Content deleted Content added
Line 42:
Obviously the absolute values of any choice depends on how well-scaled the initial problem is. Marquadt recommended starting with a value λ<sub>0</sub> and a factor ν>1. Initiall set λ=λ<sub>0</sub>; and computing the residual sum of squares after one step from the starting point with the damping factor of
λ=λ<sub>0</sub>; and secondly with λ/ν If both of these are worse than the initial point then the damping is increased by successive multiplication by ν until a better point is found with a new damping factor of λ ν<sup>k</sup>
for some
If use damping factor λ/ν results in a reduction in squared residual then this is taken as the new value of λ (and the new optimum ___location is taken as that obtained with this damping factor) and the process continues; if using λ/ν resulted in a worse residual, but using λ resulted in a better residual then &lamda; is left unchanged and the new optimum is taken as the value obatined with λ as damping factor.
| |||