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Fix bug in Levenberg #226

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merged 6 commits into from
Oct 6, 2023
Merged

Fix bug in Levenberg #226

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9569535
Fix bug in Levenberg
avik-pal Oct 3, 2023
0b4b5b9
Use `@fastmath`
avik-pal Oct 3, 2023
4bdf983
Patch the OOP version as well
avik-pal Oct 3, 2023
c17ccbf
Revert log2 change
avik-pal Oct 5, 2023
9d98446
Add 23 test problems test
avik-pal Oct 5, 2023
68d303d
Split up the tests
avik-pal Oct 6, 2023
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "NonlinearSolve"
uuid = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
authors = ["SciML"]
version = "2.0.1"
version = "2.0.2"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
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4 changes: 2 additions & 2 deletions src/levenberg.jl
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Expand Up @@ -216,7 +216,7 @@
# The following lines do: cache.a = -J \ cache.fu_tmp
mul!(cache.du, J, v)
@. cache.fu_tmp = (2 / h) * ((cache.fu_tmp - fu1) / h - cache.du)
linres = dolinsolve(alg.precs, linsolve; A = J, b = _vec(cache.fu_tmp),
linres = dolinsolve(alg.precs, linsolve; A = cache.mat_tmp, b = _vec(cache.fu_tmp),

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linu = _vec(cache.du), p = p, reltol = cache.abstol)
cache.linsolve = linres.cache
@. cache.a = -cache.du
Expand All @@ -225,7 +225,7 @@

# Require acceptable steps to satisfy the following condition.
norm_v = norm(v)
if (2 * norm(cache.a) / norm_v) < α_geodesic
if 1 + log2(norm(cache.a)) - log2(norm_v) ≤ log2(α_geodesic)

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@. cache.δ = v + cache.a / 2
@unpack δ, loss_old, norm_v_old, v_old, b_uphill = cache
f(cache.fu_tmp, u .+ δ, p)
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