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(4.41) |
where I denotes the unity matrix, and
the
Marquardt Parameter.
Depending on the result of the previous evaluation the value of
is adjusted.
A strategy is to decrease the value of
if the actual
reduction of the target function is in the range of the expected
value and to increase
if it is smaller.
As described in Section 4.1.8
for
the solution of (4.26) is
simply the Newton direction, and for
the
step
becomes parallel to the steepest-descent direction.