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Sabre

ALPHA

Sabre manual

Syntax: ALPHA number
where number is a positive real number.

Purpose:
The ALPHA command sets the value of the orthogonality constant, which is used to trigger special action during the model fitting process.

If the orthogonality criterion (which measures the propensity of the step direction to be orthogonal to the gradient) at any iteration is less than the orthogonality constant set to number by the ALPHA command, then the diagonal of the estimated Hessian matrix is doubled (after first ensuring that all elements on the diagonal are positive) and the iteration repeated.

A low value of ALPHA will cause action to be taken only in conditions of bad orthogonality. A high value will cause special action to be taken often, and is not usually recommended.

The default value of the orthogonality constant is 0.01. The current setting of the ALPHA parameter may be obtained by issuing the DISPLAY SETTINGS command.

The ALPHA command has no effect on model fitting instigated using the LFIT command.

Sabre manual

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