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Fix issue 468 (Levenberg-Marquardt damping term) #473

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Fix issue 468 (Levenberg-Marquardt damping term) #473

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4 changes: 2 additions & 2 deletions scitbx/lstbx/normal_eqns_solving.py
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Original file line number Diff line number Diff line change
Expand Up @@ -256,7 +256,7 @@ def do(self):
objective_new = self.non_linear_ls.objective()
actual_decrease = objective - objective_new
rho = actual_decrease/expected_decrease
if rho > 0:
if rho >= 0:
if self.has_gradient_converged_to_zero(): break
self.mu *= max(1/3, 1 - (2*rho - 1)**3)
nu = 2
Expand Down Expand Up @@ -325,7 +325,7 @@ def do(self):
rho = actual_decrease/expected_decrease
if self.objective_decrease_threshold is not None:
if actual_decrease/objective < self.objective_decrease_threshold: break
if rho > 0:
if rho >= 0:
if self.has_gradient_converged_to_zero(): break
self.mu *= max(1/3, 1 - (2*rho - 1)**3)
nu = 2
Expand Down
8 changes: 8 additions & 0 deletions scitbx/lstbx/tests/tst_normal_equations.py
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Original file line number Diff line number Diff line change
Expand Up @@ -179,6 +179,14 @@ def exercise_levenberg_marquardt(non_linear_ls, plot=False):
print("\[Mu]=%s;" % iterations.mu_history.mathematica_form(), file=f)
print("ListLogPlot[{g,\[Mu]},Joined->True]", file=f)
f.close()
non_linear_ls.restart()
iterations = normal_eqns_solving.levenberg_marquardt_iterations(
non_linear_ls,
track_all=True,
gradient_threshold=0,
step_threshold=0,
n_max_iterations=200)
assert iterations.n_iterations == 200

def run():
import sys
Expand Down