Hi

This came up as I was reading about Non-linear least squares fitting.

We have data points .

We wish to find the vector of parameters that gives the best fit in the least squares sense.

So we have our model function .

Now we define the residual function by .

Then we wish to minimize the function .

Here is my question, how would I get the gradient of this function?

The book says , where J denotes the Jacobian.

I donīt really follow..

thanks!