test_quad_min

(tmp_for_tar/quad_min.doc/test_quad_min.m)

Function Synopsis

[v,dv,d2v] = d2ff(x)

Help text

 Test whether quad_min() functions correctly, with two args

 Gives a simple quadratic programming problem (function ff 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.

 Last modified: October 2000

Cross-Reference Information

sayif    tmp_for_tar/quad_min.doc/sayif.m

Listing of function file tmp_for_tar/quad_min.doc/test_quad_min.m

## Test whether quad_min() functions correctly, with two args
##
## Gives a simple quadratic programming problem (function ff 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.

## Author:        Etienne Grossmann  <etienne@isr.ist.utl.pt>
## Last modified: October 2000

1 ;

ok = 0;

if ! exist ("verbose"), verbose = 0; end

P = 10+floor(30*rand(1)) ;	# Nparams
R = P+floor(30*rand(1)) ;	# Nobses
noise = 0 ;
global obsmat ;
obsmat = randn(R,P) ;
global truep ;
truep = randn(P,1) ;
xinit = randn(P,1) ;

global obses ;
obses = obsmat*truep ;
if noise, obses = adnois(obses,noise); end


function v = ff(x)
  global obsmat;
  global obses;
  v = msq( obses - obsmat*x ) ;
endfunction


function [v,dv,d2v] = d2ff(x)
  global obsmat;
  global obses;
  er = -obses + obsmat*x ;
  dv = er'*obsmat ;
  v = msq( er ) ;
  d2v = pinv( obsmat'*obsmat ) ;
endfunction



sayif(verbose, "gonna do : quad_min\n");
mytic() ;
[xlev,vlev,nlev] = quad_min("ff","d2ff",xinit) ;
tlev = mytic() ;

if verbose,
  printf("Quad should find in one iteration + one more to check\n");
  printf(["QUAD : niter=%4d  nobs=%4d,nparams=%4d\n",...
	  "  time=%8.3g errx=%8.3g   minv=%8.3g\n"],...
	 nlev,R,P,tlev,max(abs( xlev-truep )),vlev);
end


ok = 1;
if nlev != 2,
  sayif (verbose, "Too many iterations for this function\n");
  ok = 0;
end

if max (abs(xlev-truep )) > sqrt (eps),
  sayif (verbose, "Error is too big : %8.3g\n", max (abs (xlev-truep)));
  ok = 0;
end

sayif (verbose && ok, "All tests ok\n");