Class GaussNewtonOptimizer

  • All Implemented Interfaces:

    public class GaussNewtonOptimizer
    extends AbstractLeastSquaresOptimizer
    Gauss-Newton least-squares solver.

    This class solve a least-square problem by solving the normal equations of the linearized problem at each iteration. Either LU decomposition or QR decomposition can be used to solve the normal equations. LU decomposition is faster but QR decomposition is more robust for difficult problems.