jfowkes / bcgn

Block-coordinate Gauss-Newton

BCGN: Block-Coordinate Gauss-Newton

BCGN is a collection of python codes for sketched Gauss-Newton in either the variable or the observation dimension.

Requirements

BCGN requires the following software to be installed:

• Python 2.7 or Python 3 (http://www.python.org/)

Additionally, the following python packages should be installed:

• NumPy 1.11 or higher (http://www.numpy.org/)
• SciPy 0.18 or higher (http://www.scipy.org/)
• PyCUTEst 1.0 or higher (http://jfowkes.github.io/pycutest/)

Installation

Please clone the repository and run the desired codes with Python. 'BCGN.py' and 'RSGN.py' are the main driver files.

Bugs

Please report any bugs using GitHub's issue tracker.

License

This algorithm is released under the GNU GPL license.