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RGCV for Steepest Descent

In order to demonstrate the use of the derivative method for computing the RGCV criterion, we will derive the update for for the steepest-descent algorithm. We have presented this method in a previous paper, but we did not present the vigorous justification at that time (Reeves and Perry 1992).

The basic form of the steepest-descent method is

Note that , the relaxation parameter, can be a fixed scalar, or it can be computed as a scalar function of the current estimate . In any case, it is considered to be a constant with respect to .

The first step is to take the derivative of with respect to . The result is

Then, multiplying both sides by and taking the summation over you have

Finally, making the substitution for the definition of , we get

which is the steepest-descent algorithm operating on , but using the same that was used for .


rlw@sundog.stsci.edu
Fri Apr 15 20:09:18 EDT 1994