C# implementation of Levenberg–Marquardt algorithm

Question

I am looking for a C# implementation of the Levenberg–Marquardt algorithm for non-linear least squares fit.

score 7 · Accepted Answer · edited Apr 01 '14 at 17:53

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Levenberg-Marquardt.NET by Krzysztof Kniaz has worked very well for me.

edited Apr 01 '14 at 17:53

demongolem

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answered Feb 02 '12 at 01:42

Craig W

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Thanks! I had a look at it a while ago, I couldnt get it to work when I had several input and output parameters for each data point. – HaMo Feb 03 '12 at 12:08
Thanks! I had a look at it a while ago, I couldnt get it to work when I had several input and output parameters for each data point. Basically I have 3-D input coordinates and 3-D output coordinates, and 3-D reference coordinates for each data point. The 12 parameter function is supposed to make the output equal to the reference value for each point. Thus I calculate the norm of the error (reference value - output value) for each data point in the set as the function I want to minimize. I wasnt able to rewrite the code so that it achieved this. – HaMo Feb 03 '12 at 12:14
Instead I use a robust c++ program and a c++ to c# wrapper function. – HaMo Feb 03 '12 at 12:15
Sorry that library did not work for you but good to hear you found a way to do it. Do you mind sharing which C++ library you used? Have you considered trying to port it to C#? Not worth the effort or are you concerned about speed? – Craig W Feb 03 '12 at 17:35
http://joachimwuttke.de/lmfit/index.html the library is in c. the quick and dirty solution i did was to compile the source code as a c++ project, and create a dll that could be executed from c#, using DllExport() / DllImport() – HaMo Feb 07 '12 at 08:52
I moved the lmfit repository to http://apps.jcns.fz-juelich.de/lmfit. – Joachim W Dec 02 '15 at 17:27
http://apps.jcns.fz-juelich.de/src/lmfit/lmfit-6.1.tgz – Pitka Dec 08 '16 at 08:32

Setyo N · Answer 2 · 2018-01-04T06:13:31.613

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You might want to try csmpfit. It is open source.

Update:

The project has been moved to GitHub at https://github.com/cureos/csmpfit.

edited Jan 04 '18 at 06:13

answered May 02 '13 at 06:35

Setyo N

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This one is really easy and works flawlessly – Santi Peñate-Vera Mar 28 '16 at 15:21

score 2 · Answer 3 · answered Oct 08 '13 at 18:58

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Here is an explanation article plus C# code:

http://www.imagingshop.com/articles/least-squares

It uses Math.NET Numerics for linear algebra to simplify the Levenberg-Marquardt algorithm.

answered Oct 08 '13 at 18:58

Libor

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C# implementation of Levenberg–Marquardt algorithm

3 Answers3