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Brought BFGS into Optimize. updated InexactGaussNewton to use BFGS as a preconditioner.

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Rowan Cockett
2013-11-19 17:41:51 -08:00
parent 4472b39d6e
commit 500844ccb5
3 changed files with 147 additions and 79 deletions
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SimPEG/utils/Solver.py
+5 -2
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@@ -62,8 +62,11 @@ class Solver(object):
M = options['M']
if type(M) is sp.linalg.LinearOperator:
return
elif type(M) is tuple:
PreconditionerList = ['J','GS']
PreconditionerList = ['J','GS']
if type(M) is str:
assert M in PreconditionerList, "M must be in the known preconditioner list. ['J','GS']"
M = (M,A) # use A as the base for the preconditioner.
if type(M) is tuple:
assert type(M[0]) is str and M[0] in PreconditionerList, "M as a tuple must be (str, Matrix) where str is in ['J','GS']: e.g. ('J', WtW) where J stands for Jacobi, and WtW is a sparse matrix."
if M[0] is 'J':
Jacobi = sdiag(1.0/M[1].diagonal())