public static decimal[] GaussNewton(Func <decimal[], decimal[, ]> J, Func <decimal[], decimal[]> r, decimal[] p0)
{
decimal[] p = p0;
decimal a;
int iter = 0;
while (iter < 100) //TODO: while error is large
{
a = 1;
decimal[] pAdd = LinearLeastSquares(J(p), MathDecimal.Negative(r(p)), "SVD");
while (MathDecimal.SquaredNorm2(r(p)) - MathDecimal.SquaredNorm2(r(MathDecimal.Sum(p, MathDecimal.Prod(a, pAdd)))) <
1M / 2M * a * MathDecimal.SquaredNorm2(MathDecimal.Prod(J(p), pAdd)) && a >= 0.0000000000001M)
{
a /= 2;
}
p = MathDecimal.Sum(p, MathDecimal.Prod(a, pAdd));
iter++;
}
return(p);
}
public static decimal[] GaussNewton(Func <decimal[], decimal[, ]> J, Func <decimal[], decimal[]> r, decimal[] p0)
{
decimal[] p = p0;
decimal a = 1;
int iter = 0;
while (iter < 100) //TODO: while error is large
{
decimal[] pAdd = LinearLeastSquares(J(p), MathDecimal.Negative(r(p)));
int innerIter = 0;
a = 1;
while (MathDecimal.Pow2(MathDecimal.Norm2(r(p))) - MathDecimal.Pow2(MathDecimal.Norm2(MathDecimal.Sum(p, MathDecimal.Prod(a, pAdd)))) <
1M / 2M * a * MathDecimal.Pow2(MathDecimal.Norm2(MathDecimal.Prod(J(p), p))) && innerIter < 50)
{
a /= 2;
innerIter++;
}
int s = 0;
p = MathDecimal.Sum(p, MathDecimal.Prod(a, pAdd));
iter++;
}
return(p);
}
