ALGLIB Levenberg-Marquardt algorithm for multivariate optimization

[IneedaSmoke]

Levenberg-Marquardt algorithm for multivariate optimization - ALGLIB

Anyone use this? I'm trying to convert to vb.net.

I don't understand this though:

/*
This members must be defined by you:
static void funcvecjac(ref double[] x,
ref double[] fvec,
ref double[,] fjac,
ref int iflag)
*/

Anyone have any experience with this code? Or can suggest another site with LM algorithm. I'de be interested in books too if anyone has suggestions.

TIA

 

[Dovile]

Hello, did you find answer in your topic?

 

[IneedaSmoke]

Yes, I used:

Linear regression