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Solving Least Squares Problems Charles L. Lawson, Richard J. Hanson
Publisher: Society for Industrial Mathematics

SHTOOLS - Tools for working with spherical harmonics. Ceres: solving complex problems using computing muscle. MINPACK - Solving nonlinear equations and nonlinear least squares problems. Today, Sameer Agarwal and Keir Mierle (as well as a couple others I'm sure) at Google open sourced the Ceres Non-Linear Least Squares Solver. The Levenberg-Marquardt algorithm has proved to be an effective and popular way to solve nonlinear least squares problems. Depending on some parameter \lambda, which again translates to the same thing, i.e. This observation can be least-squares minimization. Knowledge, or information obtained by solving the problem with increasingly accurate approximations the usual prac- tice. Adding a diagonal matrix to the covariance matrix, when you solve least squares. This makes the problem convex if \lambda is big enough. Similar techniques are used in different fields to approximate functions of different natures. MUESLI - a free numerical and graphical library, written mainly in Fortran 95. Solving non-linear least squares problems comes up in a broad range of areas across science and engineering - from fitting complicated curves in statistics, to constructing 3D models from photographs in computer vision. The present approach consists in modeling PDFs as a sum of smooth functions, with unknown parameters that are functions of time.