You may also be interested in this, a purely J implementation of the
Levenberg-Marquardt nonlinear least-squares optimization:
http://code.jsoftware.com/wiki/NYCJUG/2010-11-09/Levenberg-MarquardtAlgorithm
.

On Tue, Jun 27, 2017 at 7:57 PM, Bill <bbill....@gmail.com> wrote:

> Can you get the C source and compile it for 64 bit and other platforms and
> then release it as a j805 addons?
>
> Sent from my iPhone
>
> On 28 Jun, 2017, at 12:44 AM, David Mitchell <davidmitch...@att.net>
> wrote:
>
> > Jon, that would probably be the simplest way to get the addons.
> >
> > All the best,
> > David
> >
> > On 6/27/2017 11:50, 'Jon Hough' via Programming wrote:
> >> Thanks David. I will take a look. Do I need to install j602 for this?
> >> Regards,
> >> Jon
> >> On Jun 27, 2017, 23:59, at 23:59, David Mitchell <davidmitch...@att.net>
> wrote:
> >>> There should be a 32 bit version in \addons\math\lbfgs for j602.  I
> >>> copied the
> >>> directory and contents to \addons\math\lbfgs for j805 and it seemed to
> >>> work ok,
> >>> after removing:
> >>>
> >>> script_z_ '~system\main\dll.ijs'
> >>>
> >>> Let me know if this works for you.
> >>>
> >>> All the best,
> >>> David Mitchell
> >>>
> >>> On 6/27/2017 10:38, 'Jon Hough' via Programming wrote:
> >>>> I was wondering whether the math addons contained an implementation
> >>> of the LBFGS algorithm. I couldn't find anything, except this cryptic
> >>>> entry in the wiki:
> >>>> http://code.jsoftware.com/wiki/Addons/math/lbfgs
> >>>>
> >>>> Looking through the math addon files I couldn't find anything
> >>> resembling this.
> >>>> Does such an addon exist anywhere?
> >>>>
> >>>> Thanks,
> >>>> Jon
> >>> ----------------------------------------------------------------------
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> >>> http://www.jsoftware.com/forums.htm
> >>> ----------------------------------------------------------------------
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> >> ----------------------------------------------------------------------
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>



-- 

Devon McCormick, CFA

Quantitative Consultant
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