Metadata-Version: 2.1
Name: levmarq_torch
Version: 0.0.1
Summary: Basic PyTorch implementation of the Levenberg-Marquardt algorithm
Author-email: Adam Coogan <dr.adam.coogan@gmail.com>
License: MIT License
        
        Copyright (c) [2023] [Adam Coogan]
        
        Permission is hereby granted, free of charge, to any person obtaining a copy
        of this software and associated documentation files (the "Software"), to deal
        in the Software without restriction, including without limitation the rights
        to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
        copies of the Software, and to permit persons to whom the Software is
        furnished to do so, subject to the following conditions:
        
        The above copyright notice and this permission notice shall be included in all
        copies or substantial portions of the Software.
        
        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
        FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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Project-URL: homepage, https://github.com/adam-coogan/levmarq-torch
Project-URL: repository, https://github.com/adam-coogan/levmarq-torch
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.7
Description-Content-Type: text/markdown
License-File: LICENSE

# levmarq-torch

A basic PyTorch implementation of the Levenberg-Marquardt algorithm. This solves minimization problems of the form

$$\mathbf{x}^* = \mathrm{argmin}_{\mathbf{x}} |\mathbf{y} - \mathbf{\hat{y}}(\mathbf{x})|^2 \, .$$

The implementation is batched over the parameters $\mathbf{x}$ and datapoints $\mathbf{y}$.

Based on implementation 1 from [Gavin 2022](https://people.duke.edu/~hpgavin/ExperimentalSystems/lm.pdf)
and some help from [Connor Stone](https://github.com/ConnorStoneAstro/).

## Installation

Running
```
git clone git@github.com:adam-coogan/levmarq-torch.git
cd levmarq-torch
pip install .
```
will install the `levmarq_torch` package.
