sparseLM: Interface to the 'sparseLM' Levenberg-Marquardt Library
Provides an R interface to the 'sparseLM' C library for
large-scale nonlinear least squares problems with arbitrarily sparse
Jacobians. The underlying solver implements a sparse variant of the
Levenberg-Marquardt algorithm for minimizing sum-of-squares objective
functions, supports user-supplied analytic Jacobians or finite-difference
approximation, and is designed to exploit sparsity for improved memory use
and performance. This package exposes the solver in R and uses sparse
matrix classes and the 'CHOLMOD' sparse Cholesky factorization routines
through the 'Matrix' package interface. Methods from the C library are
described in Lourakis (2010) <doi:10.1007/978-3-642-15552-9_4>.
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