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Experience with Marquardt's
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4: Minimization
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Estimate of Marquardt
Parameter Q
One needs an artistic method to estimate
Q
which again is varied based on experience.
Q
is increased when predicted
and is otherwise decreased or left unchanged.
The natural ``scale'' for
Q
is given by
the average eigenvalue.
Marquardt's method is less precise than the diagonalization method but much faster;
finding eigenvalues and vectors is time consuming.
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu