Improved performance of SRLS. #21
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duembgen
commented
Jul 16, 2018
duembgen
commented
- Improved solver choice of SRLS: if we find a good upper and lower bound we will use brentq (which is better than bisect), and if we don't we use newton as before.
- Removed the epsilon from interval choice, which made the method not find a good zero sometimes. Now the method is more true to the SRLS paper.
duembgen
commented
Jul 16, 2018
| @@ -148,32 +149,41 @@ def phi_prime(_lambda): | |||
| print('eigvals:', eigvals(ATA)) | |||
| print('condition number:', np.linalg.cond(ATA)) | |||
| print('generalized eigenvalues:', eig) | |||
| eps = 0.01 | |||
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| #eps = 0.01 | |||
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Important change 1/2
| lambda_opt = 0 | ||
| # We will look for the zero of phi between lower_bound and inf. | ||
| # Therefore, the two have to be of different signs. | ||
| if (phi(lower_bound) > 0) and (phi(inf) < 0): |
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important change 2/2
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