Provides abstractions to run Levenberg-Marquardt optimization
To add it, install cargo-edit (cargo install cargo-edit) and run cargo add levenberg-marquardt.
Usage (see the docs for more detailed information):
rust
levenberg_marquardt::optimize(
// The max number of iterations before terminating
50,
// The max number of times it can fail to find a better solution in a row before terminating.
10,
// A lambda parameter of `0.0` is Gauss-Newton and a high lambda is gradient descent.
50.0,
// If lambda * lambda_converge performs better than the current lambda, that solution is used.
0.8,
// If lambda and lambda * lambda_converge fail to find a better solution, lambda is multiplied by this.
2.0,
// If the average of residuals squared falls below this value, the algorithm terminates.
0.0,
// The initial model.
initial_model,
|v| // Normalize your model here if it can become degenerate (rotations, normal vectors).,
|v| // Compute your residuals here. Multiply these by a constant to scale the speed of convergence.,
|v| // Compute the Jacobian for each column of the residual matrix here.,
)