commit | 9123e2f624a218f84835717ab5300f879d77f1f0 | [log] [tgz] |
---|---|---|
author | Sameer Agarwal <sameeragarwal@google.com> | Tue Sep 18 21:49:06 2012 -0700 |
committer | Sameer Agarwal <sameeragarwal@google.com> | Tue Sep 25 11:13:39 2012 -0700 |
tree | f22fd987812211492a1736824b7cd7bf0c4129c9 | |
parent | b23fd4e6675fc76761a63bf76e80696a5a69dd35 [diff] |
An implementation of Ruhe & Wedin's Algorithm II. A non-linear generalization of Ruhe & Wedin's algorithm for separable non-linear least squares problem. It is implemented as coordinate descent on an independent subset of the parameter blocks at the end of every successful Newton step. The resulting algorithm has much improved convergence at the cost of some execution time. Change-Id: I8fdc5edbd0ba1e702c9658b98041b2c2ae705402