Introducing an auxiliary variable the problem can be reformulated:

This may be done with the inverse square-root of the covariance matrix for the auxiliary variables using Method 2 in Higham (2002, p. 263).

One may need to introduce auxiliary variables or use a swap construct.

The trigger mechanism is also used to set auxiliary variables.

One option is to use the auxiliary variable as a basis for stratification, as discussed above.

In some cases, an older measurement of the variable of interest can be used as an auxiliary variable when attempting to produce more current estimates.

Dykstra's algorithm is of a similar form, but uses additional auxiliary variables.

The labels on the horizontal edges are simply auxiliary variables introduced to make the formulas simpler.

It is possible to define several auxiliary variables on the basis of combinations of these.

These indexes are auxiliary variables only used as an intermediary step, hence the name of the algorithm.