Root Finding in many Dimensions

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Contents

[edit] Summary

This course belongs to the track Numerical Algorithms in the Department of Scientific Computing in the School of Computer Science.

In this course, students will learn how to solve non-linear problems of the type \mathbf f(\mathbf x)=0 numerically. The least=squares solution of the overdetermined problem is also discussed.

[edit] Introduction

  • Formulation of the problem

[edit] Gradient Descent Methods

[edit] Gauss-Newton

[edit] Newton for a Non-Linear System of Equations

[edit] Newton for an Overdetermined Non-Linear System of Equations

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