Created attachment 261 [details]
Patch to prepare NonLinearOptimization for complex numbers
Basically the Levenberg-Marquardt algorithm should work for complex numbers, too. However, there are a number of quantities which remain real, no matter whether the underlying space is complex or real-valued.
Basically I introduced a typedef NumTraits<Scalar>::Real RealScalar and reset all real quantities to that type.
However, since I am not an experienced Eigen developer, I would like someone to review the patch before committing it.
Apart from this I added some documentation to the LevenbergMarquardt class, which now at least describes the expected format of the functor to pass.
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