A critical view of three lens design methods:

damped least squares, Spencer’s and Glatzel’s

Juan L. Raycesa, Martha Rosete-Aguilarb

a
J. L. Rayces Consulting 5890 N. Placita Alberca, Tucson AZ 85718-
2925,Phone: 520-742-9324, Fax 520-742-9368, E-mail: j.rayces@juno.com.
b
Centro de Ciencias Aplicadas y Desarrollo Tecnológico, Universidad
Nacional Autónoma de MéxicoCircuito Exterior, Cd. Universitaria, 04510,
México D.F., MéxicoPhone: 5255-5622-8614, ext 119, Fax 5255-5622-
8651E-mail: martha@aleph.cinstrum.unam.mx

ABSTRACT and useful and were universally adopted. The first

A lens system can be represented as a point in
the N-dimensional parameter space. There is a set of
quantities called merit functions associated with points in
this parameter space that define the performance of the
lens system. Ideally this set can be reduced to a single
quantity called the merit function. Lens design iterations
consist of transferring from one point in parameter space
to another where the merit function indicates an
improvement. By repeating this process the designer may
eventually reach a satisfactory solution. Even when the
functions involved are theoretically continuous, the
transferring in parameter space may never be strictly
continous because it is a numerical process. Yet, it
should be possible to take arbitrary short steps on going
from one point to another. Long steps, or leaps, can
abruptly lead to undesirable regions from where it may
be difficult to return to the previous, more desirable
region. There are three common methods to set up the
merit function: Levenberg’s damped least squares (DLS),
G. Spencer’s constrained damped least squares (CDLS)
and E. Glatzel’s automatic adaptive correction (AAC).
This paper reviews the pros and cons of these methods. A
discontinuity found in Spencer’s method will be
discussed in detail.
Key word: Optical design.
1. INTRODUCTION
Several methods of optimization were tried at
the beginning of the computer-aided lens design era in
the late 1950’s. Of all these, methods based on the
principle of least squares1 emerged as the most practical
important modification of this method was the
introduction of what came to be known as the method of
damped least squares (DLS) proposed by Levenberg in
19442. Levenberg had in mind lens statistical applications
rather lens design when he devised his method. He
recognized the importance of controlling the length of the
solution vector in non-linear problems as he stated2: “If
the usual least squares procedure, performed with these
linear approximations, yields new values for the
parameters which are not sufficiently close to the initial
values, the neglect of second and higher order terms may
invalidate the process”. Additionally he states2 that “In
such cases, it would seem advisable to limit or damp the
absolute values of the increments of the parameters in
order to improve the first order Taylor approximation
and to minimize simultaneously the sum of the squares of
the approximating residuals under these damped
conditions”.
Apparently Hopkins et al3, Girard4, Meiron5
and Wynne6 were among the first to recognize the
practical value of Levenberg’s method and to apply it to
lens design.
G. Spencer, a graduate student at the University
of Rochester, Rochester N.Y. developed in 19637 the
method of constrained damped least squares (CDLS), a
method of lens optimization combining damped least
squares with Lagrange’s multipliers. In theory this
method minimizes a merit function formed by image
errors subject to dimensional and other constraints;
exactly what lens design is about.
It appears that Spencer used Levenberg’s
method because it solved the ill-conditioning problem* in
*
Spencer states in his paper7: “Now it is quite possible for the above set
of equations to be indeterminate. The possibility of indeterminacy may

