A
few more Robmin details
1.
The matrices are scaled to
be on the order of 1.
2.
A bracketing version of Newton's method is
used to solve for the lambda which predicts the ratio . This must be found nearly
exactly since at the beginning of the minimization it is not unusual to have . In the event that
the bracketing is all on one side Aitkin's extrapolation is used to speed the
convergence.
3.
On an unsuccessful
minimization
On every third unsuccessful minimization the Si's are recalculated.
4.
On a successful
minimization
In addition