All Questions
Tagged with least-squares nonlinear-optimization
5 questions
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0
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32
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Weighted Least squares with Multiple Unknowns and Iterations
I am currently working on a problem involving the minimization of the $\chi^2$ deviation between a model matrix ($C_\text{model}$) and a measured matrix ($C_\text{measured}$). by finding the best-fit ...
1
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3
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345
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How to optimize for the best fit nonuniform-scale-rotation to a given 3×3 matrix?
Given a matrix $L\in \mathbb{R}^{3 \times 3}$, I'm looking for a method to find the closest (in a least squares sense) product of a non-uniform scaling matrix and a rotation matrix:
$$
\min_{s\in\...
1
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2
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202
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Robust estimation of $Ax=b$
Problem setting :
$ \underset{x}{\text{min}} \|Ax-b\|$, where $A \in \mathcal{R}^{m \times n}, m\gg n $, full rank.
L1 loss is used for robust estimation using IRLS. The corresponding equation to ...
2
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1
answer
301
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Minimise $\sum_i \begin{Vmatrix}\boldsymbol{x}_i \\ \boldsymbol{y}_i\end{Vmatrix}$
Consider column vectors $\boldsymbol{z}_i$, $\quad i=1,\dots,n$.
Each $\boldsymbol{z}_i$ has $j$ elements and can be expressed as $\boldsymbol{z}_i = \begin{bmatrix} \boldsymbol{x}_i \\ \boldsymbol{y}...
0
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1
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950
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How to determine the damping factor in Levenberg-Marquardt?
From the algorithm, we can see that it tries different damping factor until it gets a good one by the error. Is the damping factor related to the eigenvalues of the Hessian matrix?