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Levenberg-Marquardtov algoritem
ID Stojčić, Lana (Author), ID Jaklič, Gašper (Mentor) More about this mentor... This link opens in a new window

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Abstract
V diplomski nalogi sta predstavljena Gauss–Newtonov algoritem (GNA) in metoda gradientnega spusta, na katerih temelji Levenberg–Marquardtov algoritem (LMA). LMA je iterativna metoda za reševanje nelinearnih enačb po metodi najmanjših kvadratov. Ključnega pomena pri njenem delovanju sta faktor dušenja in matrika dušenja. Z ustreznim prilagajanjem faktorja dušenja LMA prehaja med metodo gradientnega spusta, ki pomaga preprečevati izhlapevanje parametrov in GNA, ki omogoča hitro konvergenco vzdolž ozke doline stroškovne funkcije. Predstavljen je tudi način reševanja nelinearnih enačb z uporabo QR razcepa. V programskem okolju MATLAB sta implementirani funkciji, ki temeljita na Gauss–Newtonovem in Levenberg–Marquardtovem algoritmu. Z njuno pomočjo rešimo sistem nelinearnih enačb in primerjamo rezultate.

Language:Slovenian
Keywords:Levenberg-Marquardtov algoritem, Gauss-Newtonov algoritem, metoda gradientnega spusta, faktor dušenja, nelinearen sistem, QR razcep
Work type:Bachelor thesis/paper
Organization:FMF - Faculty of Mathematics and Physics
Year:2026
Publication date in RUL:17.09.2026
Views:19
Downloads:0
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Secondary language

Language:English
Title:Levenberg-Marquardt algorithm
Abstract:
In this thesis, the Gauss–Newton algorithm (GNA) and the gradient descent method, on which the Levenberg–Marquardt algorithm (LMA) is based, are presented. The LMA is an iterative method for solving nonlinear equations using the method of least squares. The damping parameter and the damping matrix play a key role in its performance. By appropriately adjusting the damping parameter, the LMA switches between the gradient descent method, which helps prevent parameter evaporation and the GNA, which enables rapid convergence along a narrow valley of the cost function. A method for solving nonlinear equations using QR decomposition is also presented. In the MATLAB programming environment, functions based on the Gauss–Newton and Levenberg–Marquardt algorithms are implemented. These functions are used to solve a system of nonlinear equations, and the obtained results are compared.

Keywords:Levenberg-Marquardt algorithm, Gauss-Newton algorithm, gradient descent method, damping parameter, nonlinear system, QR decomposition

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