Low level bindings to the C levmar (Levenberg-Marquardt) library.
See the levmar package for a high-level wrapper around this package.
The Levenberg-Marquardt algorithm is an iterative technique that finds a local minimum of a function that is expressed as the sum of squares of nonlinear functions. It has become a standard technique for nonlinear least-squares problems and can be thought of as a combination of steepest descent and the Gauss-Newton method. When the current solution is far from the correct one, the algorithm behaves like a steepest descent method: slow, but guaranteed to converge. When the current solution is close to the correct solution, it becomes a Gauss-Newton method.
Both unconstrained and constrained (under linear equations and box constraints) Levenberg-Marquardt variants are included. All functions have Double and Float variants.
Note that the included C library is lightly patched to make it pure. This way the functions can be used inside unsafePerformIO.
A note regarding the license:
All files EXCEPT those in the levmar-2.4 directory fall under the BSD3 license. The levmar C library, which is bundled with this binding, falls under the GPL. If you build a program which is linked with this binding then it is also linked with levmar. This means such a program can only by distributed under the terms of the GPL.