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License: MIT License
Julia implementation of the Varpro optimization algorithm
License: MIT License
I want to find out if this package work in Julia v0.7 alpha.
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!
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