README.md

geodesiclm

Geodesic Levenberg-Marquardt is a variant of Levenberg-Marquardt that adds third order corrections to the proposed step from the directional second derivative (either by a finite difference estimate or an analytic evaluation).

This is a fork of the geodesicLM repository hosted on SourceForge. See the following papers by the original authors:

• Transtrum M.K., Machta B.B., and Sethna J.P, Why are nonlinear fits to data so challenging? Phys. Rev. Lett. 104, 060201 (2010)
• Transtrum M.K., Machta B.B., and Sethna J.P., The geometry of nonlinear least squares with applications to sloppy model and optimization. Phys. Rev. E. 80, 036701 (2011)