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Cleanup TeX doc some more
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parejkoj committed Jul 29, 2017
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13 changes: 8 additions & 5 deletions doc/jointcal.tex
Expand Up @@ -380,8 +380,8 @@ \subsection{Minimization approach}
We want to find the point where $d \chi^2/d \theta = 0$,
where $\theta$ of (size $N_p$) denotes the vector of parameters. We have
\begin{align}
\frac{1}{2} \frac{d \chi^2}{d \theta} & = \sum_{\gamma,i} {R^m_{\gamma i}}^T W_{\gamma,i} H^m_{\gamma i} \\
& +\sum_j {R^r_{j}}^T W_{j} H^r_{j}
\frac{1}{2} \frac{d \chi^2}{d \theta} & = \sum_{\gamma,i} {R^m_{\gamma i}}^T W_{\gamma,i} H^m_{\gamma i} \nonumber \\
& +\sum_j {R^r_{j}}^T W_{j} H^r_{j} \label{eq:gradient}
\end{align}
where the H matrices are $2 \times N_p$ in size and read:
\begin{align}
Expand Down Expand Up @@ -470,15 +470,18 @@ \subsection{Minimization approach}

The computation of the Jacobian and the gradient is performed in
the \ClName{AstrometryFit} class. The methods
\RoutineName{AstrometryFit::LSDerivativesPerCcdImage} and \\
\RoutineName{AstrometryFit::LSDerivativesReference} evaluate the contributions to
\RoutineName{AstrometryFit::leastSquareDerivativesMeasurement} and \\
\RoutineName{AstrometryFit::leastSquareDerivativesReference} evaluate the contributions to
the Jacobian and gradient of the $\chi^2$ from the measurement terms
and the references terms respectively. In these routines, the Jacobian
is represented as a list of triplets $(i,j,J_{ij})$ describing its
elements. This list is then transformed into a representation of
sparse matrices suitable for algebra, and in particular suitable to
evaluate the product $J^TJ$. Once we have evaluated $H\equiv J^TJ$, we
can solve $HX=-g$ using a Cholesky factorization. For sparse linear
can solve $HX=-g$ (see eq. \ref{eq:step_definition}, where the Hessian, $H$, is as
defined in \ref{eq:def_hessian}, $X$ is the vector of parameter/fittedStar deltas
we are solving for, and $g$ is the gradient of the $\chi^2$, given in \ref{eq:gradient})
using a Cholesky factorization. For sparse linear
algebra, the Cholmod and Eigen packages provide the required
functionality. It turns out that for practical problems, the
calculation of $J^TJ$ or the factorization are the most CPU intensive
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