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Fix scaling #40

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merged 2 commits into from
Nov 8, 2024
Merged

Fix scaling #40

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c3d365b
Update levenberg_marquardt.jl
matthieugomez Nov 8, 2024
979e03e
Update levenberg_marquardt.jl
matthieugomez Nov 8, 2024
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4 changes: 3 additions & 1 deletion src/optimizer/levenberg_marquardt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -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
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