scid.ports.minpack.dogleg

Members

Functions

dogleg
void dogleg(size_t n, Real* r, size_t lr, Real* diag, Real* qtb, Real delta, Real* x, Real* wa1, Real* wa2)

Given an m by n matrix A, an n by n nonsingular diagonal matrix D, an m-vector b, and a positive number delta, the problem is to determine the convex combination x of the Gauss-Newton and scaled gradient directions that minimizes (Ax-b) in the least squares sense, subject to the restriction that the Euclidean norm of Dx be at most delta.

Meta

Authors

Lars Tandle Kyllingstad

License

Boost Licence 1.0