Mercurial > forge
view main/optim/inst/test_d2_min_3.m @ 9930:d30cfca46e8a octave-forge
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 |
line wrap: on
line source
## Copyright (C) 2002 Etienne Grossmann <etienne@cs.uky.edu> ## ## This program is free software; you can redistribute it and/or modify it under ## the terms of the GNU General Public License as published by the Free Software ## Foundation; either version 3 of the License, or (at your option) any later ## version. ## ## This program is distributed in the hope that it will be useful, but WITHOUT ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more ## details. ## ## You should have received a copy of the GNU General Public License along with ## this program; if not, see <http://www.gnu.org/licenses/>. ## Test whether d2_min() functions correctly ## ## Gives a 2-dim function with strange shape ("ff", defined below). ## ## Sets a ok variable to 1 in case of success, 0 in case of failure ## ## If a variables "verbose" is set, then some comments are output. 1 ; ok = 0; if ! exist ("verbose"), verbose = 0; end if verbose printf ("\n Testing d2_min () on a strange 2-dimensional function\n\n"); end P = 2; # Nparams noise = 0 ; truep = [0;0] ; xinit = randn(P,1) ; if noise, obses = adnois(obses,noise); end y = nan; function v = ff (x, y) v = x(1)^2 * (1+sin(x(2)*3*pi)^2) + x(2)^2; endfunction function [w,dv,d2v] = d2ff (x, y) u = x(1); v = x(2); w = u^2 * (1+sin(v*3*pi)^2) + v^2; dv = [2*u * (1+sin(v*3*pi)^2), u^2 * sin(v*2*3*pi) + 2*v ]; d2v = [2*(1+sin(v*3*pi)^2), 2*u * sin(v*2*3*pi) ; 2*u * sin(v*2*3*pi), u^2 * 2*3*pi* cos(v*2*3*pi) + 2 ]; d2v = inv (d2v); endfunction ## dt = mytic() ## ## Returns the cputime since last call to 'mytic'. function dt = mytic() persistent last_mytic = 0 ; [t,u,s] = cputime() ; dt = t - last_mytic ; last_mytic = t ; endfunction ctl = nan*zeros(1,5); ctl(5) = 1; if verbose printf ( "Going to call d2_min\n"); end mytic() ; [xlev,vlev,nev] = d2_min ("ff", "d2ff", {xinit,y},ctl) ; tlev = mytic (); if verbose, printf("d2_min should find minv = 0 (plus a little error)\n"); printf(["d2_min : niter=%-4d nev=%-4d nparams=%-4d\n",... " time=%-8.3g errx=%-8.3g minv=%-8.3g\n"],... nev([2,1]), P, tlev, max (abs (xlev-truep)), vlev); end ok = 1; if max (abs(xlev-truep )) > sqrt (eps), if verbose printf ( "Error is too big : %-8.3g\n", max (abs (xlev-truep))); end ok = 0; end if verbose && ok printf ( "All tests ok\n"); end