Topic summary
Gauss–Newton
Extracted from the Wikipedia article Gauss–Newton algorithm.
Derivation from Newton's method
In what follows, the Gauss–Newton algorithm will be derived from Newton's method for function optimization via an approximation. As a consequence, the rate of convergence of the Gauss–Newton algorithm can be quadratic under certain regularity conditions. In general (under weaker conditions), the convergence rate is linear.