手写系列之手写LM(Levenberg–Marquardt)算法(基于eigen)

### Levenberg-Marquardt Algorithm Implementation and Usage in MATLAB In MATLAB, the Levenberg-Marquardt algorithm is primarily used within optimization functions such as `lsqnonlin` or `trainlm` for neural networks. This algorithm combines elements of both gradient descent and Gauss-Newton methods to solve nonlinear least-squares problems efficiently. For general optimization tasks using the Levenberg-Marquardt approach: ```matlab % Define a sample objective function that returns residuals. fun = @(x) [2*x(1)^2 + x(2)^2 - 8; % Example residual equations x(1) + 3*x(2) - 7]; % Initial guess for parameters being optimized over. x0 = [0; 0]; % Set options specifying use of Levenberg-Marquardt method via 'levenberg-marquardt'. options = optimoptions('lsqnonlin', 'Algorithm', 'levenberg-marquardt'); % Perform fitting process. [x, resnorm] = lsqnonlin(fun, x0, [], [], options); disp(['Optimized Parameters:', num2str(x')]); ``` When training neural networks specifically with this technique: ```matlab net = feedforwardnet([10]); % Create network object with one hidden layer containing ten neurons. net.trainFcn = 'trainlm'; % Specify Levenberg-Marquardt backpropagation trainer. view(net); % Visualize architecture before proceeding further. ``` The above code snippets demonstrate how easily users may incorporate the powerful capabilities offered by the Levenberg-Marquardt optimizer into their projects without needing explicit knowledge about its internal workings[^1].