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Gauss–Newton algorithm

The Gauss–Newton algorithm is used to solve non-linear least squares problems, which is equivalent to minimizing a sum of squared function values. It is an extension of Newton's method for finding a minimum of a non-linear function. Since a sum of squares must be nonnegative, the algorithm can be viewed as using Newton's method to iteratively approximate…

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Improved versions, Description & Convergence properties

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Overview

Description

Convergence properties

Solving overdetermined systems of equations

Derivation from Newton's method

Improved versions

Large-scale optimization

Related algorithms

Example implementations

Advanced semantic analysis

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Gauss–Newton algorithm

Nodes54
Edges53
Triples19
Avg. degree1.96
Density0.037037
Components1

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Gauss–Newton algorithm

Top relations

related to Derivation from Newton's method · 6
Gauss–Newton algorithm → As, Gauss, In, Newton, Newton's, The
related to Notes · 5
Gauss–Newton algorithm → Delta, Newton, The, The Gauss, Using Taylor's
related to Description · 4
Gauss–Newton algorithm → Gauss, Given, Newton, Starting
related to Example · 3
Gauss–Newton algorithm → Gauss, In, Newton

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Important terminology

displaystyle method beta mathbf algorithm gauss newton right sum left squares boldsymbol matrix operatorname function newton's iteration equations convergence residuals

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SubjectPredicateObjectConfidenceSrc
Armijo-line searchinstance ofor a backtracking line search0.80text
Gauss–Newton algorithmrelated to Derivation from Newton's methodIn0.60section
Gauss–Newton algorithmrelated to Derivation from Newton's methodGauss0.60section
Gauss–Newton algorithmrelated to Derivation from Newton's methodNewton0.60section
Gauss–Newton algorithmrelated to Derivation from Newton's methodNewton's0.60section
Gauss–Newton algorithmrelated to Derivation from Newton's methodAs0.60section
Gauss–Newton algorithmrelated to Derivation from Newton's methodThe0.60section
Gauss–Newton algorithmrelated to DescriptionGiven0.60section
Gauss–Newton algorithmrelated to DescriptionGauss0.60section
Gauss–Newton algorithmrelated to DescriptionNewton0.60section
Gauss–Newton algorithmrelated to DescriptionStarting0.60section
Gauss–Newton algorithmrelated to ExampleIn0.60section

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