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add lusolve

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This commit is contained in:
Val Erastov 2014-11-01 23:38:31 -07:00
parent a38db98017
commit 143819524b
1 changed files with 16 additions and 11 deletions
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27
web/app/math/noptim.js
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@ -304,7 +304,14 @@ optim.dog_leg = function(subsys) {
return res;
}
function lusolve(A, b) {
var At = n.transpose(A);
var A = n.dot(At, A);
var b = n.dot(At, b);
return n.solve(A, b, true);
}
g = n.dot(n.transpose(Jx), n.mul(fx, -1));
// get the infinity norm fx_inf and g_inf
@ -338,13 +345,17 @@ optim.dog_leg = function(subsys) {
h_sd = n.mul(g, alpha);
// get the gauss-newton step
// h_gn = n.solve(Jx, n.mul(fx, -1));
//h_gn = n.solve(Jx, n.mul(fx, -1));
h_gn = lsolve(Jx, n.mul(fx, -1));
//LU-Decomposition
// h_gn = lusolve(Jx, n.mul(fx, -1));
//Conjugate gradient method
//h_gn = optim.cg(Jx, h_gn, n.mul(fx, -1), 1e-8, maxIterNumber);
// solve linear problem using svd formula to get the gauss-newton step
// h_gn = lls(Jx, n.mul(fx, -1));
//solve linear problem using svd formula to get the gauss-newton step
//h_gn = lls(Jx, n.mul(fx, -1));
var rel_error = n.norm2(n.add(n.dot(Jx, h_gn), fx)) / n.norm2(fx);
if (rel_error > 1e15)
@ -383,12 +394,6 @@ optim.dog_leg = function(subsys) {
if (stop)
break;
// it didn't work in some tests
// // restrict h_dl according to maxStep
// double scale = subsys->maxStep(h_dl);
// if (scale < 1.)
// h_dl *= scale;
// get the new values
var err_new;
x_new = n.add(x, h_dl);