newtons-method

How to find minimum of nonlinear, multivariate function using Newton's method (code not linear algebra)

I'm trying to do some parameter estimation and want to choose parameter estimates that minimize the square error in a predicted equation over about 30 variables. If the equation were linear, I would just compute the 30 partial derivatives, set them all to zero, and use a linear-equation solver. But unfortunately the equation is nonline...

[R] Problems with Newton's Method for finding coefficient and Hessian

I am trying to write a function that uses Newton's method (coefficients+(inverse hessian)*gradient) to iteratively find the coefficients for a loglinear model. I am using the following code: ##reading in the data dat<-read.csv('hw8.csv') summary(dat) # data file containing yi and xi attach(dat) ##Creating column o...

Matrix power to minimize error in neural network using Newton's method

Hello, I have a non square matrix A and i want to know A^2. Actually i am working in neural network newton optimization method using second order Taylor series such that I want to multiply the hessian matrix H(second derivative) with the square of the weight vectors. It is written as: Delta(w(n))' * H(n) * Delta(w(n)) Actually it is ...

C++ help (Bisection/Newtons Method)

I need to write a class that includes a bisection and newton function. I understand how each method works, I just need to know how to write a class that passes the parameters of each function correctly. Parameters: Bisection The function you're finding the root of the starting interval (a,b) the absolute tolerance the relative...

What does this C idiom mean?

Possible Duplicate: John Carmacks Unusual Fast Inverse Square Root (Quake III) I came across this piece of code a blog recently - it is from the Quake3 Engine. It is meant to calculate the inverse square root fast using the Newton-Rhapson method. float InvSqrt (float x){ float xhalf = 0.5f*x; int i = *(int*)&x; i ...