This paper introduces a novel and matrix-free implementation of the widely used Levenberg-Marquardt algorithm, in the language of Geometric Algebra. The resulting algorithm is shown to be compact, geometrically intuitive, numerically stable and well suited for efficient GPU implementation. An implementation of the algorithm and the examples in this paper are publicly available.
CITATION STYLE
De Keninck, S., & Dorst, L. (2019). Geometric Algebra Levenberg-Marquardt. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 11542 LNCS, pp. 511–522). Springer Verlag. https://doi.org/10.1007/978-3-030-22514-8_51
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