From: Michael Orlitzky Date: Mon, 25 Mar 2013 20:28:28 +0000 (-0400) Subject: Don't take a redundant parameter in step_length_positive_definite(). X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=commitdiff_plain;h=1a6f56b0dd6750649725b2fd07edb3fe0850a886 Don't take a redundant parameter in step_length_positive_definite(). --- diff --git a/optimization/step_length_positive_definite.m b/optimization/step_length_positive_definite.m index 7e15a46..5d3e8a0 100644 --- a/optimization/step_length_positive_definite.m +++ b/optimization/step_length_positive_definite.m @@ -1,4 +1,4 @@ -function alpha = step_length_positive_definite(g, Q, p) +function alpha = step_length_positive_definite(g, Q) % % Find the minimizer alpha of, % @@ -11,34 +11,33 @@ function alpha = step_length_positive_definite(g, Q, p) % and ``Q`` is positive-definite. % % The closed-form solution to this problem is given in Nocedal and - % Wright, (3.55). + % Wright, (3.55). The direction of steepest descent will always be + % the negative gradient direction; this simplified form is given in + % Guler. % % INPUT: % % - ``g`` -- The gradient of f at x. % % - ``Q`` -- The positive-definite matrix in the definition of - % ``f`` above. - % - % - ``p`` -- The direction in which ``f`` decreases. The line - % along which we minimize f(x + alpha*p). + % ``f`` above. % % OUTPUT: % - % - ``alpha`` -- The value which causes ``f`` to decrease the - % most. + % - ``alpha`` -- The value which decreases ``f`` the most. % % NOTES: % % All vectors are assumed to be *column* vectors. % - denom = (p' * Q * p); + denom = (g' * Q * g); - if (abs(denom) < eps) + % denom is non-negative, since it's a Q-norm. No need to abs() it. + if (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; + denom = eps; end - alpha = -(g' * p)/denom; + alpha = (g' * g)/denom; end