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Update trust_region_step_exact_qr
#1363
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| benchmark_name | dt(%) | dt(s) | t_new(s) | t_old(s) |
| -------------------------------------- | ---------------------- | ---------------------- | ---------------------- | ---------------------- |
test_build_transform_fft_midres | +3.04 +/- 6.85 | +1.86e-02 +/- 4.19e-02 | 6.30e-01 +/- 3.2e-02 | 6.12e-01 +/- 2.7e-02 |
test_build_transform_fft_highres | -0.39 +/- 4.57 | -3.86e-03 +/- 4.48e-02 | 9.77e-01 +/- 3.7e-02 | 9.81e-01 +/- 2.5e-02 |
test_equilibrium_init_lowres | -2.36 +/- 5.24 | -9.64e-02 +/- 2.14e-01 | 3.98e+00 +/- 1.3e-01 | 4.08e+00 +/- 1.7e-01 |
test_objective_compile_atf | -2.47 +/- 3.60 | -2.01e-01 +/- 2.93e-01 | 7.94e+00 +/- 1.6e-01 | 8.14e+00 +/- 2.5e-01 |
test_objective_compute_atf | +2.54 +/- 4.85 | +2.68e-04 +/- 5.11e-04 | 1.08e-02 +/- 4.2e-04 | 1.05e-02 +/- 2.9e-04 |
test_objective_jac_atf | +0.93 +/- 2.62 | +1.82e-02 +/- 5.16e-02 | 1.99e+00 +/- 3.2e-02 | 1.97e+00 +/- 4.1e-02 |
test_perturb_1 | -0.09 +/- 2.65 | -1.31e-02 +/- 3.87e-01 | 1.46e+01 +/- 2.6e-01 | 1.46e+01 +/- 2.9e-01 |
test_proximal_jac_atf | -0.72 +/- 1.74 | -5.93e-02 +/- 1.43e-01 | 8.15e+00 +/- 7.0e-02 | 8.21e+00 +/- 1.3e-01 |
test_proximal_freeb_compute | -2.74 +/- 1.46 | -5.49e-03 +/- 2.92e-03 | 1.95e-01 +/- 9.8e-04 | 2.00e-01 +/- 2.8e-03 |
test_build_transform_fft_lowres | +5.08 +/- 3.92 | +2.69e-02 +/- 2.07e-02 | 5.56e-01 +/- 1.6e-02 | 5.29e-01 +/- 1.3e-02 |
test_equilibrium_init_medres | -0.80 +/- 4.40 | -3.39e-02 +/- 1.86e-01 | 4.19e+00 +/- 1.1e-01 | 4.22e+00 +/- 1.5e-01 |
test_equilibrium_init_highres | -1.41 +/- 3.35 | -7.95e-02 +/- 1.89e-01 | 5.57e+00 +/- 1.2e-01 | 5.65e+00 +/- 1.5e-01 |
test_objective_compile_dshape_current | +1.17 +/- 3.08 | +4.57e-02 +/- 1.20e-01 | 3.94e+00 +/- 1.1e-01 | 3.89e+00 +/- 4.3e-02 |
test_objective_compute_dshape_current | -1.12 +/- 1.45 | -4.08e-05 +/- 5.28e-05 | 3.60e-03 +/- 2.9e-05 | 3.64e-03 +/- 4.4e-05 |
test_objective_jac_dshape_current | +0.34 +/- 11.75 | +1.44e-04 +/- 4.91e-03 | 4.19e-02 +/- 4.5e-03 | 4.18e-02 +/- 1.9e-03 |
test_perturb_2 | +0.55 +/- 1.83 | +1.05e-01 +/- 3.48e-01 | 1.92e+01 +/- 3.3e-01 | 1.91e+01 +/- 1.1e-01 |
test_proximal_freeb_jac | +0.85 +/- 1.74 | +6.43e-02 +/- 1.31e-01 | 7.63e+00 +/- 1.1e-01 | 7.57e+00 +/- 6.4e-02 |
test_solve_fixed_iter | -23.20 +/- 68.55 | -1.18e+00 +/- 3.49e+00 | 3.91e+00 +/- 2.7e+00 | 5.09e+00 +/- 2.2e+00 | |
isn't this the same as the |
Yes, pretty similar. Cholesky is also really fast (maybe faster than this one), but maybe this is more accurate, that's why I wanted to test it. If I remember correctly the problem with Cholesky was the accuracy. |
Generally the innaccuracy comes from explitly forming |
run on multiple threads |
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #1363 +/- ##
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- Coverage 95.57% 95.56% -0.01%
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Files 96 96
Lines 24405 24406 +1
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- Hits 23325 23324 -1
- Misses 1080 1082 +2
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trust_region _exact_qr
trust_region _exact_qr
trust_region_step_exact_qr
trust_region_step_exact_qr
. The loop condition already satisfies the step norm to be around trust radius.Misc
execute_on_cpu
flag todesc.examples.get