1
the so-called ATA matrix8 and not because it controlled
the length of the solution vector, as was the true purpose
of Levenberg.
The publication of Spencer’s paper in Applied
Optics caused a stir among those involved in lens design
methods: it was greeted as a panacea. Unfortunately
Spencer’s method did not live fully up to expectations,
probably because of the discontinuity discussed here, and
was abandoned by many of its earlier enthusiastic
supporters.
E. Glatzel a mathematician and outstanding lens
designer with Carl Zeiss, Oberkochen, had developed in
19619 the method of automatic adaptive correction
(AAC) that was published in detail only in 196810.
Unlike Levenberg’s method, the length of the solution
vector is controlled by checking linearity at each step of
the process with a completely original device. With
Glatzel’s method it is theoretically possible to bring
exactly to target both image errors and constraint errors.
The number of these errors cannot exceed the available
degrees of freedom. It is not possible to automatically
balance the entities involved. The method works well in
the hands of experienced users. For these reasons
Glatzel’s method has appealed only to very few lens
designers.
J. Rayces and L. Lebich in 198311,12 in trying to
implement Spencer’s CDLS method into a lens design
program, discovered a disturbing discontinuity in the
method. This flaw is serious at the beginning of the
design when the constraint errors are large. But it can be
overcome by reducing these errors to negligible values
with Glatzel’s method13.
The flaw in CDLS is less serious during the
course of the design when the constraint errors are
considerably smaller, but it does not completely
disappear. It will be shown here that controlling the
magnitude of the hard merit function will result in
improved operation of Spencer’s method.
The authors of this paper were not able to find
other references to the CDLS flaw. It is quite possible
that the problem is well known to the few current
providers of commercial lens design computer packages,
but it is kept as a trade secret.
2. NOTATION AND DEFINITIONS.
In the early days of electronic computers, in the
1950’s, the first programs for optical design performed
the same operations as mechanical calculators: just ray
tracing. The next step consisted of programs to calculate
be removed, however, by employing a device suggested by Levenberg
and later used by Hopkins et al3 and Wynne6.”
and minimize the merit function. The initial results were
very successful and led to the hope that one day soon the
computer would completely take over the lens designer’s
job and prematurely people talked about automatic lens
design. It has not happened yet after 52 years. More
recently, and more realistically, computer aided lens
design has been used. Design is partly done by the
computer and partly by the lens designer who operates
the computer and the program. For this reason even if the
computer program does not minimize the merit function,
the two together will optimize the design. So this is the
word we shall use in this paper.
2.1 Lens system as a point in the N-dimensional
parameter space.
A lens system at any time during the design
stage may be represented by a point P in an N-
dimensional space, figure 1, where the coordinates are
parameters, that is, all entities in the lens system that are
allowed to vary during the design process.
Examples of lens parameters are surface
curvature of lens elements, axial separation between
surfaces, refractive index and dispersion of glass
material, etc.
predicted point
region of linearity
solu
tion
vec start point
t or
r
cto
ve
ion
sit
po
Fig. 1. -The lens configuration represented by a point P in the N-
dimensional parameter space. The coordinates are scaled
parameters.
Let xn denote the value of the -nth parameter.
The location of point P in the N-dimensional space is
defined by a
POSITION VECTOR [ x] = [ x1 , x2 , x3 ,..., xN ] (1)
2
 The aim of all design methods is to improve the
performance of the lens system. These methods will
compute changes ∆xn to the parameters. The vector
formed with the parameter changes is the
SOLUTION VECTOR [ ∆x ] = [ ∆x1 , ∆x2 , ∆x3 ,..., ∆xN ]
absolute minimum
constrained minimum
Fig. 2. The problem of constrained optimization. Families of curves
Φ=const., Ψ=const., in the 2-dimensional numerical example.
2.2 Region of linearity, scaled parameters.
Lens design methods are based on power series
expansions where the derivatives of order higher than the
first are neglected, a process called linearization. The
parameter changes must be restricted to small values so
that errors from neglecting higher order derivatives are
negligible or tolerable. The restriction to small parameter
changes defines a region called region of linearity.
Successful results depend to a great extent on
how close to a hypersphere the region of linearity is.
Assuming that there is a way of determining the
boundary of the region of linearity it is desirable that the
magnitude of the change for each of the parameters be
the same in terms of the radius of the linearity
hypersphere.
With this purpose in mind a scaling factor ςn is
applied to each parameter and each parameter change
independently.
SCALED PARAMETER X n = ς n xn ,
SCALED PARAMETER CHANGE ∆X n = ς n ∆xn .
Correspondingly we have these vectors:
SCALED POSITION [ X] = [ X 1 , X 2 , X 3 ,..., X N ] , (5)
SCALED SOLUTION [ ∆X] = [ ∆X 1 , ∆X 2 , ∆X 3 ,..., ∆X N ] , (6)
The scaling factor is an indispensable tool to
handle parameters of different nature, like curvatures and
(2)
axial separations, but also parameters of the same nature
and different dimensions like the curvatures of the
primary and secondary mirrors in astronomical
telescopes.
2.3 Performance assessment, functions.
Performance of a lens system can be expressed
by a set of quantities that are to be compared with a set of
specifications.
These quantities are functions of parameters of
the lens system. Hardly ever are these functions
expressed in closed form. Most frequently they are
evaluated by means of algorithms.
Given the basic specifications of a lens system
like relative aperture, field of view and spectral range the
immediate purpose of the design is to achieve acceptable
image quality by reducing aberrations (image errors) to
negligible values. All these image errors are functions of
the system parameters.
Also involved in the design are quantities
related to the physical structure of the lens system that
are functions of the lens parameters.
Examples of functions are the coefficients of the
expansion of the wave aberration; the geometric
aberrations of each ray in a fan; the back focal distance,
the height of a ray on a given lens surface; the geometric
radial distortion; the position of the entrance pupil, etc.
etc.
2.4 Soft and hard functions, errors targets, weights.
For the design process a target is assigned to
each function. The difference between a function and its
target is the current error. This difference may or may not
be weighted. Generally when the errors are reduced to
zero or small values the performance improves.
We recognize two types of errors the soft errors
and hard errors. Generally soft errors are related to
image quality and hard errors are related to opto-
mechanical constraints. Associated with those errors are
soft functions and hard functions, soft targets and hard
targets and soft weights only. The following symbols are
(3) used for those entities.
(4)
SOFT HARD
3
 COMPUTED FUNCTIONS ϕj Pbg ψk P bg The reason for functions and errors being called
soft or hard is simply because soft targets or hard targets
ASSIGNED WEIGHTS wj none
respectively, are assigned to them. It is possible for an
ASSIGNED TARGETS sj hk image error to be assigned a hard target and then it
COMPUTED ERRORS εj ηk becomes a hard error. Also a non-image error could be
assigned a soft target and then it becomes a soft error

