Interface UnconstrainedLeastSquaresSchur<S extends DMatrix>

All Superinterfaces:
IterativeOptimization, Serializable, UnconstrainedLeastSquaresBase<S,SchurJacobian<S>>, VerbosePrint
All Known Implementing Classes:
UnconLeastSqLevenbergMarquardtSchur_F64, UnconLeastSqTrustRegionSchur_F64

public interface UnconstrainedLeastSquaresSchur<S extends DMatrix> extends IterativeOptimization, UnconstrainedLeastSquaresBase<S,SchurJacobian<S>>

A variant on UnconstrainedLeastSquares for solving large scale systems which can be simplified using the Schur Complement. The approximate Hessian matrix (J'*J) is assumed to have the following block triangle form: [A B;C D]. The system being solved for is as follows: [A B;C D] [x_1;x_2] = [b_1;b_2]. See HessianSchurComplement_DSCC for more details.

See Also: