Timeline for How to derive the Levenberg–Marquardt algorithm with matrix calculus [closed]
Current License: CC BY-SA 2.5
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 17, 2010 at 9:04 | comment | added | Suvrit | here: math.stackexchange.com/questions/10556/… | |
| Nov 16, 2010 at 22:23 | comment | added | Kim Morrison | This question has been asked again on math.SE, so I'm closing the question now. Perhaps someone can provide the link? | |
| Nov 16, 2010 at 22:23 | history | closed | Kim Morrison | off topic | |
| Nov 16, 2010 at 21:56 | answer | added | Brian Borchers | timeline score: 2 | |
| Nov 16, 2010 at 8:56 | comment | added | Suvrit | Perhaps some stuff listed at: en.wikipedia.org/wiki/Matrix_calculus may prove to be useful for you. Otherwise, yes, the question is more suited for math.SE | |
| Nov 16, 2010 at 6:22 | comment | added | J. M. isn't a mathematician | The $J^T J$ operation on the Jacobian is needed since you are solving an overdetemined linear system in the least-squares sense, using the method of normal equations. (The additional diagonal term which distinguishes Levenberg-Marquardt from Gauss-Newton comes from an appropriate addition of rows on the original Jacobian). I would suggest looking first at the derivation of the normal equations and the Gauss-Newton method before considering the derivation of LM. | |
| Nov 16, 2010 at 5:24 | comment | added | Dirk | According to the FAQ this question seems to better suited for math.stackexchange.com. | |
| Nov 16, 2010 at 4:43 | history | asked | Christopher Dorian | CC BY-SA 2.5 |