Soft errors are those that can logically be SOFT ERROR VECTOR: E = [ε1 , ε 2 ,…ε J ] (9)
minimized, there is a reasonable tolerance for them. Soft
errors are mostly image errors, and they are related to the HARD ERROR VECTOR: H = [η1 ,η2 ,…ηK ] (10)
other entites by:
There are no weights for hard errors because
SOFT ERROR ε j ( P ) = w j ⋅ ϕ j ( P ) − s j  . (7) eventually they will be reduced to zero and then a weight
will have no effect on them.
Hard errors, mostly non-image errors, are those
2.5 Soft and hard merit functions.
that for good reasons must be reduced to zero, there is no
In order to assess the improvement in
useful tolerance for them. If there exists a tolerance, and
performance of a system it helps to reduce the results to
it were taken advantage of, the benefit to image quality
the least possible number of quantities. In optical design
would be imperceptible. Suppose there is a 1% tolerance
it is common practice to call these quantities merit
in the focal length, so if the focal length is made shorter
functions, defined as the sum of the square of errors: We
by that amount, the aberrations would decrease by the
have, then:
same amount which is negligible. If there is a tolerance
of 10% then it would be wise to use that tolerance at the
SOFT MERIT FUNCTION: Φ 2 ( P ) = ET E = ∑ j =1 ε 2j
J
outset, but it would not be permissible to go beyond that (11)
during lens optimization.
HARD MERIT FUNCTION: Ψ 2 ( P ) = HT H = ∑ k =1ηk2
K
(12)

2
It should be kept in mind that soft weights are
absorbed into the soft errors. Weights make up for the
difference in the importance of the functions that go into
the construction of the soft merit function.
1
2.6 Linearization and error changes.
4 The optimization methods discussed here
2 start point of
6
0 require that either the soft merit function is minimized, or
first iteration
3 the hard merit function be reduced to zero, or both:
Φ 2 ( P ) = ET E = ∑ j =1 ε 2j = min
5 J
(13)

Ψ 2 ( P ) = HT H = ∑ k =1ηk2 = 0 (∴ each ηk = 0) (14)

K

and perhaps other conditions. The merit functions are

Fig. 3 Least squares method: several iterations. No control on the length
of the solution vector. From starting point to end point,which is the
beginning of the next iteration, there is a leap.
Hard errors, are related to the other entities by:
HARD ERROR ηk ( P ) = ψ k ( P ) − hk .
formed by complicated functions of the lens system
1
parameters that hardly ever exist in closed form and are
always evaluated by means of algorithms
Methods of solution of non-linear systems of
equations are generally extensions of the Newton-
Raphson method. The functions involved are expanded
in a Taylor series and terms of order higher than the first
(8) are neglected.

4
 In the region of linearity the changes ∆ε j , ∆ηk With matrix notation the linear equations for
of soft and hard errors are given by systems of linear changes in the errors when parameters change can be
equations: written

∆E = A ⋅ ∆X (22)
∂ε j ∂ϕ j
∆ε j = ∑ N ∆X n = ∑ N w j ∆X n (15) ∆H = C ⋅ ∆X (23)
∂X n ∂X n
∂η ∂ψ k
∆η k = ∑ N k ∆X n = ∑ N ∆X n (16)
∂X n ∂X n
halt point of current
Two vectors are formed with the soft and hard end point of current
iteration at
error changes: iteration

SOFT ERROR CHANGES V.: ∆E = [ ∆ε1 , ∆ε 2 ,… ∆ε J ] (17)

HARD ERROR CHANGES V.: ∆ H = [ ∆η1 , ∆η2 ,… ∆ηK ] (18)

2.7 Jacobian matrices

locus of solutions
Each iteration in the design process starts with
the computation of partial derivatives of soft and hard halt point of previous
errors with respect to parameters, iteration, start point of
Generally J > N and always K ≤ N in a system current iteration
of N parameters, J soft errors and K hard errors,
These partial derivatives are elements of two
Fig. 4. Damped least squares method, single iteration. Solutions for
matrices, a J×N damping factor ∞ ≥ κ ≥ 0 Dots denote discrete values of the damping
factor where the soft merit function Φ2 is evaluated. The solution is
LM ∂ϕ 1 ∂ϕ 1 OP continuous from end point of previous iteration to end point of current
iteration.
MM ∂X 1 ∂X N
PP
A=M PP 2.8 Iterations; start, test, halt and end points.
SOFT JACOBIAN:
MM PP
In the lens design process the final solution will
be reached by iterations. In this process there are outer
MM ∂ϕ J ∂ϕ J
PQ
cycles marked by a recomputation of partial derivatives
N ∂X 1 ∂X N and inner cycles or steps where the position vector is
gradually changed, and performance (merit function) is
(19)
and a K×N evaluated. In the case of the adaptive correction method,
LM ∂ψ 1 ∂ψ 1 OP AAC, linearity is checked
In optimization methods there are four

