Gauss–Newton algorithm in Matlab?

Hi All,

Is there a function in MATLAB to perform basic Gauss-Newton regression on a set of non-linear equations? I want to compare the performance with levenberg-marquardt.

Thanks

Toby

Answer 1

[John D'Errico]

Simple answer: NO. There is no Gauss-Newton scheme in MATLAB. If you want it, you need to write it. If you want to solve the optimization problem in MATLAB, then use the optimization toolbox tools, or nlinfit, or the curve fitting toolbox. Or find Gauss-Newton code on the file exchange. (Generally, any code to implement Gauss-Newton that you will find on the file exchange is code written by novices, what I would consider poor code.)