THE HYBRID FINITE DIFFERENCE LANCZOS-SYMM QR ALGORITHM FOR SOLVING LARGE NONLINEAR LEAST SQUARES PROBLEMS
求解大型非线性最小二乘问题的组合有限差分 Lanczos-Symm QR 算法

For large nonlinear least squares problems,the hybrid finite difference Lanczos-Symm QRalgorithm presented in this paper is a better one in which the derivation is replaced by the finitedifference quotient,without iteration and storage of information of Hesse matrix,to obtain thedescent search direction.An convergence analysis of the algorithm is made and so a problemraised by P.Brown in 1987 is solved.