Mercurial > octave
annotate scripts/optimization/pqpnonneg.m @ 31551:fd29c7a50a78 stable
maint: use commas, semicolons consistently with Octave conventions.
* makeValidName.m: Remove %!test and move BIST %!asserts to column 1.
* base64decode.m, base64encode.m, which.m, logm.m, uniquetol.m, perms.m:
Delete semicolon (';') at end of %!assert BIST.
* lin2mu.m, interp2.m, interpn.m, lsqnonneg.m, pqpnonneg.m, uniquetol.m,
betainc.m, normalize.m: Add semicolon (';') to end of assert statement within
%!test BIST.
* __memoize__.m, tar_is_bsd.m, publish.m: Add semicolon (';') to line with
keyword "persistent".
* stft.m: Use comma (',') after "case" keyword when code immediately follows.
* gallery.m: Align commas used in case statements in massive switch block.
Remove unnecessary parentheses around a numeric case argument.
* ranks.m: Remove semicolon (';') from case statemnt argument.
author | Rik <rik@octave.org> |
---|---|
date | Sat, 26 Nov 2022 06:32:08 -0800 |
parents | 10a813492497 |
children | 597f3ee61a48 |
rev | line source |
---|---|
27923
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
1 ######################################################################## |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
2 ## |
30564
796f54d4ddbf
update Octave Project Developers copyright for the new year
John W. Eaton <jwe@octave.org>
parents:
29359
diff
changeset
|
3 ## Copyright (C) 2008-2022 The Octave Project Developers |
27918
b442ec6dda5c
use centralized file for copyright info for individual contributors
John W. Eaton <jwe@octave.org>
parents:
26376
diff
changeset
|
4 ## |
27923
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
5 ## See the file COPYRIGHT.md in the top-level directory of this |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
6 ## distribution or <https://octave.org/copyright/>. |
9635 | 7 ## |
8 ## This file is part of Octave. | |
9 ## | |
24534
194eb4bd202b
maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents:
23220
diff
changeset
|
10 ## Octave is free software: you can redistribute it and/or modify it |
9635 | 11 ## under the terms of the GNU General Public License as published by |
24534
194eb4bd202b
maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents:
23220
diff
changeset
|
12 ## the Free Software Foundation, either version 3 of the License, or |
22755
3a2b891d0b33
maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents:
22323
diff
changeset
|
13 ## (at your option) any later version. |
9635 | 14 ## |
15 ## Octave is distributed in the hope that it will be useful, but | |
16 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
22755
3a2b891d0b33
maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents:
22323
diff
changeset
|
17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
3a2b891d0b33
maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents:
22323
diff
changeset
|
18 ## GNU General Public License for more details. |
9635 | 19 ## |
20 ## You should have received a copy of the GNU General Public License | |
21 ## along with Octave; see the file COPYING. If not, see | |
24534
194eb4bd202b
maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents:
23220
diff
changeset
|
22 ## <https://www.gnu.org/licenses/>. |
27923
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
23 ## |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
24 ######################################################################## |
9635 | 25 |
26 ## -*- texinfo -*- | |
20852
516bb87ea72e
2015 Code Sprint: remove class of function from docstring for all m-files.
Rik <rik@octave.org>
parents:
20735
diff
changeset
|
27 ## @deftypefn {} {@var{x} =} pqpnonneg (@var{c}, @var{d}) |
516bb87ea72e
2015 Code Sprint: remove class of function from docstring for all m-files.
Rik <rik@octave.org>
parents:
20735
diff
changeset
|
28 ## @deftypefnx {} {@var{x} =} pqpnonneg (@var{c}, @var{d}, @var{x0}) |
22760
c4d80b9d2898
maint: Capitalize variable names appearing in error() messages of m-files.
Rik <rik@octave.org>
parents:
22755
diff
changeset
|
29 ## @deftypefnx {} {@var{x} =} pqpnonneg (@var{c}, @var{d}, @var{x0}, @var{options}) |
20852
516bb87ea72e
2015 Code Sprint: remove class of function from docstring for all m-files.
Rik <rik@octave.org>
parents:
