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OpenCL library including solver for nonlinear least squares problems

Question asked by luker on Jul 6, 2016
Latest reply on Jul 11, 2016 by luker

For a project im in need of a nonlinear least squares solver for the purpose of curve fitting with custom functions. Thus I have a set of observed points, a set of target points and a (user specific) function whose parameters I seek to optimise in order to minimize the square error.

As far as I can tell algorithms to solve this sort of problem are nonlinear conjugate gradient (NLCG) or the Levenberg-Marquardt algorithm (LMA). Unfortunately I could not find any OpenCL (or even CUDA) library solving this particularly problem.

Does someone know about an existing implementation?

 

Thanks

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