CS 229 Project, Fall 2016
This repository contains the Fortran code used in "Geometry of nonlinear least squares with applications to sloppy models and optimization", a paper by Transtrum et. al (http://www.physics.byu.edu/faculty/transtrum/pubPDF/PRE83.036701.pdf).
It also contains a reimplementation of the above in Python using SciPy/NumPy, as well as methods of approximation to the original algorithm, which has n^3 scaling. See the file 'test.py' for examples of how to use the algorithm with or without approximation.