Class GaussNewtonMinimizer


  • public class GaussNewtonMinimizer
    extends Object
    The Gauss-Newton method is a steepest descent method to minimize a real vector function in the form: /[ f(x) = [f_1(x), f_2(x), ..., f_m(x)]' /] The objective function is /[ F(x) = f' %*% f ]/
    See Also:
    • Constructor Detail

      • GaussNewtonMinimizer

        public GaussNewtonMinimizer​(double epsilon,
                                    int maxIterations)
        Construct a multivariate minimizer using the Gauss-Newton method.
        Parameters:
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        maxIterations - the maximum number of iterations