HARD JACOBIAN C=M

M ∂X 1 ∂X N
PP
MM ∂ψ K ∂ψ K
N ∂X 1 ∂X N
The arrays of partial derivatives are often called
change tables.
In practice, with few exceptions, the partial
derivatives are approximated by the ratio of finite
differences
(20)
landmarks in each iteration: (1) a start point where the
partial derivatives are computed; (2) many successive test
PP points, or steps, at short intervals where the performance
Q is evaluated, generally by computing the merit functions;
(3) a halt point where the computation is interrupted
because there is no longer convergence (improvement of
the merit function), then a new iteration is started; (4) an
end point which is predicted at the start point assuming
linearity.

∂ϕ ∆ϕ ∂ψ ∆ψ
≅ , ≅ . (21)
∂x ∆x ∂x ∆x

5
 3. NUMERICAL EXAMPLE
We shall illustrate the design methods discussed
below with an example using soft and hard non-linear
functions of two parameters, X1 and X2 (N=2).
SOFT ERRORS AND MERIT FUNCTION
ϕ1 = ( X 1 − 3) ⋅ ( X 2 + 1) ,
2 2
s1 = 0, w1 = 1,
ϕ 2 = X 12 + 25 ( X 2 − 4 )
2
s2 = 0, w2 = 1,
Φ 2 = (ϕ1 − s1 ) w12 + (ϕ 2 − s2 ) w22 .
2 2
The family Φ 2 = const. is the set of asymmetric
curves, Figure 2. The minimum of this merit function is
at the point of coordinates X 1 = 2.6853 , X 2 = 3.9932 .
HARD ERROR AND MERIT FUNCTION
ψ = 89 ( X 1 − 5 ) + 8 ( X 2 − 10 )
2 2
31
h = 4,
Ψ 2 = (ψ − h )
2
The family Ψ 2 = const. is the set of symmetrical
curves (ellipses) in Figure 2 One of the curves, Ψ 2 = 0 ,
shown as heavy line, is the constraint.
start point of first
iteration
Fig. 5. Damped least squares method: several iterations. All iterations
begin with κ=∝ at halt point of the previous iteration. Iterations halted
where the merit function Φ2 is a minimum, generally before κ=0.
The solution, i.e. the constrained minimum, is
easily spotted in the 2-dimensional plot: it is the point
where the constraint curve is tangent to one of the curves
in the Φ 2 = const. family. In this case the coordinates of
the solution are X 1 = 3.3585, X 2 = 3.5479 .
This problem, even with the limitation to N=2,
gives to our 3-D mind a hint of what happens in the N-
dimensional space.
4. LEAST SQUARES AND DAMPED LEAST
SQUARES METHODS
4.1 The problem and the solution.
The problem of minimizing the soft merit
function is stated as:
Φ 2 ( P ) = ET E = ∑ j =1 ε 2j = min
J
(24)
Under the assumption that the functions
involved are all linear, it is solved with the well-known
method of least squares:
∆X = ( ATA ) AT E
−1
(26)
Note that ATA is an N × N square matrix, and
T
that A E is an N×1 column vector.
It may be used with non-linear systems. It will
not be efficient and the solution must be iterated. Figure
3 shows several iterations of the plain (not damped) least
squares solution applied to the soft function of the
sample problem
For a given starting point the solution vector is
in the vague general direction of the minimum. It is a
discontinuous process because there is a leap from the
end point of a given iteration to the next predicted point.
There is no parameter available that can be used to
control the length of the solution vector.
4.2 Control of the solution vector length.
The plain least squares solution is converted to a
continuous process with Levenberg’s method, and the
length of the solution vector can be controlled.
The problem as stated by Levenberg is this:
multiply the sum of the squares of the parameter changes
by a scalar κ, add the product to the sum of the squares
of errors, and then minimize both terms.
Φ 2 ( P ) = ET E + κ ⋅ XT X = min , (27)
The quantity κ is called damping factor and must be
found by trial and error.
In the solution, a diagonal matrix κI appears
added to the square matrix ATA :
6
 ∆X = ( ATA + κ I ) AT E , 5. LAGRANGE’S METHOD OF
−1
(28)
UNDETERMINED MULTIPLIERS AND
SPENCER’S CONSTRAINED DAMPED
I is the unit matrix. The damping factor κ can take any
positive value between zero and infinity but its optimum
LEAST SQUARES METHOD
value, the value such that Φ2 is a minimum must be found
by trial and error. 5.1 The problem and the solution.
Given the conditions that the merit function be
minimized and the hard merit function be reduced to
Damped least squares solution: zero,
∞ ≥κ ≥ 0
if κ = ∞, ∆X = 0 Φ 2 ( P ) = ET E = min,
(30)
Ψ 2 ( P ) = HT H = 0 (∴ each ηk = 0).
∆X = ( A A + κ I ) A E
−1
if ∞ > κ > 0, T T

