Merge pull request #40 from matthieugomez/scalingfix

Fix scaling
matthieugomez · Nov 8, 2024 · bcf0126 · bcf0126
2 parents 2aea700 + 979e03e
commit bcf0126
Showing 1 changed file with 3 additions and 1 deletion.
diff --git a/src/optimizer/levenberg_marquardt.jl b/src/optimizer/levenberg_marquardt.jl
@@ -85,7 +85,9 @@ function optimize!(
             need_jacobian = false
         end
         colsumabs2!(dtd, J)
-        clamp!(dtd, MIN_DIAGONAL, MAX_DIAGONAL)
+        # this ensures that the operation in clamp! is scaling irrelevant
+        dtd_mean = sum(dtd) / length(dtd)
+        clamp!(dtd, MIN_DIAGONAL * dtd_mean, MAX_DIAGONAL * dtd_mean)
         rmul!(dtd, 1/Δ)        
         δx, lmiter = ldiv!(δx, J, fcur, dtd,  anls.solver)
         # apply box constraints