Mercurial > octave
changeset 21099:52af4092f863
For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0.
* fminbnd.m, fminsearch.m, fminunc.m, fsolve.m: Use 'isa (..., "single")' to
check both initial guess X0 and result of function evaluation to decide whether
eps should be single or double.
| author | Rik <rik@octave.org> |
|---|---|
| date | Mon, 18 Jan 2016 10:00:56 -0800 |
| parents | 99d373870017 |
| children | e39e05d90788 |
| files | scripts/optimization/fminbnd.m scripts/optimization/fminsearch.m scripts/optimization/fminunc.m scripts/optimization/fsolve.m |
| diffstat | 4 files changed, 24 insertions(+), 11 deletions(-) [+] |
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--- a/scripts/optimization/fminbnd.m Wed Dec 16 12:09:59 2015 +1100 +++ b/scripts/optimization/fminbnd.m Mon Jan 18 10:00:56 2016 -0800 @@ -98,7 +98,6 @@ info = 0; niter = 0; nfev = 0; - sqrteps = eps (class (xmin + xmax)); c = 0.5*(3 - sqrt (5)); a = xmin; b = xmax; @@ -108,6 +107,12 @@ fv = fw = fval = fun (x); nfev += 1; + if (isa (xmin, "single") || isa (xmax, "single") || isa (fval, "single")) + sqrteps = eps ("single"); + else + sqrteps = eps ("double"); + endif + ## Only for display purposes. iter(1).funccount = nfev; iter(1).x = x; @@ -117,7 +122,7 @@ xm = 0.5*(a+b); ## FIXME: the golden section search can actually get closer than sqrt(eps) ## sometimes. Sometimes not, it depends on the function. This is the - ## strategy from the Netlib code. Something yet smarter would be good. + ## strategy from the Netlib code. Something smarter would be good. tol = 2 * sqrteps * abs (x) + tolx / 3; if (abs (x - xm) <= (2*tol - 0.5*(b-a))) info = 1;
--- a/scripts/optimization/fminsearch.m Wed Dec 16 12:09:59 2015 +1100 +++ b/scripts/optimization/fminsearch.m Mon Jan 18 10:00:56 2016 -0800 @@ -52,10 +52,10 @@ ## PKG_ADD: ## Discard result to avoid polluting workspace with ans at startup. ## PKG_ADD: [~] = __all_opts__ ("fminsearch"); -## FIXME: Add support for "exitflag" output variable -## FIXME: Add support for "output" output variable +## FIXME: Add support for "exitflag" output variable. +## FIXME: Add support for "output" output variable. ## FIXME: For Display option, add 'final' and 'notify' options. Not too hard. -## FIXME: Add support for OutputFcn. See fminunc for a template +## FIXME: Add support for OutputFcn. See fminunc for a template. ## FIXME: Add support for exiting based on TolFun. See fminunc for an idea. function [x, fval] = fminsearch (fun, x0, options = struct ())
--- a/scripts/optimization/fminunc.m Wed Dec 16 12:09:59 2015 +1100 +++ b/scripts/optimization/fminunc.m Mon Jan 18 10:00:56 2016 -0800 @@ -143,8 +143,6 @@ ## These defaults are rather stringent. I think that normally, user ## prefers accuracy to performance. - macheps = eps (class (x0)); - tolx = optimget (options, "TolX", 1e-7); tolf = optimget (options, "TolFun", 1e-7); @@ -175,6 +173,12 @@ endif endif + if (isa (x0, "single") || isa (fval, "single")) + macheps = eps ("single"); + else + macheps = eps ("double"); + endif + nsuciter = 0; lastratio = 0;
--- a/scripts/optimization/fsolve.m Wed Dec 16 12:09:59 2015 +1100 +++ b/scripts/optimization/fsolve.m Mon Jan 18 10:00:56 2016 -0800 @@ -185,10 +185,8 @@ fcn = @(x) guarded_eval (fcn, x, complexeqn); endif - ## These defaults are rather stringent. I think that normally, user - ## prefers accuracy to performance. - - macheps = eps (class (x0)); + ## These defaults are rather stringent. + ## Normally user prefers accuracy to performance. tolx = optimget (options, "TolX", 1e-7); tolf = optimget (options, "TolFun", 1e-7); @@ -223,6 +221,12 @@ endif endif + if (isa (x0, "single") || isa (fvec, "single")) + macheps = eps ("single"); + else + macheps = eps ("double"); + endif + nsuciter = 0; ## Outer loop.