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Riemannian Levenberg-Marquardt initial residual and jacobian as kwargs #268

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Jun 15, 2023
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Riemannian Levenberg-Marquardt initial residual and jacobian as kwargs #268

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a2c4e4c
LevenbergMarquardt initial res & jac kwargs
Affie Jun 12, 2023
dcf8e34
Update src/solvers/LevenbergMarquardt.jl
Affie Jun 13, 2023
9e47cec
Update src/solvers/LevenbergMarquardt.jl
Affie Jun 13, 2023
1eebff1
add LevenbergMarquardt kwargs to docstring
Affie Jun 13, 2023
3bfb3f0
fix format check
Affie Jun 13, 2023
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10 changes: 8 additions & 2 deletions src/solvers/LevenbergMarquardt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,8 @@ then the keyword `jacobian_tangent_basis` below is ignored
a functor inheriting from [`StoppingCriterion`](@ref) indicating when to stop.
* `expect_zero_residual` – (`false`) whether or not the algorithm might expect that the value of
residual (objective) at mimimum is equal to 0.
* `initial_residual_values` – the initial residual vector of the cost function `f`.
* `initial_jacobian_f` – the initial Jacobian of the cost function `f`.

All other keyword arguments are passed to [`decorate_state!`](@ref) for decorators or
[`decorate_objective!`](@ref), respectively.
Expand Down Expand Up @@ -167,6 +169,10 @@ function LevenbergMarquardt!(
StopWhenStepsizeLess(1e-12),
debug=[DebugWarnIfCostIncreases()],
expect_zero_residual::Bool=false,
initial_residual_values=similar(p, get_objective(nlso).num_components),
initial_jacobian_f=similar(
p, get_objective(nlso).num_components, manifold_dimension(M)
),
kwargs..., #collect rest
) where {O<:Union{NonlinearLeastSquaresObjective,AbstractDecoratedManifoldObjective}}
i_nlso = get_objective(nlso) # undeecorate – for safety
Expand All @@ -175,8 +181,8 @@ function LevenbergMarquardt!(
lms = LevenbergMarquardtState(
M,
p,
similar(p, i_nlso.num_components),
similar(p, i_nlso.num_components, manifold_dimension(M));
initial_residual_values,
initial_jacobian_f;
stopping_criterion=stopping_criterion,
retraction_method=retraction_method,
expect_zero_residual=expect_zero_residual,
Expand Down