ODRPACK95: A Weighted Orthogonal Distance Regression Code with Bound Constraints

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TR Number
TR-04-31
Date
2004
Journal Title
Journal ISSN
Volume Title
Publisher
Department of Computer Science, Virginia Polytechnic Institute & State University
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 is a modification of the original ODRPACK code that adds support for bound constraints, uses the newer Fortran 95 language, and simplifies the interface to the user called subroutine.

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Keywords
Numerical analysis
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