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callback implemented and current x added to metadata dictionary of the trace #230

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7 changes: 4 additions & 3 deletions src/levenberg_marquardt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -94,6 +94,7 @@ function levenberg_marquardt(
lower::AbstractVector{T}=Array{T}(undef, 0),
upper::AbstractVector{T}=Array{T}(undef, 0),
avv!::Union{Function,Nothing,Avv}=nothing,
callback::Function=x -> false,
) where {T}

# First evaluation
Expand Down Expand Up @@ -158,7 +159,7 @@ function levenberg_marquardt(
# Maintain a trace of the system.
tr = LMTrace{LevenbergMarquardt}()
if show_trace || store_trace
d = Dict("lambda" => lambda)
d = Dict("lambda" => lambda, "x" => copy(x))
os = LMState{LevenbergMarquardt}(iterCt, sum(abs2, value(df)), NaN, d)
push!(tr, os)
if show_trace
Expand All @@ -168,7 +169,7 @@ function levenberg_marquardt(

startTime = time()

while (~converged && iterCt < maxIter && maxTime > time() - startTime)
while (~converged && iterCt < maxIter && maxTime > time() - startTime && !callback(tr))
# jacobian! will check if x is new or not, so it is only actually
# evaluated if x was updated last iteration.
jacobian!(df, x) # has alias J
Expand Down Expand Up @@ -271,7 +272,7 @@ function levenberg_marquardt(
# show state
if show_trace || store_trace
g_norm = norm(J' * value(df), Inf)
d = Dict("g(x)" => g_norm, "dx" => copy(delta_x), "lambda" => lambda)
d = Dict("g(x)" => g_norm, "dx" => copy(delta_x), "lambda" => lambda, "x" => copy(x))
os = LMState{LevenbergMarquardt}(iterCt, sum(abs2, value(df)), g_norm, d)
push!(tr, os)
if show_trace
Expand Down