Is this a math bug?

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Julius Ziegler

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Mar 24, 2022, 5:53:02 AM3/24/22
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This is from tiny-solver.h, and if I understand the code correctly the code does not do what the formula in the comment says. The "norm" should be "sqnorm" to match the formula.

// On the first iteration, compute a diagonal (Jacobi) scaling
// matrix, which we store as a vector.

if (summary.iterations == 0) {

   // jacobi_scaling = 1 / (1 + diagonal(J'J))

   //

   // 1 is added to the denominator to regularize small diagonal

   // entries.

   jacobi_scaling_ = 1.0 / (1.0 + jacobian_.colwise().norm().array());

}

Sameer Agarwal

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Mar 24, 2022, 8:28:01 AM3/24/22
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This looks like a bug in the comment.

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