Fitting Nature's Basic Functions Part Iv: The Variable Projection Algorithm

Authors:
Bert W. Rust
Affiliations:
-
Venue:
Computing in Science and Engineering
Year:
2003

Citing 3
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Fitting nature's basic functions part I: polynomials and linear least squares

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Fitting Nature's Basic Functions Part II: Estimating Uncertainties and Testing Hypotheses

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Fitting Nature's Basic Functions Part III: Exponentials, Sinusoids, and Nonlinear Least Squares

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Abstract

In the previous installments, we described linear and nonlinear least squares calculations. The latter are considerably more difficult than the former. We will now examine the variable projection algorithm, which often greatly simplifies nonlinear least squares calculations because it does not require iteration on parameters that appear linearly in the model.