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scientific article; zbMATH DE number 1524377
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scientific article; zbMATH DE number 1524377 |
Statements
1 November 2000
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nonlinear least squares problems
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program realization
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Gauss-Newton's method
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0.8051592707633972
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0.8040971159934998
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0.7975766062736511
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0.7975766062736511
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0.7961249947547913
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The paper deals with the program package NELINSQR. In this package the problem of solution of nonlinear equations \(F(x)=0\) by the Newton method and nonlinear problems \(\min_{x\in R^{n}}f(x)= {1\over 2}F^{T}(x)F(x)\) are considered. In particular, for the last problem the following methods are realized in the package: 1) the Gauss-Newton method \[ x_{k+1}= x_{k}-[J^{T}(x_{k})J(x_{k})]^{-1}J^{T}(x_{k})F(x_{k}), \quad k=0,1,\ldots; \] 2) the generalized Gauss-Newton method \[ x_{k+1}= x_{k}-\alpha_{k}[J^{T}(x_{k})J(x_{k})]^{-1}J^{T}(x_{k})F(x_{k}), \quad k=0,1,\ldots; \] 3) the modified Gauss-Newton method \[ x_{k+1}= x_{k}-[J^{T}(\bar x_{k})J(\bar x_{k})]^{-1}J^{T}(\bar x_{k}) F(x_{k}), \;\bar x_{k}=(1-\mu) x_{k}+\mu\phi(x_{k}),\;0\leq\mu\leq 1,\;k=0,1,\ldots, \] where \(\phi\) is some auxiliary operator, such that \(x_{*}= \phi(x_{*})\).
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