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Ee1037aS10 - Introduction to Optimization NonLinear Least...

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Introduction to Optimization: NonLinear Least Squares , * , * ( ) Ax b n n LU Factorization A b l Ch l k Q GS 0 f x x x , * , , , , Ax m n m n least squares Choleski QR MGS 1 1 2 2 1 2 , , , , , , 0 n n f x x x 1 2 , , , 0 n n f x x x EE 103 Slides 7A (SEJ) 1 Newton’s Method: Square Systems 1 2 , , , T k k k k n x x x x 1 1 2 * , , , 0 n n n f x x x 2 1 2 , , , 0 0 n f x x x f x x x   1 1 1 2 2 2 k k k k k k f x f x f x x x f x f x f x x x     1 2 , , , n n  k k k n n n f x f x f x x x   1 k f x 2 k k k k f x f x f x x x f x  0 k k k f f x J x x x 1 k k k  n k k k f f x f x J x x x 1 1 f k k k k f x x J x f x x x J x f x   EE 103 Slides 7A (SEJ) 2
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