No abstract

No abstract

No abstract

No abstract

A method for solving problems of the form min JtEH »EJl 1 /i 2 (x) is presented. The approach of Levenberg and Marquardt is used, except that the linear least squares subproblem arising at each iteration is not solved exactly, but only to within a certain tolerance. The method is most suited to problems in which the Jacobian matrix is sparse. Use is made of the iterative algorithm LSQR of Paige and Saunders for sparse linear least squares.A global convergence result can be proven, and under certain conditions it can be shown that the method converges quadratically when the sum of squares at the optimal point is zero.Numerical test results for problems of varying residual size are given.