mathutil: Move coordinate_descent() to new file

Add a new python file (mathutil.py) and move the coordinate_descent()
code to it.

Signed-off-by: Kevin O'Connor <kevin@koconnor.net>

1 files changed, 40 insertions, 0 deletions

diff --git a/klippy/mathutil.py b/klippy/mathutil.py
new file mode 100644
index 00000000..d8df3539
--- /dev/null
+++ b/klippy/mathutil.py
@@ -0,0 +1,40 @@
+# Simple math helper functions
+#
+# Copyright (C) 2018  Kevin O'Connor <kevin@koconnor.net>
+#
+# This file may be distributed under the terms of the GNU GPLv3 license.
+import logging
+
+# Helper code that implements coordinate descent
+def coordinate_descent(adj_params, params, error_func):
+    # Define potential changes
+    params = dict(params)
+    dp = {param_name: 1. for param_name in adj_params}
+    # Calculate the error
+    best_err = error_func(params)
+
+    threshold = 0.00001
+    rounds = 0
+
+    while sum(dp.values()) > threshold and rounds < 10000:
+        rounds += 1
+        for param_name in adj_params:
+            orig = params[param_name]
+            params[param_name] = orig + dp[param_name]
+            err = error_func(params)
+            if err < best_err:
+                # There was some improvement
+                best_err = err
+                dp[param_name] *= 1.1
+                continue
+            params[param_name] = orig - dp[param_name]
+            err = error_func(params)
+            if err < best_err:
+                # There was some improvement
+                best_err = err
+                dp[param_name] *= 1.1
+                continue
+            params[param_name] = orig
+            dp[param_name] *= 0.9
+    logging.info("Coordinate descent best_err: %s  rounds: %d", best_err, rounds)
+    return params