Generalized Gauss–Newton method
Generalization of a statistical algorithm
The generalized Gauss–Newton method is a generalization of the least-squares method originally described by Carl Friedrich Gauss and of Newton's method due to Isaac Newton to the case of constrained nonlinear least-squares problems.[1]
References
- ^ Golub, G. H.; Pereyra, V. (1973), "The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate", SIAM Journal on Numerical Analysis, 10: 413–432, doi:10.1137/0710036, MR 0336980.
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Isaac Newton
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