BCGN is a collection of python codes for sketched Gauss-Newton in either the variable or the observation dimension.
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/)
Please clone the repository and run the desired codes with Python. 'BCGN.py' and 'RSGN.py' are the main driver files.
Please report any bugs using GitHub's issue tracker.
This algorithm is released under the GNU GPL license.