∆X = ( ATA ) AT E
−1
if κ = 0, Assuming strict linearity the problem may be solved with
Lagrange’s method8.
Fig. 6. In the method of damped least squares the beginning of an
iteration is at the point where the previous iteration ends: there is no
−1
discontinuity.  ∆X   ATA CT   AT E 
 λ =  ⋅  (31)
4.3 Search for halt point.    C 0   H 
The merit function becomes a function of the
damping factor Φ 2 (κ ) during a given iteration λ‘s are undetermined multipliers.
In the case of non-linear systems like
In order to find Φ 2
, a quantity χ is defined
min
optimization it will be necessary to compute the matrices
and iterate the process. But every time there will be a
1 1 leap always with the danger of jumping into a bad area
χ=m , m > 0 ∴ κ = m − 1. (29)
κ +1 χ from where it is difficult to return. There is no record of
any one using Lagrange multipliers in optimization even
with partial success.
This quantity is incremented in short steps from
χ = 0, (κ = ∞ ) to χ = 1, (κ = 0 ) . The merit function Φ2, 5.2 Control of the solution vector length.
or log(Φ2), is computed at every step: it will decrease Borrowing from the method of damped least
slowly at the beginning, and then will increase abruptly. squares, for non-linear systems, Spencer, multiplied the
When Φ2 begins increasing the previous step is retraced sum of the squares of the parameter changes by a scalar
and the search for Φ 2min halts to begin a new computation κ, added the product to the sum of the squares of error
of partial derivatives. and minimized both terms, thus:
In Figure 4 it may be seen that the starting point
and end point of the plain least squares solution and Φ 2 ( P ) = ET E + κ∆XT ∆X = min,
(32)
damped least squares are the same. But there is a leap in Ψ 2 ( P ) = HT H = 0, (∴ each ηk = 0).
the former while the latter describes a curved path. It may
be seen that the curve starts normal to the loci of
Note that nothing is done to damp the
Φ2=const. then it takes a sharp turn and ends parallel to
contribution of the vector of hard errors to the problem.
the loci. In between the curve has a better chance of
being tangent to one of the loci and that is the point In the solution the damping factor κ appears added to the
where Φ2=min. occurs. It is conceivable that something diagonal elements of matrix ATA as in the case of
similar happens in the N-dimensional space where the damped least squares but not to the entire matrix.
loci are hypersurfaces and the path of solutions is still a
curved line. −1
 ∆X   ATA + κ I CT   AT E 
 λ =  ⋅ , (33)
   C 0   H 

7

5.3 A gap in Spencer’s method.
Spencer’s method comes very close to being the
ideal method for lens design, except for the already
mentioned indetermination at the origin when hard errors
are not negligible.
end point of
previous iteration, leap
start point of
current iteration
end point of
current iteration
Fig. 7.- Lagrange’s method of undetermined multipliers. It may result in a
leap, likely to fall beyond the region of linearity.
At the point where one iteration halts and the
next one begins with the computation of the partial
derivatives, in the method of damped least squares,
as κ → ∞, ∆X → 0
There is continuity in the solution path in the N-
dimensional parameter space, even when the direction of
the solution vector changes abruptly.
On the other hand, at the point where one
iteration halts and the next begins, in Spencer’s method,
as κ → ∞, ∆X → CT ⋅ ( CCT ) ⋅ H
−1
a non-zero value, Appendix I. This proves beyond doubt
that there is a discontinuity in the solution path. It is a
jump or leap into a most likely undesirable region of
parameter space. How serious the leap is depends on
matrix C and vector of hard errors H.
Nothing can be done about C since it is made up
of computed partial derivatives.
At the very beginning of the design process it is
probable that the constraints are far from their targets and
the vector of hard errors H is large. Then the
discontinuity is a serious matter. Later on in this
discussion we shall see the advantage of using the
automatic adaptive method of Glatzel’s to bring all
constraints to target before starting to use Spencer’s.
method.
As the computation progresses the vector of
hard errors is shorter, yet it is necessary to be careful that
it is kept within limits during the search for a halt point,
as it will be explained immediately,
5.4 Search for a halt point
A small quantity δ called ceiling to be used to
compare with the value of Ψ2 is set up on the basis of
previous experience before starting the search.
As in the method of damped least squares, in
order to find the halt point of the iteration, the quantity χ
defined by equation (29) is incremented in short steps
from χ = 0 (κ = ∞ ) to χ = 1 (κ = 0 ) . The merit
functions Φ2, or log(Φ2), and Ψ2 are computed at every
step. The former will decrease slowly at the beginning
and then will increase abruptly. The latter will increase
monotonically, figure 11. When Φ2 increases, or when
Ψ2 reaches the value of δ, whichever comes first, the
previous step is retraced and the current iteration halts to
begin a new iteration.
If value of Φ2 in the new iteration is larger than
the one in the previous one and/or it never decreases, that
is a sign of non-convergence. The previous iteration must
be repeated with a smaller value of the ceiling δ. When a
satisfactory value of the ceiling is obtained, it will last for
many optimization iterations without having to change it.
Spencer's solution
∞ ≥κ ≥ 0
∆X = CT ⋅ ( CCT ) ⋅ H
−1
if κ = ∞, ( ∆X ≠ 0 )
−1
 ∆X   ATA + κ I CT   AT E 
if ∞ > κ > 0,  λ =  ⋅ 
   C 0   H 
−1
 ∆X   ATA CT   AT E 
if κ = 0,  λ =  ⋅ 
   C 0   H 
Fig. 8. In Spencer’s method one iteration begins at a point different from
the ending point of a previous iteration when the vector of hard errors is
not zero: therefore there is a discontinuity at the origin.
5.4 Large quantities of errors.
The DLS and CDLS methods are well suited to
handle a large amount of image errors as is the case when
the errors are samples of ray aberrations of dense fans of
rays through the entrance pupil for several different
colors (wavelengths), many field points and a good
number of zoom positions. The number of errors may
8
thus reach several thousand. This does not mean that the
computer memory has to store matrices with several ∆σ
L= . (37)
thousand rows, as explained in Appendix II. ∆ξ

