GNLineSearch

Location: ..\cubatch\Model_PARAFAC\private\GNLineSearch.m

function [DeltaMin,Fit] = GNLineSearch (X,Present,Delta,varargin);

Description:
Line search procedure for Gauss Newton methods to fit a 3way PARAFAC model.
It seeks the step length along a direction defined by dA, dB and dC providing a minimum of the loss function using a quadratic model.

Inputs:
X: I x J x K array
Present: values in X to consider in estimating the loss function
Delta: initial step length
A,B,C: current loading matrices
dA,dB,dC: updates for the loading matrices
 

Outputs:
DeltaMin: optimal step length along dA, dB and dC
Fit: value of the loss functio at the optimal step

Called by:
Model_PARAFAC\GNParafac

Subroutines:
Internal: none
External: pfloss

Author:
Giorgio Tomasi
Royal Agricultural and Veterinary University
MLI, LMT, Chemometrics group
Rolighedsvej 30
DK-1958 Frederiksberg C
Danmark

Last modified: 09-May-2002 21:22:08

Contact: Giorgio Tomasi, gt@kvl.dk

References
[1] - Gill P.E., Murray W., Wright M.H., "Practical Optimization", (Academic Press: 1986).
[2] - Tomasi G. and Bro R. "Fitting the PARAFAC model", Comp.Stat.Data Anal., 2002, Submitted