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[CreaPhase.git] / octave_packages / optim-1.2.0 / test_d2_min_1.m

diff --git a/octave_packages/optim-1.2.0/test_d2_min_1.m b/octave_packages/optim-1.2.0/test_d2_min_1.m
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+## Copyright (C) 2002 Etienne Grossmann <etienne@egdn.net>
+##
+## 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 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.
+
+1 ;
+
+if ! exist ("verbose"), verbose = 0; end
+
+if verbose
+  printf ("\n   Testing d2_min () on a quadratic programming problem\n\n");
+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) # Return pseudo-inverse
+  global obsmat;
+  global obses;
+  er = -obses + obsmat*x ;
+  dv = er'*obsmat ;
+  v = msq(er ) ;
+  d2v = pinv (obsmat'*obsmat ) ;
+endfunction
+
+function [v,dv,d2v] = d2ff_2(x)        # Return 2nd derivs, not pseudo-inv
+  global obsmat;
+  global obses;
+  er = -obses + obsmat*x ;
+  dv = er'*obsmat ;
+  v = msq(er ) ;
+  d2v = obsmat'*obsmat ;
+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
+
+## s = msq(x)                   - Mean squared value, ignoring nans
+##
+## s == mean(x(:).^2) , but ignores NaN's
+
+
+function s = msq(x)
+try
+  s = mean(x(find(!isnan(x))).^2);
+catch
+  s = nan;
+end
+endfunction
+
+cnt = 1;
+ok = 1;
+
+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,ctl);
+tlev = mytic() ;
+
+if verbose,
+  printf("d2_min should find in one iteration + one more to check\n");
+  printf(["d2_min : niter=%-4d  nev=%-4d  nobs=%-4d,nparams=%-4d\n",...
+         "  time=%-8.3g errx=%-8.3g   minv=%-8.3g\n"],...
+        nev([2,1]),R,P,tlev,max(abs(xlev-truep )),vlev);
+end
+
+
+
+if nev(2) != 2,
+  if verbose
+      printf ("Too many iterations for this function\n");
+  end
+  ok = 0;
+else 
+  if verbose
+      printf ("Ok: single iteration (%i)\n",cnt);
+  end
+end
+
+if max (abs(xlev-truep )) > sqrt (eps),
+  if verbose
+      printf ("Error is too big : %-8.3g\n", max (abs (xlev-truep)));
+  end
+  ok = 0;
+else 
+  if verbose
+      printf ("Ok: single error amplitude (%i)\n",cnt);
+  end
+end
+
+cnt++;
+
+if verbose
+  printf ("Going to call d2_min() \n");
+end
+mytic() ;
+[xlev,vlev,nev] = d2_min("ff","d2ff_2",xinit) ;
+tlev = mytic() ;
+
+if verbose,
+  printf("d2_min should find in one iteration + one more to check\n");
+  printf(["d2_min : niter=%-4d  nev=%-4d  nobs=%-4d,nparams=%-4d\n",...
+         "  time=%-8.3g errx=%-8.3g   minv=%-8.3g\n"],...
+        nev([2,1]),R,P,tlev,max(abs(xlev-truep )),vlev);
+end
+
+
+if nev(2) != 2,
+  if verbose
+      printf ("Too many iterations for this function\n");
+  end
+  ok = 0;
+else 
+  if verbose
+      printf ("Ok: single iteration (%i)\n",cnt);
+  end
+end
+
+if max (abs(xlev-truep )) > sqrt (eps),
+  if verbose
+      printf ("Error is too big : %-8.3g\n", max (abs (xlev-truep)));
+  end
+  ok = 0;
+else 
+  if verbose
+      printf ("Ok: single error amplitude (%i)\n",cnt);
+  end
+end
+
+if verbose
+  if ok
+    printf ("All tests ok\n");
+  else
+    printf ("Some tests failed\n");
+  end
+end
+