Try again to make the steepest descent tests work.
authorMichael Orlitzky <michael@orlitzky.com>
Tue, 26 Mar 2013 00:28:10 +0000 (20:28 -0400)
committerMichael Orlitzky <michael@orlitzky.com>
Tue, 26 Mar 2013 00:28:10 +0000 (20:28 -0400)
tests/steepest_descent_tests.m

index 035c82d20bfafbc56021f1b2a11b7ffc1839dee2..93b2782bbd2278c8aee11f4837adb246c97ea5a5 100644 (file)
@@ -6,7 +6,7 @@
 ## stopping condition, so we should too.
 ##
 max_iterations = 100000;
-tolerance = 1e-10;
+tolerance = 1e-8;
 
 ## First a simple example.
 Q = [5,1,2; ...
@@ -57,10 +57,13 @@ for n = [ 5, 10, 25, 50, 100 ]
                                          max_iterations, ...
                                          C, ...
                                          C');
-  x_sd = steepest_descent(g, x0, step_size, tolerance, max_iterations);
+  [x_sd, k] = steepest_descent(g, x0, step_size, tolerance, max_iterations);
 
-  ## Note: pcg() uses the 2-norm.
-  diff = abs(norm(g(x_pcg)) - norm(g(x_sd), 'inf'));
+  diff = norm(x_pcg - x_sd, 'inf');
   msg = sprintf("Our steepest descent agrees with Octave's pcg, n=%d.", n);
-  unit_test_equals(msg, true, diff <= tolerance);
+
+  ## There's no good way to choose the tolerance here, since each
+  ## individual algorithm terminates based on the (2,infinity)-norm of
+  ## the gradient.
+  unit_test_equals(msg, true, diff <= sqrt(tolerance));
 end