Use Newton's method for polishing
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4 changed files with 103 additions and 18 deletions
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@ -47,13 +47,14 @@ guess = hcat(
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Engine.rand_on_shell(fill(BigFloat(-1), 2))
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)
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# complete the gram matrix using gradient descent
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L, history = Engine.realize_gram(gram, guess)
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# complete the gram matrix using gradient descent followed by Newton's method
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L, history = Engine.realize_gram_gradient(gram, guess, scaled_tol = 0.01)
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L_pol, history_pol = Engine.realize_gram_newton(gram, L)
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completed_gram = L'*Engine.Q*L
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println("Completed Gram matrix:\n")
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display(completed_gram)
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println("\nSteps: ", size(history.stepsize, 1))
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println("Loss: ", history.scaled_loss[end], "\n")
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println("\nSteps: ", size(history.scaled_loss, 1), " + ", size(history_pol.scaled_loss, 1))
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println("Loss: ", history_pol.scaled_loss[end], "\n")
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# === algebraic check ===
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