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

Osborne, Michael

Description

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
URI: http://hdl.handle.net/1885/36072
Source: Electronic Transactions on Numerical Analysis

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