Determination method of an initial damping factor in the damped-least-squares problem.

By analyzing the relationship between eigenvalues of the product of the Jacobian matrix of performance functions and a damping factor, we believe that we have developed a new analytical method for setting an adequate initial value for the damping factor in the damped least-squares problem. The value of a damping factor should be almost that of a median of the eigenvalues. The effectiveness of the method is shown by some numerical experiments.