6.GLATZEL’S AUTOMATIC ADAPTIVE ∆ξ is the step length defined above and ∆σ is the solution
CORRECTION METHOD. vector increment, Fig. 11.

6.1 The problem and the solution

In Glatzel’s Adaptive Correction (ACM) start point of first iteration
method all errors are hard errors and are independently
reduced to zero. When the number of parameters exceeds
the number of functions, N > K , the indetermination is
removed by adding the condition that the norm of the
solution vector,Ω2 be a minimum:

Ψ ( P ) = HT H = ∑ k =1ηk2 = 0 ∴ each ηk = 0,
K

(34)
Ω = ∑ n ∆X n2 = min.

the matrix solution for this system, assuming linearity, is

∆X = CT ( CCT ) ⋅ H.
−1
(35)

The search for a solution in a non-linear system Fig. 10. Spencer’s method: several iterations. Points P0, P1,... are start
points of each iteration where partial derivatives are computed. Points E0,
is in steps of length
E1,... are halt points of each iteration, either when Φ=min or when κ=0.
Note discontinuities.
∆ξ = χ ⋅ ∆X, 0 < χ ≤ 1. (36)
The hard merit function is reduced to zero and
the square of the vector of parameter changes is
minimized
halt point of
previous leap or discontinuity The value of the linearity ratio is used to
iteration, start determine the length of the parameter increment ∆ξ. It is
point of current end point of
iteration current iteration also used to establish the end of the iteration, when
L exceeds certain arbitrary limits:
first point locus of solutions
of current 0.7<L<1.4. (38)
iteration
Then a new iteration starts with the computation of
partial derivatives. This is the counterpart of the DLS and
CDLS methods where a new iteration starts at the point
Φmin of the previous iteration.
As already mentioned DLS, and CDLS are well
suited to handle a large amount of errors as it will be the
Fig. 9. Spencer’s method: single iteration. Partial derivatives for the case when the goal is to minimize the rms spot size or the
current iteration are computed at the halt point of the previous iteration.
Note discontinuity from start point to first point of current iteration.
rms wave aberration for each design wavelength and
each field point with sample values from rays distributed
regularly over the lens pupil.
At each step the error vector and the linearity Glatzels method, on the other hand is limited to
ratio are computed. This linearity ratio is defined as bringing to target only a comparatively small number of
errors, It is completely out of the question to try and

9
control the rms spot size or rms of the wave aberration number of lower powers which balance it in the best
obtain by a number of sample values obtained by ray way.”
tracing. Except that the only a finite number of
Instead it is possible from ray tracing data to coefficients can be used: the Zernike expansion, equation
compute the coefficients of the expansions of the (39), must be truncated somewhere. This is a common
geometric aberration or wave aberration14, define these problem to all infinite expansions.
coefficients as errors and then control their value with
Glatzel’s method.
Glatzel’s method is particularly well suited to
new iteration starts
work with coefficients of the Zernike expansion of the at halt point
wave aberration function15 written in the form16
first starting point,
∞ constraints satisfied
W ( ρ ,ϑ ) = A00 + ∑ n + 1 An 0 exactly
n =1
∞ n
(39)
+ ∑∑ 2 ( n + 1) Anm R m
n ( ρ ) cos mϑ ,
n =1 m =1

and the variance is short leap

∞ n at start of
W 2 = A002 + ∑∑ Anm
2
.......................(40) next iteration , constraint
n =1 m = 0 , ceiling

Fig. 12. Spencer’s method. It works well when hard errors are all zero at
the beginning and are maintained at very small residuals during the
iterations.

