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Fuss with eki_objective
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glwagner committed Mar 17, 2024
1 parent db54028 commit 0846fbb
Showing 1 changed file with 11 additions and 5 deletions.
16 changes: 11 additions & 5 deletions src/iteration_summary.jl
Original file line number Diff line number Diff line change
Expand Up @@ -51,15 +51,21 @@ function eki_objective(eki, θ, G::AbstractVector; constrained = false, augmente
y = eki.precomputed_arrays[:y_augmented]
inv_sqrt_Σ = eki.precomputed_arrays[:inv_sqrt_Σ]
η_mean_augmented = eki.precomputed_arrays[:η_mean_augmented]
Φ₁ = (1/2) * norm(inv_sqrt_Σ * (y - G - η_mean_augmented))^2
Φ₁ = 1/2 * norm(inv_sqrt_Σ * (y - G - η_mean_augmented))^2
return (Φ₁, 0)
end

# Φ₁ = (1/2)*|| Γy^(-½) * (y - G) ||²
Φ₁ = (1/2) * norm(inv_sqrt_Γy * (y .- G))^2
# Φ₁ = 1/2 * || Γy^(-½) * (y - G) ||²
error = inv_sqrt_Γy * (y - G)
Φ₁ = 1/2 * norm(error)^2

# Φ₂ = (1/2)*|| Γθ^(-½) * (θ - μθ) ||²
Φ₂ = eki.tikhonov ? (1/2) * norm(inv_sqrt_Γθ *.- μθ))^2 : 0
# Φ₂ = 1/2 * || Γθ^(-½) * (θ - μθ) ||²
if eki.tikhonov
parameter_variance = inv_sqrt_Γθ *- μθ)
Φ₂ = 1/2 * norm(parameter_variance)
else
Φ₂ = 0
end

return (Φ₁, Φ₂)
end
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