Algorithm 869: ODRPACK95: A weighted orthogonal distance regression code with bound constraints

Authors:
Jason W. Zwolak;Paul T. Boggs;Layne T. Watson
Affiliations:
Virginia Polytechnic Institute and State University, Blacksburg, VA;Sandia National Laboratories, Livermore, Livermore, CA;Virginia Polytechnic Institute and State University, Blacksburg, VA
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
2007

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Abstract

ODRPACK (TOMS Algorithm 676) has provided a complete package for weighted orthogonal distance regression for many years. The code is complete with user selectable reporting facilities, numerical and analytic derivatives, derivative checking, and many more features. The foundation for the algorithm is a stable and efficient trust region Levenberg-Marquardt minimizer that exploits the structure of the orthogonal distance regression problem. ODRPACK95 was created to extend the functionality and usability of ODRPACK. ODRPACK95 adds bound constraints, uses the newer Fortran 95 language, and simplifies the interface to the user called subroutine.