The FastICA package is a free (GPL) MATLAB program that implements the fast fixed-point algorIthm for independent component analysis and projection pursuit. It features an easy-to-use graphical user interface, and a computationally powerful algorIthm.
C/C++ implementation of the Levenberg-Marquardt non-linear
least squares algorIthm. levmar includes double and single precision LM versions, both
with analytic and finite difference approximated jacobians