Reference

A modified Marquardt subroutine for nonlinear least squares, R Fletcher. (1971)

Abstract

A FORTRAN subroutine is described for minimizing a sum of squares of functions of many variables. Such problems arise in non-linear data fitting, and in the solution of non-linear algebraic equations. The subroutine is based on an algorithn due to Marquardt, but with modifications which improve the performance of the method in certain circumstances, yet which require negligible extra computer time and storage.