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<!DOCTYPE html>
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<title>Interface to the sparseLM Levenberg-Marquardt Library • sparseLM</title>
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<meta name="description" content="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>.">
<meta property="og:description" content="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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<div class="page-header"><h1 id="sparselm-r-package">sparseLM R Package<a class="anchor" aria-label="anchor" href="#sparselm-r-package"></a>
</h1></div>
<p><a href="https://CRAN.R-project.org/package=sparseLM" class="external-link"><img src="https://www.r-pkg.org/badges/version/sparseLM" alt="CRAN version"></a> <a href="https://smith-group.r-universe.dev/sparseLM" class="external-link"><img src="https://smith-group.r-universe.dev/badges/sparseLM" alt="R-universe version"></a> <a href="https://smith-group.r-universe.dev/sparseLM#checktable" class="external-link"><img src="https://smith-group.r-universe.dev/sparseLM/badges/checks" alt="R-universe checks"></a></p>
<p><code>sparseLM</code> provides an R interface to the <code>sparseLM</code> library for solving nonlinear least squares problems with sparse Jacobians. The package wraps the underlying C solver and uses CHOLMOD through the <code>Matrix</code> package interface, exposing the results through an R-friendly fitting interface.</p>
<p>The underlying <code>sparseLM</code> algorithms and C library were created by Manolis Lourakis. The R package interface was created by Colin Smith.</p>
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<h2 id="documentation">Documentation<a class="anchor" aria-label="anchor" href="#documentation"></a>
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<p>Package documentation is available at:</p>
<p><a href="https://smith-group.github.io/sparseLM/" class="uri">https://smith-group.github.io/sparseLM/</a></p>
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<h2 id="upstream-project">Upstream project<a class="anchor" aria-label="anchor" href="#upstream-project"></a>
</h2>
<p>The original <code>sparseLM</code> project page is:</p>
<p><a href="https://users.ics.forth.gr/~lourakis/sparseLM/" class="external-link uri">https://users.ics.forth.gr/~lourakis/sparseLM/</a></p>
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<h2 id="package-scope">Package scope<a class="anchor" aria-label="anchor" href="#package-scope"></a>
</h2>
<p>This package is focused on bringing <code>sparseLM</code> into R with:</p>
<ul>
<li>a wrapper for sparse Levenberg-Marquardt fitting</li>
<li>support for user-supplied sparse Jacobians via <code>Matrix</code> classes</li>
</ul>
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<h2 id="citation">Citation<a class="anchor" aria-label="anchor" href="#citation"></a>
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<p>If you use <code>sparseLM</code>, please cite the original sparseLM publication:</p>
<p>Lourakis, M. I. A. (2010). Sparse Non-linear Least Squares Optimization for Geometric Vision. In <em>Computer Vision - ECCV 2010</em>, Lecture Notes in Computer Science 6312, 43-56. Springer. <a href="https://doi.org/10.1007/978-3-642-15552-9_4" class="external-link uri">https://doi.org/10.1007/978-3-642-15552-9_4</a></p>
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<h2 data-toc-skip>Links</h2>
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<li><a href="https://cloud.r-project.org/package=sparseLM" class="external-link">View on CRAN</a></li>
<li><a href="https://github.com/smith-group/sparseLM/" class="external-link">Browse source code</a></li>
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<li><a href="authors.html#citation">Citing sparseLM</a></li>
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<h2 data-toc-skip>Developers</h2>
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<a href="http://smithlab.wesleyan.edu" class="external-link">Colin Smith</a> <br><small class="roles"> Author, maintainer </small> <a href="https://orcid.org/0000-0002-4651-167X" target="orcid.widget" aria-label="ORCID" class="external-link"><span class="fab fa-orcid orcid" aria-hidden="true"></span></a> </li>
<li>
<a href="https://www.ics.forth.gr/person/Lourakis/Manolis" class="external-link">Manolis Lourakis</a> <br><small class="roles"> Author </small> <a href="https://orcid.org/0000-0003-4596-5773" target="orcid.widget" aria-label="ORCID" class="external-link"><span class="fab fa-orcid orcid" aria-hidden="true"></span></a> </li>
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<p>Developed by <a href="http://smithlab.wesleyan.edu" class="external-link">Colin Smith</a>, <a href="https://www.ics.forth.gr/person/Lourakis/Manolis" class="external-link">Manolis Lourakis</a>.</p>
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