Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / optim-1.2.0 / test_min_4.m

diff --git a/octave_packages/optim-1.2.0/test_min_4.m b/octave_packages/optim-1.2.0/test_min_4.m
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+++ b/octave_packages/optim-1.2.0/test_min_4.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_bfgs              - Test that bfgs works
+##
+## Check that bfgs treats struct options correctly
+##
+## Sets 'ok' to 1 if success, 0 otherwise
+
+## The name of the optimizing function
+if ! exist ("optim_func"), optim_func = "bfgsmin"; end
+
+ok = 1;
+cnt = 0;
+
+if ! exist ("verbose"), verbose = 0; end
+
+N = 2;
+
+## Make test reproducible
+## x0 = randn(N,1) ;
+## y0 = randn(N,1) ;
+x0 = (1:N)'/N;
+y0 = (N:-1:1)'/N;
+
+function v = ff(x,y,t)
+  A = [1 -1;1 1]; M = A'*diag([100,1])*A;
+  v = (x(1:2) - y(1:2))'*M*(x(1:2)-y(1:2)) + 1;
+endfunction
+
+
+function dv = dff(x,y,t)
+  if nargin < 3, t = 1; end
+  if t == 1, N = length (x); else N = length (y); end
+  A = [1 -1;1 1]; M = A'*diag([100,1])*A;
+  dv = 2*(x(1:2)-y(1:2))'*M;
+  if N>2, dv = [dv, zeros(1,N-2)]; end
+  if t == 2, dv = -dv; end
+endfunction
+
+
+if verbose
+  printf ("\n   Testing that %s accepts struct control variable\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 'bfgsmin')\n\n"]);
+
+  printf ("  Nparams = N = %i\n",N);
+  fflush (stdout);
+end
+
+## Plain run, just to make sure ######################################
+## Minimum wrt 'x' is y0
+## [xlev,vlev,nlev] = feval (optim_func, "ff", "dff", {x0,y0,1});
+## ctl.df = "dff";
+[xlev,vlev,nlev] = feval (optim_func, "ff", {x0,y0,1});
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+  if verbose
+    printf ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+  end
+  ok = 0;
+elseif verbose,  printf ("ok %i\n",cnt);
+end
+
+## Minimize wrt 2nd arg ##############################################
+## Minimum wrt 'y' is x0
+## ctl = struct ("narg", 2,"df","dff");
+## ctl = [nan,nan,2];
+## [xlev,vlev,nlev] = feval (optim_func, "ff", list (x0,y0,2),ctl);
+[xlev,vlev,nlev] = feval (optim_func, "ff", {x0,y0,2},{inf,0,1,2});
+
+cnt++;
+if max (abs (xlev-x0)) > 100*sqrt (eps)
+  if verbose
+    printf ("Error is too big : %8.3g\n", max (abs (xlev-x0)));
+  end
+  ok = 0;
+elseif verbose,  printf ("ok %i\n",cnt);
+end
+
+## Set the verbose option ############################################
+## Minimum wrt 'x' is y0
+## ctl = struct ("narg", 1,"verbose",verbose, "df", "dff");
+## ctl = [nan,nan,2];
+## [xlev,vlev,nlev] = feval (optim_func, "ff", "dff", {x0,y0,1},ctl);
+[xlev,vlev,nlev] = feval (optim_func, "ff", {x0,y0,1},{inf,1,1,1});
+
+cnt++;
+if max (abs (xlev-y0)) > 100*sqrt (eps)
+  if verbose
+    printf ("Error is too big : %8.3g\n", max (abs (xlev-y0)));
+  end
+  ok = 0;
+elseif verbose,  printf ("ok %i\n",cnt);
+end
+
+
+
+
+if verbose && ok
+  printf ( "All tests ok\n");
+end
+