From a653082b1a79c268638bf7d8f446d1efad8527c7 Mon Sep 17 00:00:00 2001
From: Jesper Andersson <jesper@fmrib.ox.ac.uk>
Date: Mon, 15 Jun 2009 17:14:14 +0000
Subject: [PATCH] Small change to how Hessian is updated when lambda increases
in levmar
---
nonlin.cpp | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
diff --git a/nonlin.cpp b/nonlin.cpp
index ed5be3a..e738af8 100644
--- a/nonlin.cpp
+++ b/nonlin.cpp
@@ -309,7 +309,8 @@ NonlinOut levmar(const NonlinParam& p, const NonlinCF& cfo)
}
for (int i=1; i<=p.NPar(); i++) { // Nudge it
if (p.GaussNewtonType() == LM_LM) { // If Levenberg-Marquardt
- H->AddTo(i,i,(p.Lambda()-olambda)*H->Peek(i,i));
+ // H->AddTo(i,i,(p.Lambda()-olambda)*H->Peek(i,i));
+ H->Set(i,i,((1.0+p.Lambda())/(1.0+olambda))*H->Peek(i,i));
}
else if (p.GaussNewtonType() == LM_L) { // If Levenberg
H->AddTo(i,i,p.Lambda()-olambda);
--
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