Besides, with Glatzel’s method the number of

minimum
ceiling
Fig. 11. Spencer’s method: single iteration. Search of optimum damping
factor starts with χ=0 (κ=∝), and then progressively larger values towards
χ=1 (κ=0). The process is halted when either Φ=min., as in the DLS
method, or whenΨ=δ. The value of the “ceiling”, δ, is obtained by trial and
error.
As Zernike17 himself explained almost half a
century ago; “...there is no use in leaving a residual of
lower order aberrations to balance a higher one. Or
expressed in the old way: Each circle polynomial
contains next to the highest power of r (zonal radius) a
functions can never exceed the number of parameters,
K ≤ N , then the condition η = 0 cannot be satisfied for
all functions of interest and it requires considerable skill
and experience to achieve a balance of errors by
appropriately targetting a selected number of functions.
This does not prevent the adaptive method from
being useful in the early stages of design. Generally there
is a sufficient number of parameters to satisfy all the
optomechanical constraints plus the coefficients of a
limited number of aberration coefficients. When the point
where K = N is reached, then it is the time for a designer
who is not a genius like Glatzel’s to start using Spencer’s
method.
The advantage of Glatzel’ method as a teaching
tool, not only for students but also for professionals,
cannot be denied in spite of its limitations. Designers
with many years of experience who have used AAC
confirm as true what Glatzel10 stated: “...the biggest
advantage of all in the adaptive method is that it enables
the designer to learn about the inherent correction
potentialities of a given basic type of system”. Something
difficult to claim by designers who blindly use other
methods.

10
 Glatzel’s method succeeded because of a
number of devices not evident in the solution of matrix
equations. One of these devices is the test that will insure
that the successive points in the solution vector are at all
times within the region of linearity, i.e. the linearity test
already explained.
∆ξ step length
increment of predicted
solution vector length
error vector length
parameter
change, ξ
predicted solution vector length , σ
Fig. 13. Linearity test in Glatzel’s method. See text.
Another device is the method of correction of
errors. A selected first error is brought to zero, then a
second, next a third one. Each time the errors previously
corrected remain exactly on target. Internally, each time a
new error is targeted to zero the program works on the
new error, while the others depart from their zero target.
When one of the old errors becomes larger than the first,
the program will work on that one, and so on and so forth
until all the errors, including the new one, are again zero.
Glatzel’s method performs flawlessly. He was
not the only one to try a method of correction where the
core is equation (35). About the same time Hopkins and
Spencer18 had tried it too, apparently without success and
probably because they did not have Glatzel’s ingenuity.
7. CONCLUSIONS.
In the method of damped least squares (DLS)
there is just one merit function and the transfer from
point to point can be made in steps as short as necessary
and the results are generally excellent. The problem with
this method is that the merit function is an unholy
combination of functions of different nature such as
image errors and opto-mechanical constraints. These
must be properly weighted to form the merit function.
The design ends at a point when the merit function can
no longer be minimized and the success of the process
depends to a great extent on the set of weights chosen.
In Spencer’s method of constrained damped
least squares (CDLS) the problem of selection of weights
is simplified by using two merit functions. One of them
involves only image errors and we call it soft merit
function. The other involves all the other errors, mostly
opto-mechanical constraints, and we call it hard merit
function. The value of the latter should at all times be
zero or a very small value, therefore there is practically
only one merit function to watch to asses the progress of
the computations. The design ends at a point when the
soft merit function cannot be further optimized and
success depends to a much lesser extent on the choice of
weights than the DLS.
∆σ
The problem with CDLS is a disturbing
discontinuity at the very beginning. It cannot be
overcome by reducing the length of the steps because the
steps have not even begun. A proof that there is a
discontinuity is given in Appendix I. In successive
iterations after the first, the leap caused by the
discontinuity still exists but is minor . It can be controlled
by halting the search for a minimum soft merit function
when the hard merit function reaches a specified ceiling.
Glatzel’s automatic adaptive correction method,
AAC, is unrelated in principle to DLS and CDLS. The
errors must be split into a number of parts and each part
treated as a hard function. Logically, the number of these
errors cannot exceed the number of parameters.
The use of AAC and CDLS can be combined.
At the beginning of the design, with AAC, all opto-
mechanical constraint errors are reduced to zero as well
as a number of the most significant aberration
coefficients until the number of errors is the same as the
number of parameters.
design starts with Glatzel's method
constrained minimum
reached
all constraints satisfied:
Glatzel's method ends
then Spencer's method starts
Fig. 14. Glatzel’s method may be used at the beginning of the design to
satisfy all constraints, then Spencer’s method will behave well if hard
errors are controlled during iterations.
11
 At that point the designer changes over to the
CDLS method which is superior when dealing with a Obviously
large number of errors and it becomes necessary to make 1 2 1 T
a compromise at the same time that constraints are all limκ →∞ Φ ( P ) = 0, limκ →∞ E E=0 (40)
κ κ
maintained on target.
The operation with AAC and CDLS combined therefore
for the solution of the numerical example is shown in
∆XT∆X = min. (41)
figure 14.
A lens design program, called Eikonal, based on
This, together with the second of equations (34) are the
these two methods was used exclusively at the Applied
same as the conditions in Glatzel’s method, therefore the
Optics Division of the Perkin-Elmer Corporation since
solution is the same, equation (32)
1970. It continued to be used in its former divisions after
1991 when the company divested itself of the defense
and space business. ∆X = CT ( CCT ) ⋅ H (42)
QED
ACKNOWLEDGMENTS
APPENDIX II. THE PRODUCTS ATA AND ATE
The authors wish to express their appreciation to
Dr. Wu Jiang, Dr. Chungte B. Chen, Ms. Ronnie Yuan One should expect to find in an optimization
and Miss Stacy Shouru Chen for their help and problem a reasonable number N of parameters and a
suggestions in preparing this manuscript and slides for reasonable number K of hard errors (constraints). But the
the presentation at Photonics Asia, 2002. number of soft errors J may be really large, like many
thousands, when optimizing, for instance the spot sizes.
IN MEMORIAM At a glance it may appear that it is necessary to
store in the computer memory a huge J×N matrix A and a
This paper is dedicated to the memory of Dr. huge J×1 vector E. This is not so: the largest matrix to be
Earhard Glatzel, one of the most outstanding lens stored is an N×N matrix ATA and an N×1 vector ATF.
designers of the XXth century who passed away in Just before evaluation, j=0, matrices ATA and
T
Heidenham, Germany, early this year. A E are reset to zero
Errors and partial derivatives are computed one
APPENDIX I. SPENCER’S SOLUTION FOR at a time from j=1 to j=J when the lens system is
κ→∝ evaluated The partial derivatives are set in a 1×N vector
Aj and the error is set in a 1×1 vector Ej:
Spencer’s solution for the vector of parameter
changes, ∆X , becomes undefined for κ → ∞ . Therefore  ∂ε ∂ε ∂ε 
it is necessary to derive an alternative form valid for this
A j =  j , j ,… j  , Ε j = (ε j ). (43)
 ∂X 1 ∂X 2 ∂X N 
particular case.
We start with the conditions in Spencer’s
Each time the derivatives and errors are
method
computed, the matrix and the vector are updated:
Φ 2 ( P ) = ET E + κ ⋅ ∆XT∆X = min . j −1 j −1

