lmfit

lmfit: a self-contained C library for Levenberg-Marquardt least-squares minimization and curve fitting. The core algorithm of lmfit has been invented by K Levenberg (1944) and D W Marquardt (1963). The seminal FORTRAN implementation of MINPACK is due to J M Moré, B S Garbow, and K E Hillstrom (1980). An automatic translation into C was first published by S Moshier. The present library lmfit started from a similar automatic translation. With time, every single line was hand edited to convert the code into genuine, readable C. The API was modified; examples, man pages, and build scripts were added. Corrections and refinements were contributed by users (see CHANGELOG). Mathematics: For a gentle introduction to the Levenberg-Marquardt algorithm, see e.g. K Madsen, H B Nielsen, O Tingleff (2004): Methods for non-linear least squares problems.

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