Announcing a major update of my article on the variable projection algorithm, which you can find on this blog by following this link. The article now contains all the information you need to implement your own VarPro library in a language of your choice.

I’ve decided not to move the original post since it would break all internal and external links to it. The update lays the foundation for a future article on variable projection for problems with multiple right hand sides. That one is finally coming, after I had announced it at the end of the previous article roughly three years ago.