微分式を用いない最小2乗法について
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概要
- 論文の詳細を見る
In this paper, the method of calculating the minimizing direction due to DFP (Davidon-Fletcher-Powell) is described. This is used in the least squares method for an over-determined system. I proved that if the gradient was calculated by Powell's method (1964) in the space formed by the minimizing directions (shorten as the method in the direction's space), it was possible to do also in the direction's space on the decision of the direction of the directions. I calculated numerically some test functions and compared them with some descent methods. As a result, I think that this method may be useful in reducing the computing time for the minimization function by which the jacobian matrix can be calculated with reasonable accuracy by the method in the direction's space.
- 一般社団法人情報処理学会の論文
- 1978-12-15