20735
diff
changeset
|
30 ## @deftypefnx {} {[@var{x}, @var{minval}] =} pqpnonneg (@dots{}) |
516bb87ea72e
2015 Code Sprint: remove class of function from docstring for all m-files.
Rik <rik@octave.org>
parents:
20735
diff
changeset
|
31 ## @deftypefnx {} {[@var{x}, @var{minval}, @var{exitflag}] =} pqpnonneg (@dots{}) |
516bb87ea72e
2015 Code Sprint: remove class of function from docstring for all m-files.
Rik <rik@octave.org>
parents:
20735
diff
changeset
|
32 ## @deftypefnx {} {[@var{x}, @var{minval}, @var{exitflag}, @var{output}] =} pqpnonneg (@dots{}) |
516bb87ea72e
2015 Code Sprint: remove class of function from docstring for all m-files.
Rik <rik@octave.org>
parents:
20735
diff
changeset
|
33 ## @deftypefnx {} {[@var{x}, @var{minval}, @var{exitflag}, @var{output}, @var{lambda}] =} pqpnonneg (@dots{}) |
20165
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
34 ## |
31270
635ef1eb7dc3
doc: Improve docstring readability for pqpnonneg.m
Arun Giridhar <arungiridhar@gmail.com>
parents:
31268
diff
changeset
|
35 ## Minimize @code{ (1/2 * @var{x}' * @var{c} * @var{x} + @var{d}' * @var{x}) } |
635ef1eb7dc3
doc: Improve docstring readability for pqpnonneg.m
Arun Giridhar <arungiridhar@gmail.com>
parents:
31268
diff
changeset
|
36 ## subject to @code{@var{x} >= 0}. |
20165
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
37 ## |
22764 | 38 ## @var{c} and @var{d} must be real matrices, and @var{c} must be symmetric and |
20165
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
39 ## positive definite. |
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
40 ## |
22764 | 41 ## @var{x0} is an optional initial guess for the solution @var{x}. |
9635 | 42 ## |
22760
c4d80b9d2898
maint: Capitalize variable names appearing in error() messages of m-files.
Rik <rik@octave.org>
parents:
22755
diff
changeset
|
43 ## @var{options} is an options structure to change the behavior of the |
28959
5394d688d456
doc: Use @code{} within alternate text for @xref,@pxref macros for better Info display.
Rik <rik@octave.org>
parents:
28942
diff
changeset
|
44 ## algorithm (@pxref{XREFoptimset,,@code{optimset}}). @code{pqpnonneg} |
5394d688d456
doc: Use @code{} within alternate text for @xref,@pxref macros for better Info display.
Rik <rik@octave.org>
parents:
28942
diff
changeset
|
45 ## recognizes one option: @qcode{"MaxIter"}. |
9635 | 46 ## |
47 ## Outputs: | |
14366
b76f0740940e
doc: Periodic grammar check of documentation.
Rik <octave@nomad.inbox5.com>
parents:
14363
diff
changeset
|
48 ## |
22764 | 49 ## @table @var |
50 ## | |
51 ## @item x | |
52 ## The solution matrix | |
53 ## | |
9635 | 54 ## @item minval |
22764 | 55 ## The minimum attained model value, |
56 ## @code{1/2*@var{xmin}'*@var{c}*@var{xmin} + @var{d}'*@var{xmin}} | |
10821
693e22af08ae
Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents:
10793
diff
changeset
|
57 ## |
9635 | 58 ## @item exitflag |
20165
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
59 ## An indicator of convergence. 0 indicates that the iteration count was |
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
60 ## exceeded, and therefore convergence was not reached; >0 indicates that the |
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
61 ## algorithm converged. (The algorithm is stable and will converge given |
f1d0f506ee78
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19833
diff
changeset
|
62 ## enough iterations.) |
10821
693e22af08ae
Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents:
10793
diff
changeset
|
63 ## |
9635 | 64 ## @item output |
65 ## A structure with two fields: | |
14366
b76f0740940e
doc: Periodic grammar check of documentation.
Rik <octave@nomad.inbox5.com>
parents:
14363
diff
changeset
|
66 ## |
9635 | 67 ## @itemize @bullet |
25003
2365c2661b3c
doc: Spellcheck documentation ahead of 4.4 release.
Rik <rik@octave.org>
parents:
24534
diff
changeset
|
68 ## @item @qcode{"algorithm"}: The algorithm used (@nospell{@qcode{"nnls"}}) |
10821
693e22af08ae
Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents:
10793
diff
changeset
|
69 ## |
17281
bc924baa2c4e
doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents:
14366
diff
changeset
|
70 ## @item @qcode{"iterations"}: The number of iterations taken. |
9635 | 71 ## @end itemize |
10821
693e22af08ae
Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents:
10793
diff
changeset
|
72 ## |
9635 | 73 ## @item lambda |
31286
10a813492497
maint: Use "nonzero" in docstrings and error messages.
