overdetermined system in NR::newt


kon
11-05-2002, 05:17 AM
Hello,

how can the Newton algorithm for nonlinear equations be used for an overdetermined system? The examples only use a 4x4 or a 2x2 system. My system can be 6x3 and the Jacobian should also be computed by NR.

Thanks
kon

kon
07-30-2003, 10:29 AM
So, is the question too trivial? I still have no solution for that problem. Any advice is appreciated.

Thanks,
kon

kibitzer
07-31-2003, 09:36 AM
Hi Kon,

You can't solve a 6x3 problem with Newton's method directly. The system is over (or under) determined. If it's overdetermined, you need to make it e.g. into a least squares problem, and then use Levenberg-Marquard or some similar method.