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More stable solves for non-diagonal regularizers#36

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odunbar merged 1 commit intomainfrom
orad/new_pdmat_reg_eqn
Mar 14, 2023
Merged

More stable solves for non-diagonal regularizers#36
odunbar merged 1 commit intomainfrom
orad/new_pdmat_reg_eqn

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@odunbar odunbar commented Mar 14, 2023

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  • More stable solve for regularization when non- a*I type matrix provided.
  • Added this feature into example nd_to_md_regression_direct_withcov.jl and Methods/runtests.jl:

The following results are for diagonal or correlated observational noise , and regularization either constant or the noise matrix
Fit_and_predict_1D_to_3D_diagonal.pdf
Fit_and_predict_1D_to_3D_correlated-lambdaconst.pdf
Fit_and_predict_1D_to_3D_correlated-lambdamat.pdf
Fit_and_predict_1D_to_3D_diagonal-lambdamat.pdf


  • I have read and checked the items on the review checklist.

correct default to multiplicative scaling

got stable non-diag reg

format

typo docs
@odunbar odunbar force-pushed the orad/new_pdmat_reg_eqn branch from 1bf67f2 to 0c9a013 Compare March 14, 2023 22:47
@odunbar odunbar merged commit f6b2ed2 into main Mar 14, 2023
@bors bors bot deleted the orad/new_pdmat_reg_eqn branch March 14, 2023 23:01
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