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changeset 1217:a3d9567d9004 feature/d2_compatible

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Improve efficiency of construction of D2(b) by precomputing as much as possible
author Martin Almquist <malmquist@stanford.edu>
date Wed, 13 Nov 2019 14:54:22 -0800
parents 2924b3a9b921
children 50102334c85b
files +sbp/D2VariableCompatible.m
diffstat 1 files changed, 7 insertions(+), 5 deletions(-) [+]
line wrap: on
line diff
diff -r 2924b3a9b921 -r a3d9567d9004 +sbp/D2VariableCompatible.m
--- a/+sbp/D2VariableCompatible.m	Fri Aug 16 14:30:28 2019 -0700
+++ b/+sbp/D2VariableCompatible.m	Wed Nov 13 14:54:22 2019 -0800
@@ -48,20 +48,21 @@
             end
             obj.borrowing.H11 = obj.H(1,1)/obj.h; % First element in H/h,
             obj.borrowing.M.d1 = obj.H(1,1)/obj.h; % First element in H/h is borrowing also for M
-            obj.borrowing.R.delta_D = inf; % Because delta_D is zero, one can borrow infinitely much.
-                                           % This sets penalties of the form 1/borrowing to 0, which is
-                                           % the desired behaviour.
+            obj.borrowing.R.delta_D = inf;
             obj.m = m;
             obj.M = [];
 
+
             D1 = obj.D1;
             e_r = obj.e_r;
             e_l = obj.e_l;
 
             % D2 = Hinv * (-M + br*er*d1r^T - bl*el*d1l^T);
             % Replace d1' by e'*D1 in D2.
-            D2_compatible = @(b) D2(b) - obj.HI*(b(m)*e_r*d1_r' - b(m)*e_r*e_r'*D1) ...
-                                       + obj.HI*(b(1)*e_l*d1_l' - b(1)*e_l*e_l'*D1);
+            correction_l = obj.HI*(e_l*d1_l' - e_l*e_l'*D1);
+            correction_r = - obj.HI*(e_r*d1_r' - e_r*e_r'*D1);
+
+            D2_compatible = @(b) D2(b) + b(1)*correction_l + b(m)*correction_r;
 
             obj.D2 = D2_compatible;
             obj.d1_l = (e_l'*D1)';
@@ -73,6 +74,7 @@
         end
     end
 
+
 end