Interface to the 'sparseLM' Levenberg-Marquardt Library.
sparseLM R Package
sparseLM provides an R interface to the sparseLM library for solving nonlinear least squares problems with sparse Jacobians. The package wraps the underlying C solver and uses CHOLMOD through the Matrix package interface, exposing the results through an R-friendly fitting interface.
The underlying sparseLM algorithms and C library were created by Manolis Lourakis. The R package interface was created by Colin Smith.
Documentation
Package documentation is available at:
https://smith-group.github.io/sparseLM/
Upstream project
The original sparseLM project page is:
https://users.ics.forth.gr/~lourakis/sparseLM/
Package scope
This package is focused on bringing sparseLM into R with:
- a wrapper for sparse Levenberg-Marquardt fitting
- support for user-supplied sparse Jacobians via
Matrixclasses
Citation
If you use sparseLM, please cite the original sparseLM publication:
Lourakis, M. I. A. (2010). Sparse Non-linear Least Squares Optimization for Geometric Vision. In Computer Vision - ECCV 2010, Lecture Notes in Computer Science 6312, 43-56. Springer. https://doi.org/10.1007/978-3-642-15552-9_4