Skip to content

Conversation

@YitzhakSp
Copy link

levenberg-marquart optimization algorithm:
-- for a vector function F: R^n -> R^m the algorithm is to minimizes the function
f(x)=( norm(F(x)) )^2
--at a given point x the levmar-step d is given by:
(J_J_tr+lambda_I)d=-J_tr*F(x)
where J is the jacobian of F

levenberg-marquart optimization algorithm:
-- for a vector function F: R^n -> R^m  the goal is to minimize the function
f(x)=norm(F(x))^2
--at a given point x the levmar-step d is given by:
(J*J_tr+lambda*I)d=-J_tr*F(x)
where J is the jacobian of F
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant