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

Afficher le fichier Open project: accord-net/framework

Méthodes publiques

Méthode	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 méthode

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.
Résultat	double

GaussNewton() public méthode

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.
Résultat	System

Minimize() public méthode

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.
Résultat	double