GradientDescent(lhs, rhs, initialGuess)

%   Author: Victor May
%   Contact: mayvic(at)gmail(dot)com
%   $Date: 2011-11-19 $
%   $Revision: $
%
% Copyright 2011, Victor May
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% A simple implementation of a gradient descent optimization.
function x = GradientDescent(lhs, rhs, initialGuess)
   maxIter = 100;
   iter = 0;
   eps = 0.01;
   
   x = initialGuess;
   res = lhs' * (rhs - lhs * x);
   mse = res' * res;
   mse0 = mse;
   while (iter < maxIter && mse > eps^2 * mse0)
       res = lhs' * (rhs - lhs * x);
       x = x + res;
       mse = res' * res;
       fprintf(1, 'Gradient Descent Iteration %d mean-square error %3.3f\n', iter, mse);
       iter = iter + 1;
   end

end