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annotate main/optim/inst/test_d2_min_3.m @ 9930:d30cfca46e8a octave-forge

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optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses
author carandraug
date Fri, 30 Mar 2012 15:14:48 +0000
parents 97f77d4bd426
children 28b882879c6e
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1 ## Copyright (C) 2002 Etienne Grossmann <etienne@cs.uky.edu>
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify it under
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4 ## the terms of the GNU General Public License as published by the Free Software
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5 ## Foundation; either version 3 of the License, or (at your option) any later
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6 ## version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but WITHOUT
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9 ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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10 ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
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11 ## details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License along with
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14 ## this program; if not, see <http://www.gnu.org/licenses/>.
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15
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16 ## Test whether d2_min() functions correctly
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17 ##
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18 ## Gives a 2-dim function with strange shape ("ff", defined below).
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19 ##
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20 ## Sets a ok variable to 1 in case of success, 0 in case of failure
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21 ##
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22 ## If a variables "verbose" is set, then some comments are output.
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23
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24 1 ;
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25
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26 ok = 0;
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27
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28 if ! exist ("verbose"), verbose = 0; end
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29
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30 if verbose
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31 printf ("\n Testing d2_min () on a strange 2-dimensional function\n\n");
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32 end
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33
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34 P = 2; # Nparams
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35 noise = 0 ;
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36 truep = [0;0] ;
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37 xinit = randn(P,1) ;
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38
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39 if noise, obses = adnois(obses,noise); end
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40
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41 y = nan;
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42
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43
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44 function v = ff (x, y)
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45 v = x(1)^2 * (1+sin(x(2)*3*pi)^2) + x(2)^2;
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46 endfunction
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47
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48
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49 function [w,dv,d2v] = d2ff (x, y)
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50 u = x(1); v = x(2);
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51 w = u^2 * (1+sin(v*3*pi)^2) + v^2;
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52
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53 dv = [2*u * (1+sin(v*3*pi)^2), u^2 * sin(v*2*3*pi) + 2*v ];
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54
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55 d2v = [2*(1+sin(v*3*pi)^2), 2*u * sin(v*2*3*pi) ;
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56 2*u * sin(v*2*3*pi), u^2 * 2*3*pi* cos(v*2*3*pi) + 2 ];
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57 d2v = inv (d2v);
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58 endfunction
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59
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60 ## dt = mytic()
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61 ##
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62 ## Returns the cputime since last call to 'mytic'.
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63
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64 function dt = mytic()
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65 persistent last_mytic = 0 ;
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66 [t,u,s] = cputime() ;
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67 dt = t - last_mytic ;
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68 last_mytic = t ;
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69 endfunction
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70
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71
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72 ctl = nan*zeros(1,5); ctl(5) = 1;
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73
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74 if verbose
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75 printf ( "Going to call d2_min\n");
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76 end
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77 mytic() ;
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78 [xlev,vlev,nev] = d2_min ("ff", "d2ff", {xinit,y},ctl) ;
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79 tlev = mytic ();
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80
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81 if verbose,
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82 printf("d2_min should find minv = 0 (plus a little error)\n");
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83 printf(["d2_min : niter=%-4d nev=%-4d nparams=%-4d\n",...
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84 " time=%-8.3g errx=%-8.3g minv=%-8.3g\n"],...
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85 nev([2,1]), P, tlev, max (abs (xlev-truep)), vlev);
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86 end
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87
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88 ok = 1;
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89
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90 if max (abs(xlev-truep )) > sqrt (eps),
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91 if verbose
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92 printf ( "Error is too big : %-8.3g\n", max (abs (xlev-truep)));
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93 end
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94 ok = 0;
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95 end
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96
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97 if verbose && ok
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98 printf ( "All tests ok\n");
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99 end
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100
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101
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102