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ralna / RALFit

A non-linear least squares solver
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Fix norm2 #34

Closed tyronerees closed 5 years ago

tyronerees commented 5 years ago

Fixes #24

When the subproblem is being scaled, we are currently solving it in the S-norm, where S = diag(sqrt(scal)).

There is a need for both ||d||_2 (which was needed for the convergence test), and ||d||_S, which is needed when we increase the TR radius.

I've created two variables in the workspace, so that each can be used when appropriate. This makes ||d||_2 available without any degradation in the performance solver.

codecov-io commented 5 years ago

Codecov Report

Merging #34 into master will increase coverage by 0.01%. The diff coverage is 100%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #34      +/-   ##
==========================================
+ Coverage   84.39%   84.41%   +0.01%     
==========================================
  Files           4        4              
  Lines        2564     2566       +2     
==========================================
+ Hits         2164     2166       +2     
  Misses        400      400
Impacted Files Coverage Δ
libRALFit/src/ral_nlls_workspaces.f90 79.02% <ø> (ø) :arrow_up:
libRALFit/src/ral_nlls_internal.f90 85.1% <100%> (+0.01%) :arrow_up:

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