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Revised documentation

release/4.3a0
jingwuOUO 2020-11-01 20:46:42 -05:00
parent f604a9784d
commit 70cecb3a61
1 changed files with 6 additions and 7 deletions
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13
gtsam/linear/AcceleratedPowerMethod.h
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@ -77,8 +77,8 @@ class AcceleratedPowerMethod : public PowerMethod<Operator> {
} }
// Run accelerated power iteration on the ritzVector with beta and previous // Run accelerated power iteration on the ritzVector with beta and previous
// two ritzVector, and return x_{k+1} = A * x_k - \beta * x_{k-1} / || A * x_k // two ritzVector, and return y = (A * x0 - \beta * x00) / || A * x0
// - \beta * x_{k-1} || // - \beta * x00 ||
Vector acceleratedPowerIteration (const Vector &x1, const Vector &x0, Vector acceleratedPowerIteration (const Vector &x1, const Vector &x0,
const double beta) const { const double beta) const {
Vector y = this->A_ * x1 - beta * x0; Vector y = this->A_ * x1 - beta * x0;
@ -87,8 +87,8 @@ class AcceleratedPowerMethod : public PowerMethod<Operator> {
} }
// Run accelerated power iteration on the ritzVector with beta and previous // Run accelerated power iteration on the ritzVector with beta and previous
// two ritzVector, and return x_{k+1} = A * x_k - \beta * x_{k-1} / || A * x_k // two ritzVector, and return y = (A * x0 - \beta * x00) / || A * x0
// - \beta * x_{k-1} || // - \beta * x00 ||
Vector acceleratedPowerIteration () const { Vector acceleratedPowerIteration () const {
Vector y = acceleratedPowerIteration(this->ritzVector_, previousVector_, beta_); Vector y = acceleratedPowerIteration(this->ritzVector_, previousVector_, beta_);
return y; return y;
@ -96,7 +96,7 @@ class AcceleratedPowerMethod : public PowerMethod<Operator> {
// Tuning the momentum beta using the Best Heavy Ball algorithm in Ref(3) // Tuning the momentum beta using the Best Heavy Ball algorithm in Ref(3)
void estimateBeta() { void estimateBeta() {
// set beta // set initial estimation of maxBeta
Vector initVector = this->ritzVector_; Vector initVector = this->ritzVector_;
const double up = initVector.dot( this->A_ * initVector ); const double up = initVector.dot( this->A_ * initVector );
const double down = initVector.dot(initVector); const double down = initVector.dot(initVector);
@ -152,7 +152,7 @@ class AcceleratedPowerMethod : public PowerMethod<Operator> {
// Starting // Starting
bool isConverged = false; bool isConverged = false;
for (size_t i = 0; i < maxIterations; i++) { for (size_t i = 0; i < maxIterations && !isConverged; i++) {
++(this->nrIterations_); ++(this->nrIterations_);
Vector tmp = this->ritzVector_; Vector tmp = this->ritzVector_;
// update the ritzVector after accelerated power iteration // update the ritzVector after accelerated power iteration
@ -162,7 +162,6 @@ class AcceleratedPowerMethod : public PowerMethod<Operator> {
// update the ritzValue // update the ritzValue
this->ritzValue_ = this->ritzVector_.dot(this->A_ * this->ritzVector_); this->ritzValue_ = this->ritzVector_.dot(this->A_ * this->ritzVector_);
isConverged = this->converged(tol); isConverged = this->converged(tol);
if (isConverged) return isConverged;
} }
return isConverged; return isConverged;