Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / optim-1.2.0 / test_min_1.m

diff --git a/octave_packages/optim-1.2.0/test_min_1.m b/octave_packages/optim-1.2.0/test_min_1.m
new file mode 100644 (file)
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+++ b/octave_packages/optim-1.2.0/test_min_1.m
@@ -0,0 +1,104 @@
+## Copyright (C) 2002 Etienne Grossmann <etienne@egdn.net>
+## Copyright (C) 2004 Michael Creel <michael.creel@uab.es>
+##
+## 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 an optimization function with the same synopsis as bfgs.m 
+
+if ! exist ("optim_func"), optim_func = "bfgsmin"; end
+
+ok = 1;
+
+if ! exist ("verbose"), verbose = 0; end
+
+if verbose
+  printf ("\n   Testing '%s' on a quadratic programming problem\n\n",\
+         optim_func);
+  printf (["     Set 'optim_func' to the name of the optimization\n",\
+          "     function you want to test (must have same synopsis\n",\
+          "     as 'bfgs')\n\n"]);
+end
+
+
+
+N = 1+floor(30*rand(1)) ;
+global truemin ;
+truemin = randn(N,1) ;
+
+global offset ;
+offset  = 10*randn(1) ;
+
+global metric ;
+metric = randn(2*N,N) ; 
+metric = metric'*metric ;
+
+if N>1,
+  [u,d,v] = svd(metric);
+  d = (0.1+[0:(1/(N-1)):1]).^2 ;
+  metric = u*diag(d)*u' ;
+end
+
+function v = testfunc(x)
+  global offset ;
+  global truemin ;
+  global metric ;
+  v = sum((x-truemin)'*metric*(x-truemin))+offset ;
+end
+
+function df = dtestf(x)
+  global truemin ;
+  global metric ;
+  df = 2*(x-truemin)'*metric ;
+end
+
+xinit = 10*randn(N,1) ;
+
+if verbose,
+  printf (["   Dimension is %i\n",\
+          "   Condition is %f\n"],\
+         N, cond (metric));
+  fflush (stdout);
+end
+
+## [x,v,niter] = feval (optim_func, "testfunc","dtestf", xinit);
+ctl.df = "dtestf";
+if strcmp(optim_func,"bfgsmin")
+       ctl = {-1,2,1,1};
+       xinit2 = {xinit};
+else xinit2 = xinit;   
+endif
+[x,v,niter] = feval (optim_func, "testfunc", xinit2, ctl);
+
+if verbose 
+  printf ("nev=%d  N=%d  errx=%8.3g   errv=%8.3g\n",\
+         niter(1),N,max(abs( x-truemin )),v-offset);
+end
+
+if any (abs (x-truemin) > 1e-4)
+  ok = 0;
+  if verbose, printf ("not ok 1 (best argument is wrong)\n"); end
+elseif verbose, printf ("ok 1\n");
+end
+
+if  v-offset  > 1e-8
+  ok = 0;
+  if verbose, printf ("not ok 2 (best function value is wrong)\n"); end
+elseif verbose, printf ("ok 2\n");
+end
+
+if verbose
+  if ok, printf ("All tests ok\n");
+  else   printf ("Whoa!! Some test(s) failed\n");
+  end
+end