From: Damian Yerrick <MYNAMEISd_yerrick AT hotmail DOT comNO2CANNEDHAM>
Newsgroups: comp.os.msdos.djgpp
Subject: Re: Optimization problem
Organization: Pin Eight Software <http://pineight.8m.com/>
Message-ID: <spjq7ssoejdnt6ur5riin95llh0b1vpaaa@4ax.com>
References: <LPBBIGCALNGLDBDOOOKOGEDKCDAA DOT thomas AT cneuro DOT edu DOT cu>
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NNTP-Posting-Date: Thu, 13 Jan 2000 04:11:03 GMT
Distribution: world
Date: Thu, 13 Jan 2000 04:11:03 GMT
To: djgpp AT delorie DOT com
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Reply-To: djgpp AT delorie DOT com

Thomas Koenig <THOMAS AT CNEURO DOT EDU DOT CU> wrote in message
<LPBBIGCALNGLDBDOOOKOGEDKCDAA DOT thomas AT cneuro DOT edu DOT cu>...
>
>I'm deep into math and wonder if anybody has implemented the Newton Raphson
>algorithm for minimization. I want to do multidimensional scaling; I have a
>distance matrix between points and want to represent the points in a
>lowdimensional space with the minimum of stress possible on the distance
>matrix.

Newton's method:

for(i = 0; i < n_steps; i++)
  x -= f(x) / Df(x);

where f(x) is the function to be set to zero (the derivative of the
function to be minimized), and Df(x) is the derivative of f(x).

-- 
Damian Yerrick  http://yerricde.tripod.com/
View full sig at http://www.rose-hulman.edu/~yerricde/sig.html