A variation of the Levenberg Marquardt method : an attempt to improve efficiency

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Earth, Atmospheric, and Planetary Sciences, June 2004.

Bibliographic Details
Main Author: Araneda, Evelyn, 1974-
Other Authors: F. Dale Morgan.
Format: Thesis
Language:en_US
Published: Massachusetts Institute of Technology 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/28609
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author Araneda, Evelyn, 1974-
author2 F. Dale Morgan.
author_facet F. Dale Morgan.
Araneda, Evelyn, 1974-
author_sort Araneda, Evelyn, 1974-
collection MIT
description Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Earth, Atmospheric, and Planetary Sciences, June 2004.
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spelling mit-1721.1/286092019-04-12T21:58:29Z A variation of the Levenberg Marquardt method : an attempt to improve efficiency Araneda, Evelyn, 1974- F. Dale Morgan. Massachusetts Institute of Technology. Dept. of Earth, Atmospheric, and Planetary Sciences. Massachusetts Institute of Technology. Dept. of Earth, Atmospheric, and Planetary Sciences. Earth, Atmospheric, and Planetary Sciences. Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Earth, Atmospheric, and Planetary Sciences, June 2004. "May 2004." Includes bibliographical references (leaf 36). The Levenberg-Marquardt method is an efficient and popular damped least square technique. This method is a combination between the Gauss and the steepest gradient descent methods, where the amount of damping used in each iteration is central in establishing the behavior of the system. Further, the damping is determined by four parameters, whose optimum values vary from model to model. An inappropriate selection of the damping parameters could trigger a decrease in the rapidness of convergence, a convergence to a local minimum, or system instability. Therefore, finding proper values for these parameters is fundamental in the use of this method and implies a great deal of extra time. This lack of efficiency is considered a disadvantage in comparison to other techniques. In an attempt to eliminate the use of arbitrary damping parameters as well as to improve the rapidness of the method, this work offers a new formulation for damping. Preliminary results show a positive behavior of the new method, which makes self-consistent automatic choices for the damping coefficients. An apparent improvement in efficiency is observed, despite the fact that a matrix determinant is included in the calculation of damping and more computational resources are involved. The savings in time due to the mechanization of the damping calculation seem to compensate for the extra resources. More study will be needed in order to validate or disqualify the proposed method. by Evelyn Araneda. S.M. 2005-09-27T17:17:51Z 2005-09-27T17:17:51Z 2004 Thesis http://hdl.handle.net/1721.1/28609 57559742 en_US M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 36 leaves 1675421 bytes 1677279 bytes application/pdf application/pdf application/pdf Massachusetts Institute of Technology
spellingShingle Earth, Atmospheric, and Planetary Sciences.
Araneda, Evelyn, 1974-
A variation of the Levenberg Marquardt method : an attempt to improve efficiency
title A variation of the Levenberg Marquardt method : an attempt to improve efficiency
title_full A variation of the Levenberg Marquardt method : an attempt to improve efficiency
title_fullStr A variation of the Levenberg Marquardt method : an attempt to improve efficiency
title_full_unstemmed A variation of the Levenberg Marquardt method : an attempt to improve efficiency
title_short A variation of the Levenberg Marquardt method : an attempt to improve efficiency
title_sort variation of the levenberg marquardt method an attempt to improve efficiency
topic Earth, Atmospheric, and Planetary Sciences.
url http://hdl.handle.net/1721.1/28609
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