| 非线性最小二乘问题的结构p步牛顿法 |
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| 引用本文： | 王来生,甄苓.非线性最小二乘问题的结构p步牛顿法[J].中国农业大学学报,2000,5(4):20-25. |
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| 作者姓名： | 王来生 甄苓 |
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| 作者单位： | 中国农业大学工程基础科学部 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 给出了非线性最小二乘问题的结构p步牛顿法算法，分析了该算法的效率，结果表明，对零残差问题新算法具有q-2阶收敛速率，与牛顿法具有相同的收敛速率，由于新算法只需计算近似海赛矩阵，所以，其效应比牛顿法高，对于非零残差问题算法具有p步p 1阶收敛速率，其效率至少与牛顿法相同。
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| 关 键 词： | 最小二乘问题 P步牛顿法 效率 |
| 修稿时间： | 1999-11-30 |
Structured p-step Newton Algorithm for Nonlinear Least Square Problems |
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| Wang Laisheng,Zhen Ling.Structured p-step Newton Algorithm for Nonlinear Least Square Problems[J].Journal of China Agricultural University,2000,5(4):20-25. |
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| Authors: | Wang Laisheng Zhen Ling |
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| Abstract: | A structured p step Newton algorithm for nonlinear least square problems is developed. The efficiency of the algorithm is analysed. For zero residual problem its convergence rate is q 2 order, which is the same with that of Newton algorithm. Since the Hessian matrix is calculated appropriately, the efficiency of this algorithm is higher than that of Newton method; For non zero residual problem its convergence rate is p step p 1 order, the efficiency of this algorithm is at least as high as that of Newton method. |
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| Keywords: | Least square problem p-step Newton algorithm efficiency |
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