Backtrack

The Backtrack mechanism for the correlation tour works almost
identically to that for the tour. The mechanism is as follows:
  1. Generate 2 p-dimensional normalized vectors: one will be used to 
project a group of variables in the horizontal direction and the other 
to project a separate group of variables in the vertical direction.
Call these the horizontal and vertical basis vectors.
  2. Interpolate through the horizontal and vertical vectors independently 
from the current projection to the new ones generated in 1.

As correlation tour runs, a history file of the basis vectors passed
is saved.  When Backtrack is selected the correlation tour runs
backward through this path.  Simultaneously, the number in the box to
the right of the Backtrack button changes to display the number of the
plane in the history file that the correlation tour is approaching.

When the correlation tour has backtracked to the first plane in the
history file, it turns around and moves forward through the history
file.  This is indicated by the button to the right of Backtrack which
instantaneously changes from B (Backward) to F (Forward). Similarly,
when the correlation tour has reached the end of the history file, it
reverses direction again and begins to move backward through the
recorded planes, and the button to the right of Backtrack
correspondingly changes to B.  When Backtrack is deactivated the
correlation tour begins again from the current projection overwriting
the history file from this position onward.

During Backtrack it is not possible to add or remove variables, since
the purpose is to retrace old steps.