Rik <rik@octave.org>
parents:
31283
diff
changeset
|
74 ## Lagrange multipliers. If these are nonzero, the corresponding @var{x} |
31268
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
75 ## values should be zero, indicating the solution is pressed up against a |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
76 ## coordinate plane. The magnitude indicates how much the residual would |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
77 ## improve if the @code{@var{x} >= 0} constraints were relaxed in that |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
78 ## direction. |
31266
e5e35410da90
doc: Documented undocumented outputs for lsqnonneg and pqpnonneg
Arun Giridhar <arungiridhar@gmail.com>
parents:
30564
diff
changeset
|
79 ## |
22764 | 80 ## @end table |
81 ## @seealso{lsqnonneg, qp, optimset} | |
9635 | 82 ## @end deftypefn |
83 | |
13027
b9a89ca0fb75
prevent optimization functions from setting ans in workspace at startup
John W. Eaton <jwe@octave.org>
parents:
11588
diff
changeset
|
84 ## PKG_ADD: ## Discard result to avoid polluting workspace with ans at startup. |
b9a89ca0fb75
prevent optimization functions from setting ans in workspace at startup
John W. Eaton <jwe@octave.org>
parents:
11588
diff
changeset
|
85 ## PKG_ADD: [~] = __all_opts__ ("pqpnonneg"); |
9635 | 86 |
22764 | 87 ## This is analogical to the lsqnonneg implementation, which is implemented |
88 ## from Lawson and Hanson's 1973 algorithm on page 161 of Solving Least Squares | |
89 ## Problems. It shares the convergence guarantees. | |
9635 | 90 |
22769 | 91 function [x, minval, exitflag, output, lambda] = pqpnonneg (c, d, x0 = [], |
92 options = struct ()) | |
9635 | 93 |
22764 | 94 ## Special case: called to find default optimization options |
95 if (nargin == 1 && ischar (c) && strcmp (c, "defaults")) | |
26138
804e18e3e320
Reenable query of optimization options (bugs #54952 and #55089).
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents:
25579
diff
changeset
|
96 x = struct ("MaxIter", 1e5); |
17312
088d014a7fe2
Use semicolon after "return" statement in core m-files.
Rik <rik@octave.org>
parents:
17281
diff
changeset
|
97 return; |
9635 | 98 endif |
99 | |
28789
28de41192f3c
Eliminate unneeded verification of nargin, nargout in m-files.
Rik <rik@octave.org>
parents:
27923
diff
changeset
|
100 if (nargin < 2) |
9635 | 101 print_usage (); |
102 endif | |
103 | |
22764 | 104 if (! (isnumeric (c) && ismatrix (c)) || ! (isnumeric (d) && ismatrix (d))) |
105 error ("pqpnonneg: C and D must be numeric matrices"); | |
106 endif | |
107 if (! issquare (c)) | |
108 error ("pqpnonneg: C must be a square matrix"); | |
109 endif | |
110 | |
111 if (! isstruct (options)) | |
112 error ("pqpnonneg: OPTIONS must be a struct"); | |
113 endif | |
114 | |
9635 | 115 ## Lawson-Hanson Step 1 (LH1): initialize the variables. |
116 n = columns (c); | |
22764 | 117 if (isempty (x0)) |
118 ## Initial guess is all zeros. | |
9635 | 119 x = zeros (n, 1); |
120 else | |
121 ## ensure nonnegative guess. | |
22764 | 122 x = max (x0, 0); |
9635 | 123 endif |
124 | |
125 max_iter = optimget (options, "MaxIter", 1e5); | |
126 | |
127 ## Initialize P, according to zero pattern of x. | |
128 p = find (x > 0).'; | |
129 ## Initialize the Cholesky factorization. | |
130 r = chol (c(p, p)); | |
131 usechol = true; | |
132 | |
133 iter = 0; | |
134 | |
135 ## LH3: test for completion. | |
136 while (iter < max_iter) | |
137 while (iter < max_iter) | |
20735
418ae0cb752f
Replace ++,-- with in-place operators for performance.
