X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=blobdiff_plain;f=optimization%2Fstep_length_positive_definite.m;h=ced556234359ab5bbc3b94d81830176f5551cff4;hp=ad63956cfa603c097084d15291962c552d6c9d7a;hb=99b1398f7acd8c15e42160c047dcaff816643020;hpb=8ff5cc31794c0f0d2e7c4c5e8c9cb9552c4719d2 diff --git a/optimization/step_length_positive_definite.m b/optimization/step_length_positive_definite.m index ad63956..ced5562 100644 --- a/optimization/step_length_positive_definite.m +++ b/optimization/step_length_positive_definite.m @@ -32,5 +32,13 @@ function alpha = step_length_positive_definite(g, Q, p) % % All vectors are assumed to be *column* vectors. % - alpha = -(g' * p)/(p' * Q * p); + denom = (p' * Q * p); + + if (abs(denom) > eps) + % Catch divide-by-zeros. If denom is effectively zero, set it to + % something tiny instead. This trick is also used in the PCGM. + denom = sign(denom)*eps; + end + + alpha = -(g' * p)/denom; end