Content deleted Content added
→Room for clarification: new section |
|||
Line 90:
It looks like L–M uses <math>\mathbf{J}^\mathrm{T}\mathbf{J}</math> for the Hessian. Is this the exact Hessian or just an approximation? (It [[Gauss–Newton_algorithm#Derivation_from_Newton.27s_method|looks like an approximation]], but I can't picture the difference between the true Hessian and the approximation.)
Now, the gradient of ''S'' WRT '''β''' is given in this article as
: <math>\operatorname{grad}(S) = (-2)(\mathbf{J}^{T} [y - f(\boldsymbol \beta) ] )^{T}</math>.
With some hand waving, I can see this giving us the equation for the minimum of ''S'' of
| |||