Experiments with solving Least Squares Problems

This repo is a space for me to experiment with least squares problems. It started with an initial implementation of the Levenberg-Marquardt algorithm as described in "Methods for Non-Linear Least Squares Problems" by K. Madsen/H. B. Nielsen/O. Tingleff (2004).

Note: If you're searching for a serious NLS sovler, then check out the excellent Ceres Solver.

Dependencies

• fmt
• spdlog
• Ceres Solver (optional, for comparison tests)

brew install spdlog fmt ceres-solver

How to build

cd nls
cmake -DCMAKE_BUILD_TYPE=Release" -B build .
cmake --build build -j

Run

./build/nls_test
./build/ceres_test
./build/robust_nls