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Gauss-Newton algorithm

2015-06-12 16:04 302 查看




function [x,minf] = minGN(f,x0,var,eps)
format long;
if nargin == 3
eps = 1.0e-6;
end
S = transpose(f)*f;
k = length(f);
n = length(x0);
x0 = transpose(x0);
tol = 1;
A = jacobian(f,var);

while tol>eps
Fx = zeros(k,1);
for i=1:k
Fx(i,1) = Funval(f(i),var,x0);
end
Sx = Funval(S,var,x0);
Ax = Funval(A,var,x0);
gSx = transpose(Ax)*Fx;

dx = -transpose(Ax)*Ax\gSx;
x0 = x0 + dx;
tol = norm(dx);
end
x = x0;
minf = Funval(S,var,x);
format short;
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