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Thanks, I will try to look at this but I have been very busy lately unfortunately. |
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This week is quite busy, but I promise to get back to you. Maybe @antoine-levitt has some comments in the mean time? |
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I'm not familiar with the algorithm so I just left trivial style comments. Generally treating the complex optimization problem as real/imag is a good idea (sometimes it's unnecessary, but it's always a good fallback choice) |
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The proposed changes aim to repair a few issues with
levenberg_marquardt():At present, it allows complex nonlinear variables. However, squared norm is not analytic, and optimizing it requires taking partial derivatives with respect to both
zandconj(z). Best not to confuse users and simply disallow complex variables, recommending instead to treat them as pairs of real and imaginary parts.It does not handle complex-valued Jacobian correctly
Computation of LM step involves forming normal equations, which squares the condition number.