Skip to content

Commit

Permalink
add comment about scaling in Euler Maruyama
Browse files Browse the repository at this point in the history
  • Loading branch information
uecker committed Jul 19, 2024
1 parent 77f5718 commit 76f1371
Showing 1 changed file with 4 additions and 1 deletion.
5 changes: 4 additions & 1 deletion src/iter/italgos.c
Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,6 @@
*
* Chambolle A, Pock, T. A First-Order Primal-Dual Algorithm for Convex Problems
* with Applications to Imaging. J. Math. Imaging Vis. 2011; 40, 120-145.
*
*/

#include <math.h>
Expand Down Expand Up @@ -368,6 +367,10 @@ void eulermaruyama(int maxiter, float alpha,

iter_monitor(monitor, vops, x);

// the gradients are scaled so that with unitary operators the
// data is assumed to have complex Gaussian noise with s = 1
// (which cancels the 1/2 in the algorithm)

iter_op_call(op, r, x); // r = A x
vops->xpay(N, -1., r, b); // r = b - r = b - A x

Expand Down

0 comments on commit 76f1371

Please sign in to comment.