Rik <rik@octave.org>
parents:
20165
diff
changeset
|
138 iter += 1; |
9635 | 139 |
140 ## LH6: compute the positive matrix and find the min norm solution | |
141 ## of the positive problem. | |
142 if (usechol) | |
143 xtmp = -(r \ (r' \ d(p))); | |
144 else | |
145 xtmp = -(c(p,p) \ d(p)); | |
146 endif | |
147 idx = find (xtmp < 0); | |
148 | |
11587
c792872f8942
all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
149 if (isempty (idx)) |
9635 | 150 ## LH7: tmp solution found, iterate. |
151 x(:) = 0; | |
152 x(p) = xtmp; | |
153 break; | |
154 else | |
155 ## LH8, LH9: find the scaling factor. | |
156 pidx = p(idx); | |
22764 | 157 sf = x(pidx) ./ (x(pidx) - xtmp(idx)); |
9635 | 158 alpha = min (sf); |
159 ## LH10: adjust X. | |
160 xx = zeros (n, 1); | |
161 xx(p) = xtmp; | |
162 x += alpha*(xx - x); | |
163 ## LH11: move from P to Z all X == 0. | |
164 ## This corresponds to those indices where minimum of sf is attained. | |
19833
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19697
diff
changeset
|
165 idx = idx(sf == alpha); |
9635 | 166 p(idx) = []; |
167 if (usechol) | |
168 ## update the Cholesky factorization. | |
169 r = choldelete (r, idx); | |
170 endif | |
171 endif | |
172 endwhile | |
11587
c792872f8942
all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
173 |
9635 | 174 ## compute the gradient. |
175 w = -(d + c*x); | |
176 w(p) = []; | |
177 if (! any (w > 0)) | |
178 if (usechol) | |
179 ## verify the solution achieved using qr updating. | |
22764 | 180 ## In the best case, this should only take a single step. |
9635 | 181 usechol = false; |
182 continue; | |
183 else | |
184 ## we're finished. | |
185 break; | |
186 endif | |
187 endif | |
188 | |
189 ## find the maximum gradient. | |
190 idx = find (w == max (w)); | |
191 if (numel (idx) > 1) | |
192 warning ("pqpnonneg:nonunique", | |
11588
d5bd2766c640
style fixes for warning and error messages in script files
John W. Eaton <jwe@octave.org>
parents:
11587
diff
changeset
|
193 "a non-unique solution may be returned due to equal gradients"); |
9635 | 194 idx = idx(1); |
195 endif | |
21751
b571fc85953f
maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents:
21178
diff
changeset
|
196 ## move the index from Z to P. Keep P sorted. |
9635 | 197 z = [1:n]; z(p) = []; |
198 zidx = z(idx); | |
199 jdx = 1 + lookup (p, zidx); | |
200 p = [p(1:jdx-1), zidx, p(jdx:end)]; | |
201 if (usechol) | |
202 ## insert the column into the Cholesky factorization. | |
10200
7c1b1c084af1
handle cholesky update failure in pqpnonneg
Jaroslav Hajek <highegg@gmail.com>
parents:
9635
diff
changeset
|
203 [r, bad] = cholinsert (r, jdx, c(p,zidx)); |
7c1b1c084af1
handle cholesky update failure in pqpnonneg
Jaroslav Hajek <highegg@gmail.com>
parents:
9635
diff
changeset
|
204 if (bad) |
7c1b1c084af1
handle cholesky update failure in pqpnonneg
Jaroslav Hajek <highegg@gmail.com>
parents:
9635
diff
changeset
|
205 ## If the insertion failed, we switch off updates and go on. |
7c1b1c084af1
handle cholesky update failure in pqpnonneg
Jaroslav Hajek <highegg@gmail.com>
parents:
9635
diff
changeset
|
206 usechol = false; |
7c1b1c084af1
handle cholesky update failure in pqpnonneg
Jaroslav Hajek <highegg@gmail.com>
parents:
9635
diff
changeset
|
207 endif |
9635 | 208 endif |
209 | |
210 endwhile | |
211 ## LH12: complete. | |
212 | |
213 ## Generate the additional output arguments. | |
22764 | 214 if (isargout (2)) |
9635 | 215 minval = 1/2*(x'*c*x) + d'*x; |
216 endif | |
22764 | 217 if (isargout (3)) |
218 if (iter >= max_iter) | |
219 exitflag = 0; | |
220 else | |
221 exitflag = iter; | |
222 endif | |
9635 | 223 endif |
22764 | 224 if (isargout (4)) |
9635 | 225 output = struct ("algorithm", "nnls-pqp", "iterations", iter); |
226 endif | |
22764 | 227 if (isargout (5)) |
9635 | 228 lambda = zeros (size (x)); |
31268
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
229 lambda (setdiff (1:numel(x), p)) = w; |
9635 | 230 endif |
231 | |
232 endfunction | |
233 | |
14363
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
234 |
9635 | 235 %!test |
236 %! C = [5 2;2 2]; | |
237 %! d = [3; -1]; | |
14363
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
238 %! assert (pqpnonneg (C, d), [0;0.5], 100*eps); |
9635 | 239 |
240 ## Test equivalence of lsq and pqp | |
241 %!test | |
242 %! C = rand (20, 10); | |
243 %! d = rand (20, 1); | |
14363
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
244 %! assert (pqpnonneg (C'*C, -C'*d), lsqnonneg (C, d), 100*eps); |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
245 |
31268
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
246 ## Test Lagrange multiplier duality: lambda .* x == 0 |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
247 %!test |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
248 %! [x, resid, ~, ~, lambda] = pqpnonneg ([3 2; 2 2], [6; 5]); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
249 %! assert (x, [0 0]', eps); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
250 %! assert (resid, 0, eps); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
251 %! assert (lambda, [-6 -5]', eps); |
31551
fd29c7a50a78
maint: use commas, semicolons consistently with Octave conventions.
