numopt-js
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    Function gaussNewton

    • Performs Gauss-Newton optimization for nonlinear least squares problems.

      Algorithm:

      1. Start with initial parameters
      2. Compute residual vector r and Jacobian matrix J
      3. Solve normal equations: (J^T J) δ = -J^T r
      4. Update parameters: x_new = x_old + δ
      5. Repeat until convergence

      The Gauss-Newton method approximates the Hessian as J^T J, which is exact for linear least squares and a good approximation for nonlinear cases.

      Parameters

      Returns OptimizationResult