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License: MIT License
Julia implementation of the Varpro optimization algorithm
License: MIT License
The reported values of some of the results from the Julia version of Varpro differ from the results from the Matlab version of Varpro at https://www.cs.umd.edu/~oleary/software/varpro/ . I observed this after applying both versions to the Lanczos2 test problem at https://www.itl.nist.gov/div898/strd/nls/data/LINKS/v-lanczos2.shtml . The differences are as follows:
Norm-squared of weighted residual: (1/2) of expected result
Norm of weighted residual : sqrt(1/2) of expected result
Expected error of observations : sqrt(1/2) of expected result
I suspect that the reason is that NL2SOL minimizes F(x) = half of the residual sum of squares at x.
Please clarify. Thanks!
I want to find out if this package work in Julia v0.7 alpha.
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