diff options
| author | Jaron Kent-Dobias <jaron@kent-dobias.com> | 2024-04-02 17:55:02 +0200 |
|---|---|---|
| committer | Jaron Kent-Dobias <jaron@kent-dobias.com> | 2024-04-02 17:55:02 +0200 |
| commit | ed7f5a872db4e5fa9f115e4d196567678fcb6711 (patch) | |
| tree | 1a78caa3e689bf5a6948bc4957d6683d1f5c2d66 /least_squares.cpp | |
| parent | 92c319247fae9d8be3f3291d6fa64266224ef61c (diff) | |
| download | code-ed7f5a872db4e5fa9f115e4d196567678fcb6711.tar.gz code-ed7f5a872db4e5fa9f115e4d196567678fcb6711.tar.bz2 code-ed7f5a872db4e5fa9f115e4d196567678fcb6711.zip | |
Changed convention to match Fyodorov.
Diffstat (limited to 'least_squares.cpp')
| -rw-r--r-- | least_squares.cpp | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/least_squares.cpp b/least_squares.cpp index 28397ec..f667e28 100644 --- a/least_squares.cpp +++ b/least_squares.cpp @@ -97,7 +97,7 @@ public: std::tuple<Real, Vector, Matrix> hamGradHess(const Vector& x) const { auto [H, dH, ddH] = HdHddH(x); - Vector gradH = dH - dH.dot(x) * x / N; + Vector gradH = dH - dH.dot(x) * x / (Real)N; Matrix hessH = ddH - (dH * x.transpose() + x.dot(dH) * Matrix::Identity(N, N) + (ddH * x) * x.transpose()) / (Real)N + 2.0 * x * x.transpose(); return {H, gradH, hessH}; @@ -171,7 +171,7 @@ int main(int argc, char* argv[]) { Rng r; - Model<1, 2> leastSquares(N, M, r.engine(), sqrt(2) * pow(σ, 2), sqrt(2)); + Model<1, 2> leastSquares(N, M, r.engine(), σ, 1); Vector x = Vector::Zero(N); x(0) = sqrt(N); |