Mathe matical derivation for Levenberg–Marquardt algorithm

In Mat lab, I found that there is no code generator for fsolve, actually for my problem Levenberg–Marquardt algorithm is used.

I want to know the mathe matical approch for this Levenberg–Marquardt algorithm for solving nonlinear trigonometric equations.

so can any one send me the approch how to solve the nonlinear trigonometric equations by using Levenberg–Marquardt algorithm

Answer 1

[Walter Roberson]

LM is not an equation solver. LM is a minimizer.

You can use it to minimize sum of squares of residues (so sum of squares of you equations in the situation where you are trying to find zeroes.) But if you are going to do that just for the sake of code generation, then you might as well just use fminsearch on the sum of squares of your equations instead.

LM gets stuck in local minima; fminsearch does as well, but fminsearch tends to get stuck less often than LM would.

[gopi raju rachakonda]

can I get any example problem with mat lab code, using LM algorithm

[Walter Roberson]

File Exchange has implementation .

[John D'Errico]

I would point out that Levenberg-Marquardt is nicely derived on the wiki page:

https://en.wikipedia.org/wiki/Levenberg–Marquardt_algorithm