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Incorrect objective calculation for SIRT #1787

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MargaretDuff opened this issue Apr 23, 2024 · 1 comment · May be fixed by #1790
Open

Incorrect objective calculation for SIRT #1787

MargaretDuff opened this issue Apr 23, 2024 · 1 comment · May be fixed by #1790
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@MargaretDuff
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Description

In SIRT the objective calculation is here:

def update_objective(self):
r"""Returns the objective
.. math:: \frac{1}{2}\|A x - b\|^{2}
"""
self.loss.append(0.5*self.r.squared_norm())

But $r\neq Ax-b$ because it is modified by the preconditioner:

Instead, we should have

    def update_objective(self):
        r"""Returns the objective

        .. math:: \frac{1}{2}\|A x - b\|^{2}

        """
        self.loss.append(0.5*(self.operator.direct(self.x)-self.data).squared_norm())
@MargaretDuff MargaretDuff added the bug Something isn't working label Apr 23, 2024
@MargaretDuff
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@epapoutsellis - if you have a moment, please can you sense check this for me?

@MargaretDuff MargaretDuff self-assigned this Apr 23, 2024
@MargaretDuff MargaretDuff linked a pull request Apr 23, 2024 that will close this issue
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