/usr/share/octave/packages/optim-1.3.0/test_min_3.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 | ## 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/>.
## ok - Test that bfgs works with extra
## arguments
##
## Defines some simple functions and verifies that calling
## bfgs on them returns the correct minimum.
##
## Sets 'ok' to 1 if success, 0 otherwise
if ! exist ("optim_func"), optim_func = "bfgsmin"; end
ok = 1;
if ! exist ("verbose"), verbose = 0; end
P = 2;
R = 3;
## Make tests reproducible
## obsmat = randn(R,P) ;
obsmat = zeros (R,P);
obsmat(sub2ind([R,P],1:R,1+rem(0:R-1,P))) = 1:R;
## Make test_min_2 repeatable by using fixed starting point
## truep = randn(P,1) ;
## xinit = randn(P,1) ;
truep = rem (1:P, P/4)';
xinit = truep + 2*(1:P)'/(P);
## global obses ;
obses = obsmat*truep ;
extra = {obsmat, obses};
function v = ff(x, obsmat, obses)
v = mean ( (obses - obsmat*x)(:).^2 ) + 1 ;
endfunction
function dv = dff(x, obsmat, obses)
er = -obses + obsmat*x ;
dv = 2*er'*obsmat / rows(obses) ;
## dv = 2*er'*obsmat ;
endfunction
if verbose
printf (" Checking that extra arguments are accepted\n\n");
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"]);
printf (" Tested function : %s\n",optim_func);
printf (" Nparams = P = %i, Nobses = R = %i\n",P,R);
fflush (stdout);
end
function dt = mytic()
persistent last_mytic = 0 ;
[t,u,s] = cputime() ;
dt = t - last_mytic ;
last_mytic = t ;
endfunction
ctl.df = "dff";
mytic() ;
## [xlev,vlev,nlev] = feval (optim_func, "ff", "dff", xinit, "extra", extra) ;
## [xlev,vlev,nlev] = feval \
## (optim_func, "ff", "dff", list (xinit, obsmat, obses));
if strcmp(optim_func,"bfgsmin")
ctl = {-1,2,1,1};
endif
[xlev,vlev,nlev] = feval ...
(optim_func, "ff", {xinit, obsmat, obses}, ctl);
tlev = mytic() ;
if max (abs(xlev-truep)) > 1e-4,
if verbose,
printf ("Error is too big : %8.3g\n", max (abs (xlev-truep)));
end
ok = 0;
end
if verbose,
printf (" Costs : init=%8.3g, final=%8.3g, best=%8.3g\n",...
ff(xinit,obsmat,obses), vlev, ff(truep,obsmat,obses));
end
if verbose
printf ( " time : %8.3g\n",tlev);
end
if verbose && ok
printf ( "All tests ok\n");
end
|