Least squares performance

Open Joshuaalbert opened this issue 1 year ago • 2 comments

Hi Patrick, I see you are using general solvers to solve the least squares problem, by contructing an objective out of residuals. I have found this approach is less performant than using Levenberg Marquardt. Do you get good performance?

Oct 28 '24 23:10 Joshuaalbert

Levenberg-Marquardt is already one of the possible solvers we have available.

What you are observing is that, in addition to that, we also support converting the residuals into a minimization problem if desired.

Oct 29 '24 00:10 patrick-kidger

Ah yes, as I explored more I soon saw you have LM. It would be interesting to add a benchmark comparing LM to minimiser. I can suggest a problem where one sees the difference.

Oct 29 '24 09:10 Joshuaalbert