Solving the Nonlinear Least Square Problem: Application of a General Method.
Abstract
An algorithm for solving the general nonlinear least squares problem is developed. An estimate for the Hessian matrix is constructed as the sum of two matrices. The first matrix is the usual first-order estimate suggested by Gauss, while the second matrix is generated recursively using a rank-one formula. Test results indicate the method is superior to the standard Gauss method and compares favorably with other methods, especially for problems with nonzero residuals at the solution. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 15, 1974
- Accession Number
- AD0783212
Entities
People
- John T. Betts
Organizations
- The Aerospace Corporation