Class GaussNewtonOptimizer

  • All Implemented Interfaces:

    public class GaussNewtonOptimizer
    extends Object
    implements LeastSquaresOptimizer
    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 Cholesky decomposition can be used to solve the normal equations, or QR decomposition or SVD decomposition can be used to solve the linear system. LU decomposition is faster but QR decomposition is more robust for difficult problems, and SVD can compute a solution for rank-deficient problems.