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To perform a line minimization from a point along a certain
direction , we wish to find
, the
optimum value of which minimizes

(27) 
This may be achieved in several ways. First, by calculating the
derivative of at ,
, taking a trial step
to
evaluate
and making a
parabolic fit to determine
.
Alternatively, since

(28) 
where
we find
as one of the roots of the quadratic equation

(32) 
where
etc.
Next: Bibliography
Up: Preconditioned conjugate gradient method
Previous: Appendix A
Peter Haynes