Is there a reason why you're looking for Levenberg-Marquardt over a trust-region Newton solver? In general, properly preconditioned matrix-free trust-region Ne

Is there a reason why you're looking for Levenberg-Marquardt over a trust-region Newton solver? In general, properly preconditioned matrix-free trust-region Newton solvers will give superior performance to Levenberg-Marquardt. Something like Optizelle http://www.optimojoe.com/products/optizelle http://www.optimojoe.com/products/optizelle can do that and is BSD licensed.