Nonlinear parameter fitting in Futhark
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README.md

Nonlinear least-squares fitting in Futhark Build Status

This repository contains a Futhark package for doing nonlinear least-squares fitting using the Levenberg-Marquardt algorithm. Its ancestry is somewhat convoluted: the code is partially based on a LexiFi-provided OCaml translation of MPFIT, which is itself a C translation of the FORTRAN program lmdif.f from MINPACK. This package is named in honour of that original FORTRAN program.

The porting to Futhark was done as part of a larger project while Troels Henriksen was visiting SimCorp.

Installation

$ futhark pkg add github.com/diku-dk/lmdif
$ futhark pkg sync

Usage

Usage is slightly involved. See this test program for an example. You will need to write your own distance functions. The package github.com/athas/distance might be useful.