Numerical Recipes -2- MATLAB

To enable quick performance enhancements studies of various existing signal processing algorithms in MATLAB, I had to code some very standard numerical algorithms into MATLAB. To ease other translations of this type I am including this software below in case anyone else finds it helpful. Some of the following algorithms were taken from the excellent Numerical Recipes texts. A few others were taken from other references. For tasks exactly like this, it seems it might be a good idea to have a repository of MATLAB translations of algorithms from Numerical Recipes. If anyone has other additional algorithms in MATLAB, send me your code and I'll include it here (with credit to the author of course).

Chapter 10 (Minimization or Maximization of Functions)
- 10.0 Introduction: nr_mnbrak.m
- 10.1 Golden section Search in One Dimension: nr_golden.m
- 10.2 Parabolic Interpolation and Brent's Method In One Dimension:
  - nr_brent.m
  - nr_dbrent.m
Chapter 15 (Modeling of Data)
- 15.5 Nonlinear Models:
  - The Levenberg-Marquardt Method (contributed by Jason Cardema)
  - nr_levmarq.m
Misc. Routines required for the optimization routines above

John Weatherwax

Last modified: Tue Dec 4 21:17:42 EST 2007