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https://github.com/jfowkes/bcgn

Block-coordinate Gauss-Newton
https://github.com/jfowkes/bcgn

coordinate-descent gauss-newton

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Block-coordinate Gauss-Newton

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BCGN: Block-Coordinate Gauss-Newton |License|
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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.

.. |License| image:: https://img.shields.io/badge/License-GPL%20v3-blue.svg
:target: https://www.gnu.org/licenses/gpl-3.0
:alt: GNU GPL v3 License