Add adaptive step limiting to DC solver
Scale step limits by a trust-region factor that halves on divergence (RMS increases > 1%) and relaxes toward full step on good convergence (RMS decreases > 10%). Prevents oscillation with poor initial guesses without affecting well-seeded fits. Also stores SVD condition number for diagnostic use in upcoming covariance output. Existing 8 OD regression tests + 67 standalone math tests unaffected (adaptive_factor starts at 1.0, round-trip tests never trigger divergence).
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@ -332,7 +332,8 @@ compute_residuals_topo(const tle_t *tle, const od_observation_t *obs,
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* operates on a different scale.
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*/
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static void
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apply_step_limits(double *dx, int nstate, const od_equinoctial_t *eq)
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apply_step_limits(double *dx, int nstate, const od_equinoctial_t *eq,
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double adaptive_factor)
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{
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/* Step limits for equinoctial elements (Vallado 2008 Table 2) */
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static const double limits_6[6] = {
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@ -347,7 +348,8 @@ apply_step_limits(double *dx, int nstate, const od_equinoctial_t *eq)
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int i;
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double ratio, max_ratio = 0.0;
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/* Find the maximum ratio of correction to limit */
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/* Find the maximum ratio of correction to limit, scaled by
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* adaptive_factor (trust-region-like damping when diverging) */
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for (i = 0; i < 6; i++)
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{
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double scale;
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@ -356,7 +358,7 @@ apply_step_limits(double *dx, int nstate, const od_equinoctial_t *eq)
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else
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scale = 1.0;
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ratio = fabs(dx[i]) / (limits_6[i] * scale);
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ratio = fabs(dx[i]) / (limits_6[i] * scale * adaptive_factor);
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if (ratio > max_ratio)
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max_ratio = ratio;
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}
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@ -373,8 +375,8 @@ apply_step_limits(double *dx, int nstate, const od_equinoctial_t *eq)
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if (nstate == OD_NSTATE_7)
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{
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double bstar_limit = fabs(eq->bstar) > 1e-10
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? fabs(eq->bstar) * 0.4
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: 1e-5;
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? fabs(eq->bstar) * 0.4 * adaptive_factor
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: 1e-5 * adaptive_factor;
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if (fabs(dx[6]) > bstar_limit)
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dx[6] = (dx[6] > 0.0 ? bstar_limit : -bstar_limit);
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}
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@ -477,6 +479,8 @@ od_fit_tle(const od_observation_t *obs, int n_obs,
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double *sv = NULL;
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double *work = NULL;
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double rms_prev, rms_cur;
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double adaptive_factor = 1.0; /* trust-region damping */
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double condition_number = 0.0; /* s_max / s_min from SVD */
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int iter;
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int max_iter;
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int converged = 0;
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@ -682,8 +686,12 @@ od_fit_tle(const od_observation_t *obs, int n_obs,
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break;
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}
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/* Apply step limiting */
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apply_step_limits(dx, nstate, &eq);
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/* Store condition number from SVD singular values */
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if (sv[nstate - 1] > 1e-30)
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condition_number = sv[0] / sv[nstate - 1];
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/* Apply step limiting (scaled by adaptive factor) */
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apply_step_limits(dx, nstate, &eq, adaptive_factor);
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/* Update equinoctial elements */
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eq.n += dx[0];
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@ -716,6 +724,21 @@ od_fit_tle(const od_observation_t *obs, int n_obs,
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break;
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}
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/* Adaptive step control: adjust trust-region size based on
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* whether the solver is converging or diverging. Halve the
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* step on divergence (prevents oscillation with poor initial
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* guesses), relax toward full step when converging well. */
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if (rms_cur > rms_prev * 1.01)
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{
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adaptive_factor *= 0.5;
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if (adaptive_factor < 0.05)
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adaptive_factor = 0.05;
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}
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else if (rms_cur < rms_prev * 0.9)
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{
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adaptive_factor = fmin(adaptive_factor * 1.3, 1.0);
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}
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/* Check convergence: either absolute RMS is small enough,
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* or relative change has plateaued (solver found its best fit,
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* common for SDP4 deep-space orbits where the numerical floor
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@ -749,6 +772,8 @@ od_fit_tle(const od_observation_t *obs, int n_obs,
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else if (iter >= max_iter && result->status[0] == '\0')
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snprintf(result->status, sizeof(result->status), "max_iterations");
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(void)condition_number; /* used by covariance output (v0.5.0) */
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/* Cleanup */
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od_free(residuals);
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od_free(jacobian);
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@ -3,7 +3,6 @@
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-- Tests tle_from_eci(), tle_from_topocentric(), and tle_fit_residuals().
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-- Uses round-trip methodology: propagate known TLE → fit from obs → compare.
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CREATE EXTENSION IF NOT EXISTS pg_orrery;
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NOTICE: extension "pg_orrery" already exists, skipping
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-- ============================================================
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-- Test 1: ECI round-trip (ISS-like LEO orbit)
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--
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