Next: Conjugate Gradient Method for
Up: TLS Overview
Previous: TLS Overview
Golub (1973) showed that the constrained minimization problem of equations
(1) and (2) is equivalent to minimization of
the so-called Rayleigh Quotient. If we define the vector
and
, the Rayleigh Quotient
takes the following form:
|  |
(3) |
After the minimization of equation (3), the resultant vector q
is the eigenvector associated with the smallest eigenvalue of
.
Next: Conjugate Gradient Method for
Up: TLS Overview
Previous: TLS Overview
Stanford Exploration Project
11/11/2002