[racket-users] Re: Methods for least squares

2016-12-02 Thread Bradley Lucier
For the benefit of people on the Racket Users list, we're discussing the Conjugate Gradient (CG) method applied to Least Squares problems, as described in the original paper by Hestenes and Stiefel: http://www.math.purdue.edu/~lucier/jresv49n6p409_A1b.pdf The formulas to use are (10:2) on

Re: [racket-users] Re: Methods for least squares

2016-12-02 Thread Jens Axel Søgaard
In case you get interested in implementing fitting for non-linear problems as well, consider taking a look at this survey: "Methods for non-linear least squares problems" by K. Madsen, H.B. Nielsen, O. Tingleff. http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3215/pdf/imm3215.pdf The first

[racket-users] Re: Methods for least squares

2016-12-01 Thread 'John Clements' via Racket Users
> On Dec 1, 2016, at 12:07, Bradley Lucier wrote: > > On 12/01/2016 02:04 PM, John Clements wrote: >> >> Would it be all right with you if I shared your mail with the mailing list? >> A brief reading of this paper shows me the relationship between solving this >>