Rik <rik@octave.org>
parents:
31286
diff
changeset
|
252 %! assert (x .* lambda, [0 0]'); |
31268
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
253 |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
254 %!test |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
255 %! [x, resid, ~, ~, lambda] = pqpnonneg ([3 2; 2 2], [6; -5]); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
256 %! assert (x, [0 2.5]', eps); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
257 %! assert (resid, -6.25, eps); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
258 %! assert (lambda, [-11 0]', eps); |
31551
fd29c7a50a78
maint: use commas, semicolons consistently with Octave conventions.
Rik <rik@octave.org>
parents:
31286
diff
changeset
|
259 %! assert (x .* lambda, [0 0]'); |
31268
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
260 |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
261 %!test |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
262 %! [x, resid, ~, ~, lambda] = pqpnonneg ([3 2; 2 2], [-6; 5]); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
263 %! assert (x, [2 0]', eps); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
264 %! assert (resid, -6, eps); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
265 %! assert (lambda, [0 -9]', eps); |
31551
fd29c7a50a78
maint: use commas, semicolons consistently with Octave conventions.
Rik <rik@octave.org>
parents:
31286
diff
changeset
|
266 %! assert (x .* lambda, [0 0]'); |
31268
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
267 |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
268 %!test |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
269 %! [x, resid, ~, ~, lambda] = pqpnonneg ([3 2; 2 2], [-6; -5]); |
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
270 %! assert (x, [1 1.5]', 10*eps); |
31283
b902f78ecf66
pqpnonneg.m: increase tolerance on BIST (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31270
diff
changeset
|
271 %! assert (resid, -6.75, 10*eps); |
31268
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
272 %! assert (lambda, [0 0]', eps); |
31551
fd29c7a50a78
maint: use commas, semicolons consistently with Octave conventions.
Rik <rik@octave.org>
parents:
31286
diff
changeset
|
273 %! assert (x .* lambda, [0 0]'); |
31268
44a68ac1a22f
Fix incorrect lambda outputs for lsqnonneg and pqpnonneg (bug #63178)
Arun Giridhar <arungiridhar@gmail.com>
parents:
31266
diff
changeset
|
274 |
28942
fc4bb4bd1d5e
maint: Use '##' as lead-in for full-line comments.
Rik <rik@octave.org>
parents:
28896
diff
changeset
|
275 ## Test input validation |
28896
90fea9cc9caa
test: Add expected error message <Invalid call> to BIST tests for nargin.
Rik <rik@octave.org>
parents:
28789
diff
changeset
|
276 %!error <Invalid call> pqpnonneg () |
90fea9cc9caa
test: Add expected error message <Invalid call> to BIST tests for nargin.
Rik <rik@octave.org>
parents:
28789
diff
changeset
|
277 %!error <Invalid call> pqpnonneg (1) |
22764 | 278 %!error <C .* must be numeric matrices> pqpnonneg ({1},2) |
279 %!error <C .* must be numeric matrices> pqpnonneg (ones (2,2,2),2) | |
280 %!error <D must be numeric matrices> pqpnonneg (1,{2}) | |
281 %!error <D must be numeric matrices> pqpnonneg (1, ones (2,2,2)) | |
282 %!error <C must be a square matrix> pqpnonneg ([1 2], 2) | |
283 %!error <OPTIONS must be a struct> pqpnonneg (1, 2, [], 3) |