X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=blobdiff_plain;f=optimization%2Fsteepest_descent.m;h=c5bf0bca611d2d83747568ecbbc9c67506684650;hp=32aad711457ec2d04aa5d0985cd4286769bb79cc;hb=13374cc93fd93143fb57601c8251bd07a8a53031;hpb=b1aa6fb5c819eb0ba94dd9dd65e7711202cddeac diff --git a/optimization/steepest_descent.m b/optimization/steepest_descent.m index 32aad71..c5bf0bc 100644 --- a/optimization/steepest_descent.m +++ b/optimization/steepest_descent.m @@ -35,6 +35,12 @@ function [x, k] = steepest_descent(g, x0, step_size, tolerance, max_iterations) % % * ``k`` - the value of k when we stop; i.e. the number of % iterations. + % + % NOTES: + % + % A specialized implementation for solving e.g. Qx=b can avoid one + % matrix-vector multiplication below. + % % The initial gradient at x_{0} is not supplied, so we compute it % here and begin the loop at k=1.