Add alternative form of weighted Gauss-Newton nonlinear solve #723
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looks good, overall! |
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I've added the non-trivial test, which actually exposed a bug that I had previously hacked around. To resolve that issue I had to add a new nonlinear solver registry since the standard weighted Gauss-Newton registry assumes that |
fnrizzi
reviewed
Feb 13, 2025
| d11_(&system){ | ||
| // resize leading dimension according to weighing operator | ||
| pressio::ops::resize(d5_, weigher.leading_dim); | ||
| pressio::ops::resize(d6_, weigher.leading_dim, pressio::ops::extent(d6_, 1)); |
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please change this to avoid public members, so that the weigher class has a method weigher.leadingDim()
fnrizzi
requested changes
Feb 13, 2025
fnrizzi
approved these changes
Feb 14, 2025
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Adds a new nonlinear solver tag and accompanying functions (including an overload of
create_gauss_newton_solver) that just redefines the action of the weighting function in the weighted Gauss-Newton solve, such thatThat is, the implied
W^T * Wshould be exactly the same as in theWin the original weighted Gauss-Newton solve, but the order of operation allows for fewer FLOPs and lower memory usage if the first dimension ofWis smaller than its second dimension. This is particularly important for gappy POD simulations where the first dimension ofWwould be the number of modes, and the second dimension is the number of residual samples.Adds test using the new
CompactWeightedGaussNewtonNormalEqTag.