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First step of the improvement

Assuming n>1, we can add some amount of the previous step ${\bf s}_{n-1}$ to the chosen direction ${\bf c}_n$ to produce a new search direction ${\bf s}_n^{(n-1)}$, as follows:  
 \begin{displaymath}
{\bf s}_n^{(n-1)} = {\bf c}_n + \beta_n^{(n-1)}\,{\bf s}_{n-1}\;,\end{displaymath} (10)
where $\beta_n^{(n-1)}$ is an adjustable scalar coefficient. According to to the fundamental orthogonality principle (7),  
 \begin{displaymath}
\left({\bf
r}_{n-1},\,{\bf A\,s}_{n-1}\right) = 0\;.\end{displaymath} (11)
As follows from equation (11), the numerator on the right-hand side of equation (9) is not affected by the new choice of the search direction:  
 \begin{displaymath}
\left({\bf r}_{n-1},\,{\bf A\,s}_n^{(n-1)}\right)^2 = \left[...
 ...ight)\right]^2 =
\left({\bf r}_{n-1},\,{\bf A\,c}_n\right)^2\;.\end{displaymath} (12)
However, we can use transformation (10) to decrease the denominator in (9), thus further decreasing the residual ${\bf
r}_n$. We achieve the minimization of the denominator  
 \begin{displaymath}
\Vert{\bf A\,s}_n^{(n-1)}\Vert^2 = \Vert{\bf A\,c}_n\Vert^2 ...
 ... +
\left(\beta_n^{(n-1)}\right)^2\,\Vert{\bf A\,s}_{n-1}\Vert^2\end{displaymath} (13)
by choosing the coefficient $\beta_n^{(n-1)}$ to be  
 \begin{displaymath}
\beta_n^{(n-1)} = - {{\left({\bf A\,c}_n,\,{\bf A\,s}_{n-1}\right)} \over
{\Vert{\bf A\,s}_{n-1}\Vert^2}}\;.\end{displaymath} (14)
Note the analogy between (14) and (6). Analogously to (7), equation (14) is equivalent to the orthogonality condition  
 \begin{displaymath}
\left({\bf A\,s}_n^{(n-1)},\,{\bf A\,s}_{n-1}\right) = 0\;.\end{displaymath} (15)
Analogously to (8), applying formula (14) is also equivalent to defining the minimized denominator as  
 \begin{displaymath}
\Vert{\bf A\,c}_n^{(n-1)}\Vert^2 = \Vert{\bf A\,c}_n\Vert^2 ...
 ... A\,s}_{n-1}\right)^2} \over
{\Vert{\bf A\,s}_{n-1}\Vert^2}}\;.\end{displaymath} (16)

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Next: Second step of the Up: IN SEARCH OF THE Previous: IN SEARCH OF THE
Stanford Exploration Project
11/12/1997