The determination of the charged particle momentum in HEP experiments
requires a fit of a parametrization to the points measured in a tracking
chamber. Various effects can result in deviations to the ideal helix
in the uniform field of a solenoid. One effect is multiple scattering,
which cuses a random walk of the particle and affects especially
low-momwentum tracks and very accurate measurements. The standard method
with a weight matrix, which includes the multiple scattering effects,
requires a solution time proportional to the third power of N, the number of
measured points, and has other disadvantages.