pysolve-gn 0.2.1

Robust Gauss-Newton Least Squares Solver.

pysolve-gn

Description

Robust Gauss-Newton Least Squares Solver.

pysolve-gn is a Python package designed to solve the generalized nonlinear least squares problem using the Gauss-Newton method. The package provides efficient algorithms for solving nonlinear optimization problems, making it suitable for a wide range of applications in data fitting, machine learning, and scientific computing.

Examples

import numpy as np
import matplotlib.pyplot as plt
import pysolvegn

np.random.seed(0)


# Define the model function
def model(params, x):
    a, b = params
    return a * np.exp(b * x)


# Generate synthetic data points
x_data = np.linspace(0, 3, 100)
true_params = [2.5, 0.5]  # True parameters for the curve: y = a * exp(b * x)
y_true = model(true_params, x_data)
y_data = y_true + 0.5 * np.random.normal(size=y_true.shape)  # Add noise to the data


# Define the residual function
def residual_function(params, x, y):
    return model(params, x) - y


residual_func = lambda params: residual_function(params, x_data, y_data)


# Define the Jacobian function
def jacobian_function(params, x):
    a, b = params
    J = np.zeros((len(x), len(params)))
    J[:, 0] = np.exp(b * x)  # Derivative with respect to a
    J[:, 1] = a * x * np.exp(b * x)  # Derivative with respect to b
    return J


jacobian_func = lambda params: jacobian_function(params, x_data)

data_term = pysolvegn.Term.from_rJ(
    residual_func=residual_func, jacobian_func=jacobian_func, loss="linear", weight=1.0
)

initial_params = [2.0, 0.4]

fitted_params = pysolvegn.solve_gauss_newton(
    terms=data_term
    x0=initial_params,
    max_iteration=10,
    xtol=1e-6,
    ftol=1e-6,
    verbosity=2,
    loss="linear",
)

Authors

• Artezaru [e-mail]

• Git Plateform: https://github.com/Artezaru/pysolve-gn.git

• Online Documentation: https://Artezaru.github.io/pysolve-gn

Installation

Install with pip

pip install pysolve-gn

Or :

pip install git+https://github.com/Artezaru/pysolve-gn.git

Then import the package with pysolvegn

License

pysolve-gn - Robust Gauss-Newton Least Squares Solver. Copyright (C) 2026 Artezaru, [e-mail]

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see https://www.gnu.org/licenses/.