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Use LU factorization for determing Guess Newton step

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Val Erastov 2015-08-13 00:19:15 -07:00
parent 81b217bf2e
commit 021053aaee
1 changed files with 12 additions and 9 deletions
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21
web/app/math/optim.js
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@ -299,20 +299,23 @@ optim.dog_leg = function (subsys, rough) {
err = subsys.calcResidual(fx);
subsys.fillJacobian(Jx);
function lsolve(A, b) {
// if (csize < xsize) {
// var At = n.transpose(A);
// var J = n.dot(At, A);
// var r = n.dot(At, b);;
// return n.solve(J, r);
// } else {
// return n.solve(A, b);
// }
function lsolve_slow(A, b) {
var At = n.transpose(A);
var res = n.dot(n.dot(At, optim.inv(n.dot(A, At))), b);
return res;
}
function lsolve(A, b) {
if (csize < xsize) {
var At = n.transpose(A);
var sol = n.solve(n.dot(A, At), b);
return n.dot(At, sol);
} else {
return n.solve(A, b);
}
}
var g = n.dot(n.transpose(Jx), fx);
// get the infinity norm fx_inf and g_inf
var g_inf = n.norminf(g);