Ψ 2
( P) = H T
H = 0 ∴ each ηk = 0
(38) ATA = ∑AA
i =0
T
i i + ATjA j , AT E= ∑A E
i =0
T
i i + ATj Ej (44)

If both sides of the first equation are divided by any until j=J.
arbitrary quantity the solution is unchanged: the
minimum falls at exactly the same point. As a particular
case we divide both sides by the damping factor κ to REFERENCES
obtain 1
S. Rosen, and C. Eldert, “Least squares method for optical
correction”, J. Opt. Soc. Am., 44 No.3, pp.250-252 (1954).
1 2 1
Φ ( P ) = ET E + ∆XT∆X = min . (39)
κ κ

12
2
K. Levenberg, “A method for the solution of certain nonlinear
problems in least-squares”, Quart. Appl. Math. 2, 164 (1944)
3
R. E. Hopkins, C. A. McCarthy, R. Walters, J. Opt. Soc. 45,
363, (1955)
4
A.Girard, Rev. Opt. 37, 225, 397 (1958)
5
J. Meiron, J. Opt. Soc. Am. 49, 293 (1959)
6
C. G. Wynne, Proc.Phys. Soc. (London) 73, 777 (1959)
7
G. H. Spencer, “A flexible automatic lens correction
procedure”, Appl. Opt. 2, No.12 pp.1257-1264 (1963)
8
G. Golub, “Numerical methods for solving linear least squares
problems”, Numerische Mathematics, 7, 206-216 (1965)
9
E. Glatzel, “Ein neues Verfahren zur automatischen
Korrection optischer Systeme mit electronischen
Rechenmaschinen” Optik, 18 (10/11) 577-580 (1961)
10
E. Glatzel and R. Wilson, “Adaptive automatic correction in
optical design”, Appl. Opt. 7, No.22 p265 (1968)
11
J. L. Rayces and L. Lebich, “Optimization of constrained
optical systems”, (A), JOSAA 1, p.1219 (1984)
12
J. L. Rayces and L. Lebich, “Experiments on constrained
optimization with Spencer’s method”, Optical Engineering, 27,
No.12 pp. 1031-1034 (1988).
13
J. L. Rayces and L. Lebich, “A hybrid method of lens
optimization”, OSA Annual meeting, Santa Clara, California,
October 30-November 4 (1988).
14
J. L. Rayces, “Least squares fitting of orthogonal
polynomials to the wave aberration function”, Applied Optics,
31, 13 pp.2223-2228 (1992).
15
J. L. Rayces, A. Hsieh, “Lens design with Glatzel’s adaptive
method and the Nijboer-Zernike Aberration coefficients” (A), J.
Opt. Soc. Am., 62, p.711, (1970)
16
G. S. Frysinger, “Using Zernike polynomials”, Optics and
Photonics News, 3, 12, p.3 (1992).
17
F. Zernike, “The diffraction Theory of aberrations” Optical
Image Evaluation Symposium, NBS Circular 526, p.1 (1954).
18
R. E. Hopkins and G. Spencer “Creative thinking and
computing machines in optical design”, J. Opt. Soc. 52, 2 pp.
172-176 (1962).

13