Levenberg–Marquardt algorithm: Difference between revisions

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Frau Holle (talk | contribs)
Frau Holle (talk | contribs)
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where '''J''' is the [[Jacobian]] of '''f''' at '''p'''.
 
The sum of squares ''S'' becomes minimal if &nabla;<sub>'''q'''</sub>''S''=0. With the above linearization, this leads to the following equation
:('''J'''<sup>T</sup>'''J''')'''q''' = -'''J'''<sup>T</sup>'''f'''
from which '''q''' can be obtained by inverting '''J'''<sup>T</sup>'''J'''.