optimizationCode

Some of the optimisation functions I've implemented

example of usage

[difference between Kalman filter and smoothing] (https://yanndubs.github.io/optimizationCode/)

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
docs		docs
ForwardEulerSystem.m		ForwardEulerSystem.m
HLSD.m		HLSD.m
README.md		README.md
backwardEuler.m		backwardEuler.m
backwardEulerSystem.m		backwardEulerSystem.m
bfgs.m		bfgs.m
bisection.m		bisection.m
block_trid.m		block_trid.m
cg.m		cg.m
fixedPoint.m		fixedPoint.m
forwardEuler.m		forwardEuler.m
gradient.m		gradient.m
gradient_prec.m		gradient_prec.m
heun.m		heun.m
kalman.m		kalman.m
midpointc.m		midpointc.m
newton.m		newton.m
newtonMin.m		newtonMin.m
newtonSys.m		newtonSys.m
richardson.m		richardson.m
richardson_prec.m		richardson_prec.m
sd.m		sd.m
simpsonc.m		simpsonc.m
trapezec.m		trapezec.m
weakLineSearch.m		weakLineSearch.m
weigtedLS.m		weigtedLS.m