/usr/share/octave/packages/optim-1.3.0/test_d2_min_2.m is in octave-optim 1.3.0-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 | ## 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, 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.
1 ;
ok = 0;
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 ;
obsmat = randn(R,P) ;
truep = randn(P,1) ;
xinit = randn(P,1) ;
obses = obsmat*truep ;
if noise, obses = adnois(obses,noise); end
y.obses = obses;
y.obsmat = obsmat;
function v = ff (x, y)
v = msq( y.obses - y.obsmat*x ) ;
endfunction
function [v,dv,d2v] = d2ff (x, y)
er = -y.obses + y.obsmat*x ;
dv = er'*y.obsmat ;
v = msq( er ) ;
d2v = pinv( y.obsmat'*y.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
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,y}, 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
ok = 1;
if nev(2) != 2,
if verbose
printf ( "Too many iterations for this function\n");
end
ok = 0;
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;
end
if verbose && ok
printf ( "All tests ok\n");
end
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