Require: R, k, Ψ, S, I0, J0, μ, α

Calculate L (f2):

$L={\lambda }_{\mathit{\text{max}}}\left(\begin{array}{cc}\hfill \mu ·R^{T}R+\alpha ·S^T{\mathrm{\Psi }}^T\mathrm{\Psi }S\hfill & \hfill -\alpha S^T{\mathrm{\Psi }}^T\hfill \\ \hfill -\alpha \mathrm{\Psi }S\hfill & \hfill \alpha ·Id\hfill \end{array}\right)$

where λmax (A) is the largest eigenvalue of the matrix A.

Set Î0 = I0; Ĵ0 = J0; t0 = 1

while 0 ≤ k ≤ K − 1 do

$I_{k+1}=s_{f_2}^I({Î}_k,{Ĵ}_k)$

$J_{k+1}={𝕊}_{1/L}(s_{f_2}^J({Î}_k,{Ĵ}_k))$

$t_{k+1}=(1+\sqrt{1+4t_k^2})/2$

${Î}_{k+1}=I_k+\frac{t_k-1}{t_{k+1}}(I_k-I_{k+1})$

${Ĵ}_{k+1}=J_k+\frac{t_k-1}{t_{k+1}}(J_k-J_{k+1})$

end while