Generalized Gauss–Newton method

Generalization of a statistical algorithm

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The generalized Gauss–Newton method is a generalization of the least-squares method originally described by Carl Friedrich Gauss and of Newton's method due to Isaac Newton to the case of constrained nonlinear least-squares problems.^[1]

References

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^ Golub, G. H.; Pereyra, V. (1973), "The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate", SIAM Journal on Numerical Analysis, 10 (2): 413–432, doi:10.1137/0710036, MR 0336980 .

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