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From "Kearns, Aaron" <akea...@usgs.gov>
Subject [math] Levenerg-Marquardt evaluations vs. iterations
Date Wed, 18 Oct 2017 21:00:20 GMT
Hi,

I have been using the LM solver in a least-squares curve fitting function.
I have been using some debugging statements every time the function (&
Jacobian) is evaluated. I would like some clarification on what the number
of evalutations vs. iterations is. My understanding is that the number of
evaluations is the number of times the MultivariateJacobianFunction used in
the least-squares problem definition is run, whereas the number of
iterations is the number of times a change in the input variables leads to
an improvement in the cost function / residual. Is this a correct
interpretation? Would we be able to get the number of iterations based on
just looking at the change in the cost function per evaluation of the MJF
at different points and subtracting the times that a change in variables
produced a worse cost?

Thanks,

*Aaron Kearns*

KBRwyle  |  Software Engineer
Target Road 10002 Isleta SE  |  Kirtland AFB, NM 87117  |  USA
Office: +1 505.853.2582  |  Mobile: +1 304.997.0148  |  akearns@usgs.gov  |
 aaron.kearns@kbrwyle <aaron.kearns@kbrwyle.com>.com
<aaron.kearns@honeywell.com>

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