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:

• HessianSchurComplement_DSCC
• SchurJacobian

Method Summary

Methods inherited from interface IterativeOptimization

isConverged, isUpdated, iterate, setVerbose

Methods inherited from interface UnconstrainedLeastSquaresBase

getFunctionValue, getJacobianType, getParameters, initialize, setFunction, setLoss, setPostUpdate

Methods inherited from interface VerbosePrint

setVerbose