Skip navigation
Skip navigation

Separable least squares, variable projection and the Gauss-Newton algorithm

Osborne, Michael


A regression problem is separable if the model can be represented as a linear combination of functions which have a nonlinear parametric dependence. The Gauss-Newton algorithm is a method for minimizing the residual sum of squares in such problems. It is

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
Source: Electronic Transactions on Numerical Analysis


File Description SizeFormat Image
01_Osborne_Separable_least_squares,_2007.pdf307.06 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator