ralna / RALFit

A non-linear least squares solver
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Add fallback to `calculate_step` #38

Closed talassio closed 5 years ago

talassio commented 5 years ago

Consider adding a fallback call for type_of_method = 2 and nlls_method = 3|4 if call regularization_solver fails, then don't terminate with error but try call solve_galahad.

https://github.com/ralna/RALFit/blob/b9f438c25874379a71922f7c18f352722d7cf55c/libRALFit/src/ral_nlls_internal.f90#L1192-L1207

The issue is raised when for some reason Delta is such that Ashift = A + 1/Delta does not guarantee Ashift is SPD and the call to SPD_solve fails.