C# Class Accord.Math.Optimization.GaussNewton

Gauss-Newton algorithm for solving Least-Squares problems.
This class isn't suitable for most real-world problems. Instead, this class is intended to be use as a baseline comparison to help debug and check other optimization methods, such as LevenbergMarquardt.
Inheritance: ILeastSquaresMethod
Show file Open project: accord-net/framework

Public Methods

Method Description
ComputeError ( double input, double output ) : double

Compute model error for a given data set.
GaussNewton ( int parameters ) : System

Initializes a new instance of the GaussNewton class.
Minimize ( double inputs, double outputs ) : double

Attempts to find the best values for the parameter vector minimizing the discrepancy between the generated outputs and the expected outputs for a given set of input data.

Method Details

ComputeError() public method

Compute model error for a given data set.
public ComputeError ( double input, double output ) : double
input double The input points.
output double The output points.
return double

GaussNewton() public method

Initializes a new instance of the GaussNewton class.
public GaussNewton ( int parameters ) : System
parameters int The number of variables (free parameters) /// in the objective function.
return System

Minimize() public method

Attempts to find the best values for the parameter vector minimizing the discrepancy between the generated outputs and the expected outputs for a given set of input data.
public Minimize ( double inputs, double outputs ) : double
inputs double A set of input data.
outputs double The values associated with each /// vector in the data.
return double