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improved performance of dogleg

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This commit is contained in:
Val Erastov 2015-03-18 23:19:48 -07:00
parent 2014de0048
commit c2cd17fdb6
1 changed files with 7 additions and 6 deletions
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13
web/app/math/noptim.js
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@ -255,11 +255,11 @@ optim.inv = function inv(x) {
}
}
return I;
}
};
optim.dog_leg = function (subsys, rough) {
rough = true
var tolg = rough ? 1e-5 : 1e-5;
//rough = true
var tolg = rough ? 1e-3 : 1e-4;
var tolx = 1e-80, tolf = 1e-10;
@ -396,7 +396,7 @@ optim.dog_leg = function (subsys, rough) {
// compute the dogleg step
var gnorm = n.norm2(g);
if (n.norm2(h_gn) < delta) {
h_dl = n.clone(h_gn);
h_dl = h_gn;
if (n.norm2(h_dl) <= tolx * (tolx + n.norm2(x))) {
stop = 5;
break;
@ -446,8 +446,9 @@ optim.dog_leg = function (subsys, rough) {
// calculate the linear model and the update ratio
var dF = err - err_new;
var dL = -n.dot(g, h_dl) - 0.5 * n.dot(h_dl, n.dot(B, h_dl));
var fxNormSq = n.norm2Squared(fx);
var dF = fxNormSq - n.norm2Squared(fx_new);
var dL = fxNormSq - n.norm2Squared( n.add(fx, n.dot(Jx, h_dl)) );
var acceptCandidate;