Marquardt's Method

• Marquardt's method is a simpler technique but with similar goals to the eigenvalue method.

• One replaces

  

• where I is the identity matrix.

• So this means we replace M by

  

• Clearly, if , then the two formalism's are roughly equivalent.

• Eigenvectors with eigenvalues >Q, are shifted by naive prediction while those with eigenvalue <<Q, have their shift drastically reduced.