yxiong/NLLSBox
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NLLSBox --- A matlab toolbox for nonlinear least squares problem.
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Author: Ying Xiong.
Created: Jan 20, 2014.
Release: Feb 05, 2014(v0.2.1).
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Quick start.
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>> 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.
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Notation and convention.
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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.
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Features.
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* 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.