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Explore a run · lib/minpack/story_rosenbrock.viv

Levenberg-Marquardt on Rosenbrock's function

MINPACK's lmder, ported to Viv, walks Rosenbrock's curved valley from (-1.2, 1) to (1, 1) in 16 iterations. Each iteration factors the Jacobian, lmpar finds the step that fits the trust region, and the step is kept or rejected by how well the linear model predicted it; the first trial step is rejected.