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License: GNU General Public License v2.0
GitHub mirror of the levmar project
License: GNU General Public License v2.0
************************************************************** LEVMAR version 2.6 By Manolis Lourakis Institute of Computer Science Foundation for Research and Technology - Hellas Heraklion, Crete, Greece ************************************************************** GENERAL This is levmar, a copylefted C/C++ implementation of the Levenberg-Marquardt non-linear least squares algorithm. levmar includes double and single precision LM versions, both with analytic and finite difference approximated Jacobians. levmar also has some support for constrained non-linear least squares, allowing linear equation, box and linear inequality constraints. The following options regarding the solution of the underlying augmented normal equations are offered: 1) Assuming that you have LAPACK (or an equivalent vendor library such as ESSL, MKL, NAG, ...) installed, you can use the included LAPACK-based solvers (default). 2) If you don't have LAPACK or decide not to use it, undefine HAVE_LAPACK in levmar.h and a LAPACK-free, LU-based linear systems solver will by used. Also, the line setting the variable LAPACKLIBS in the Makefile should be commented out. It is strongly recommended that you *do* employ LAPACK; if you don't have it already, I suggest getting clapack from http://www.netlib.org/clapack. However, LAPACK's use is not mandatory and the 2nd option makes levmar totally self-contained. See lmdemo.c for examples of use and http://www.ics.forth.gr/~lourakis/levmar for general comments. An example of using levmar for data fitting is in expfit.c The mathematical theory behind levmar is described in the lecture notes entitled "Methods for Non-Linear Least Squares Problems", by K. Madsen, H.B. Nielsen and O. Tingleff, Technical University of Denmark (http://www.imm.dtu.dk/courses/02611/nllsq.pdf). LICENSE levmar is released under the GNU Public License (GPL), which can be found in the included LICENSE file. Note that under the terms of GPL, commercial use is allowed only if a software employing levmar is also published in source under the GPL. However, if you are interested in using levmar in a proprietary commercial application, a commercial license for levmar can be obtained by contacting the author using the email address at the end of this file. COMPILATION - The preferred way to build levmar is through the CMake cross-platform build system. The included CMakeLists.txt file can be used to generate makefiles for Unix systems or project files for Windows systems. CMakeLists.txt defines some configuration variables that control certain aspects of levmar and can be modified from CMake's user interface. The values of these variables are automatically propagated to levmar.h after CMake runs. More information on how to use CMake can be found at http://www.cmake.org - levmar can also be built using the supplied makefiles. Platform-specific instructions are given below. Before compiling, you might consider setting a few configuration options found at the top of levmar.h. See the accompanying comments for more details. -- On a Linux/Unix system, typing "make" will build both levmar and the demo program using gcc. Alternatively, if Intel's C++ compiler is installed, it can be used by typing "make -f Makefile.icc". -- Under Windows and if Visual C is installed & configured for command line use, type "nmake /f Makefile.vc" in a cmd window to build levmar and the demo program. In case of trouble, read the comments on top of Makefile.vc MATLAB INTERFACE Since version 2.2, the levmar distribution includes a matlab mex interface. See the 'matlab' subdirectory for more information and examples of use. Notice that *_core.c files are not to be compiled directly; For example, Axb_core.c is included by Axb.c, to provide single and double precision routine versions. Send your comments/bug reports to lourakis (at) ics (dot) forth (dot) gr
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