems. It started with an initial implementation of the Levenberg-Marquardt algorithm as described in "Methods for Non-Linear Least Squares Problems" by K. Madsen/H. B. Nielsen/O. Tingleff (2004).
Note: If you're searching for a serious NLS sovler, then check out the excellent Ceres Solver.
- fmt
- spdlog
- Ceres Solver (optional, for comparison tests)
brew install spdlog fmt ceres-solver
cd nls
cmake -DCMAKE_BUILD_TYPE=Release" -B build .
cmake --build build -j
./build/nls_test
./build/ceres_test
./build/robust_nls