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<h4 class="subsection">39.2.6 Steihaug-Toint Conjugate Gradient</h4>

<p>One difficulty of the dogleg methods is calculating the
Gauss-Newton step when the Jacobian matrix is singular. The
Steihaug-Toint method also computes a generalized dogleg
step, but avoids solving for the Gauss-Newton step directly,
instead using an iterative conjugate gradient algorithm. This
method performs well at points where the Jacobian is singular,
and is also suitable for large-scale problems where factoring
the Jacobian matrix could be prohibitively expensive.
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