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sparseLM

Interface to the 'sparseLM' Levenberg-Marquardt Library

v0.5 · Mar 30, 2026 · GPL-2

Description

Provides an R interface to the 'sparseLM' C library for large-scale nonlinear least squares problems with arbitrarily sparse Jacobians. The underlying solver implements a sparse variant of the Levenberg-Marquardt algorithm for minimizing sum-of-squares objective functions, supports user-supplied analytic Jacobians or finite-difference approximation, and is designed to exploit sparsity for improved memory use and performance. This package exposes the solver in R and uses sparse matrix classes and the 'CHOLMOD' sparse Cholesky factorization routines through the 'Matrix' package interface. Methods from the C library are described in Lourakis (2010) <doi:10.1007/978-3-642-15552-9_4>.

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OK 7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 31, 2026

Dependency Network

Dependencies Reverse dependencies Matrix sparseLM

Version History

1 tracked
new 0.5 Mar 30, 2026