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Column Space Fitting (CSF) method for minimizing the error function f (M).
| 1: M ← initial matrix (M0). |
| 2: δ ← initial damping scalar (δ0). |
| 3: repeat |
| 4: Compute gradient (g) and Hessian (H) from Jacobian terms (Jj). |
| 5: repeat |
| 6: δ ← δ × 10. |
| 7: Find ΔM from vec (ΔM) ← (H + δI)−1g. |
| 8: until f (M− ΔM) < f (M). |
| 9: M ← M − ΔM. |
| 10: δ ← δ × 10−2. |
| 11: Orthogonalize M (keep mean vector t unchanged). |
| 12: until convergence. |
