Gauss-Newton algorithm 2026-10-31
For nonlinear least squares , with residual Jacobian matrix , the method approximates the Hessian by . The exact Hessian is . Full column rank of makes the approximation positive definite. At a zero-residual solution with full-rank Jacobian, , so any convergent sequence of full Gauss-Newton steps satisfies the Dennis-Moré condition and converges superlinearly. A nonzero residual at the solution leaves a generally nonvanishing discarded Hessian term; the same conclusion does not follow automatically.