Generalized Gauss–Newton method

{{Short description|Generalization of a statistical algorithm}}

{{Refimprove|date=January 2017}}

The generalized Gauss–Newton method is a generalization of the least-squares method originally described by Carl Friedrich Gauss and of Newton's method due to Isaac Newton to the case of constrained nonlinear least-squares problems.{{citation

| last1 = Golub | first1 = G. H.

| last2 = Pereyra | first2 = V.

| journal = SIAM Journal on Numerical Analysis

| mr = 0336980

| pages = 413–432

| title = The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate

| volume = 10

| year = 1973

| issue = 2

| doi = 10.1137/0710036}}.