I am Charmie

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Levenberg Marquardt algorithm in C++

For start-up projects, I need a non-linear optimization C++ library, especially Levenberg Marquardt algorithm. I found two candidates: levmar and Eigen::LevenbergMarquardt.

In terms of examples, levmar provides good examples homest while Eigen::LevenbergMarquardt does poor one in their package /eigen/unsupported/test/NonLinearOptimization.cpp.

I tried both of them. First impression is levmar is better. Once I understand the structure of the Eigen::LevenbergMarquardt, I'm feeling Eigen::LevenbergMarquardt is more easy to customize.