Gets and sets the value of tau.
Namespace:
CenterSpace.NMath.AnalysisAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
Remarks
The Levenberg Marquardt algorithm is an iterative algorithm that
takes a step in the direction of decreasing function values on
each iteration. The initial step size is determined by the parameter
tau. Tau related to the size of the elements in the Jacobian
matrix of the minimized function evaluated at the starting point,
x0, of the iteration.
The algorithm is not very sensitive to the choice of tau, but as a
rule of thumb, one should use a small value, e.g. tau = 10^-6, is x0 is
believed to be a good approximation to the final solution x. Otherwise,
use tau = 10^-3 or even tau = 1. The default value is tau = 10^-3.