Add first implementation of the conjugate gradient method and its tests.
[octave.git] / tests / conjugate_gradient_method_tests.m
1 A = [5,1,2; ...
2 1,6,3;
3 2,3,7];
4
5 b = [1;2;3];
6
7 x0 = [1;1;1];
8
9 ## Solved over the rationals.
10 expected = [2/73; 11/73; 26/73];
11 actual = conjugate_gradient_method(A, b, x0, 1e-6);
12 diff = norm(actual - expected);
13
14 unit_test_equals("CGM works on an example", ...
15 true, ...
16 norm(diff) < 1e-6);