Subject: references to methods, algorithms behind lsquares
From: gwpublic at wp.pl
Date: Thu, 2 Feb 2012 18:39:15 +0100
On Wed, Feb 1, 2012 at 7:54 AM, Robert Dodier <robert.dodier at gmail.com> wrote:
> On 1/31/12, gwpublic at wp.pl <gwpublic at wp.pl> wrote:
>
>> For lsquares there are no such nice references:
>> http://maxima.sourceforge.net/docs/manual/en/maxima_65.html#SEC304
>>
>> I'd like to cite in my thesis to works behind lsquares, as I use it
>> (to be more specific: lsquares_estimates , lsquares_mse ).
>
> Well, lsquares_estimates tries to find an exact minimum of the
> mean square error, via the Maxima function "solve".
> If solve cannot find a solution, then lsquares_estimates tries
> to find an approximate minimum, via the function "lbfgs",
> which is an implementation of the LBFGS algorithm, which
> is a limited-memory BFGS (quasi-Newton) algorithm.
> "?? lbfgs" finds some info in the reference manual.
Great Thanks Robert Dodier,
this explanation about lsquare_estimates internals and references ("??
lbfgs") are exactly what I needed :).
Best
Grzegorz Wierzowiecki