octave.git
8 years agoAdd the cholesky_inf() function. master
Michael Orlitzky [Sat, 11 May 2013 19:46:12 +0000 (15:46 -0400)]
Add the cholesky_inf() function.

8 years agoAdd the spectral_radius() function.
Michael Orlitzky [Wed, 8 May 2013 06:42:47 +0000 (02:42 -0400)]
Add the spectral_radius() function.

8 years agoRevert "Return a more-useful column vector from partition();"
Michael Orlitzky [Tue, 7 May 2013 19:06:19 +0000 (15:06 -0400)]
Revert "Return a more-useful column vector from partition();"

This reverts commit fde7b1beb7c103ba562f35d27586c1b4d77eae75.

8 years agoReturn a more-useful column vector from partition();
Michael Orlitzky [Tue, 7 May 2013 17:57:30 +0000 (13:57 -0400)]
Return a more-useful column vector from partition();

8 years agoPlace the 'omega' parameter to successive_over_relaxation() first -- a more natural...
Michael Orlitzky [Tue, 7 May 2013 17:56:20 +0000 (13:56 -0400)]
Place the 'omega' parameter to successive_over_relaxation() first -- a more natural position.

8 years agoAdd classical_iteration() sans comments, refactor jacobi() to use it.
Michael Orlitzky [Tue, 7 May 2013 01:28:32 +0000 (21:28 -0400)]
Add classical_iteration() sans comments, refactor jacobi() to use it.
Add gauss_seidel() and successive_over_relaxation() also using classical_iteration().

8 years agoUse infinity norms in jacobi().
Michael Orlitzky [Mon, 6 May 2013 16:54:07 +0000 (12:54 -0400)]
Use infinity norms in jacobi().

8 years agoAdd jacobi.m.
Michael Orlitzky [Mon, 6 May 2013 16:29:13 +0000 (12:29 -0400)]
Add jacobi.m.

8 years agoCheck for error flag in rank_k_approximation().
Michael Orlitzky [Sun, 5 May 2013 02:52:06 +0000 (22:52 -0400)]
Check for error flag in rank_k_approximation().

8 years agoFix existing rank_k_approximation() tests; add new ones.
Michael Orlitzky [Sun, 5 May 2013 01:12:09 +0000 (21:12 -0400)]
Fix existing rank_k_approximation() tests; add new ones.

8 years agoCheck for the easy case in rank_k_approximation().
Michael Orlitzky [Sun, 5 May 2013 01:11:13 +0000 (21:11 -0400)]
Check for the easy case in rank_k_approximation().

8 years agoFix a comment.
Michael Orlitzky [Sat, 4 May 2013 01:52:09 +0000 (21:52 -0400)]
Fix a comment.

8 years agoAdd rank_k_approximation() and its tests.
Michael Orlitzky [Sat, 4 May 2013 01:51:30 +0000 (21:51 -0400)]
Add rank_k_approximation() and its tests.

8 years agoAdd MATLAB ellipses.
Michael Orlitzky [Tue, 26 Mar 2013 01:13:38 +0000 (21:13 -0400)]
Add MATLAB ellipses.

8 years agoMangle the PCGM tests, commit something that just might work even when we fail to...
Michael Orlitzky [Tue, 26 Mar 2013 00:58:54 +0000 (20:58 -0400)]
Mangle the PCGM tests, commit something that just might work even when we fail to converge.

8 years agoFix p/g mixup that I just put back.
Michael Orlitzky [Tue, 26 Mar 2013 00:54:09 +0000 (20:54 -0400)]
Fix p/g mixup that I just put back.

8 years agoReplace step_length_cgm() with a direct call to step_length_positive_definite().
Michael Orlitzky [Tue, 26 Mar 2013 00:50:11 +0000 (20:50 -0400)]
Replace step_length_cgm() with a direct call to step_length_positive_definite().

8 years agoPut back the redundant step_length_positive_definite() parameter.
Michael Orlitzky [Tue, 26 Mar 2013 00:48:04 +0000 (20:48 -0400)]
Put back the redundant step_length_positive_definite() parameter.

8 years agoRefix the non-negativity of denom in step_length_positive_definite().
Michael Orlitzky [Tue, 26 Mar 2013 00:43:55 +0000 (20:43 -0400)]
Refix the non-negativity of denom in step_length_positive_definite().

8 years agoRevert "Don't take a redundant parameter in step_length_positive_definite()."
Michael Orlitzky [Tue, 26 Mar 2013 00:43:19 +0000 (20:43 -0400)]
Revert "Don't take a redundant parameter in step_length_positive_definite()."

This reverts commit 1a6f56b0dd6750649725b2fd07edb3fe0850a886.

8 years agoFix a ton of crap in the CGM tests.
Michael Orlitzky [Tue, 26 Mar 2013 00:36:48 +0000 (20:36 -0400)]
Fix a ton of crap in the CGM tests.

8 years agoTry again to make the steepest descent tests work.
Michael Orlitzky [Tue, 26 Mar 2013 00:28:10 +0000 (20:28 -0400)]
Try again to make the steepest descent tests work.

8 years agoFix the n != 5 cases in the steepest descent tests.
Michael Orlitzky [Mon, 25 Mar 2013 22:51:53 +0000 (18:51 -0400)]
Fix the n != 5 cases in the steepest descent tests.
Nerf the steepest descent test cases.
Take into account that pcg() uses the 2-norm in the steepest descent tests.

8 years agoAdd the perturb() function and its tests.
Michael Orlitzky [Mon, 25 Mar 2013 22:51:13 +0000 (18:51 -0400)]
Add the perturb() function and its tests.

8 years agoTiny refactoring in the PCGM.
Michael Orlitzky [Mon, 25 Mar 2013 22:48:14 +0000 (18:48 -0400)]
Tiny refactoring in the PCGM.

8 years agoRemove useless abs() in the PCGM.
Michael Orlitzky [Mon, 25 Mar 2013 21:38:41 +0000 (17:38 -0400)]
Remove useless abs() in the PCGM.

8 years agoFix loop count parsing.
Michael Orlitzky [Mon, 25 Mar 2013 21:38:08 +0000 (17:38 -0400)]
Fix loop count parsing.

8 years agoDon't take a redundant parameter in step_length_positive_definite().
Michael Orlitzky [Mon, 25 Mar 2013 20:28:28 +0000 (16:28 -0400)]
Don't take a redundant parameter in step_length_positive_definite().

8 years agoTake an optional integer parameter to ./run-tests.m to loop more than once.
Michael Orlitzky [Mon, 25 Mar 2013 20:26:34 +0000 (16:26 -0400)]
Take an optional integer parameter to ./run-tests.m to loop more than once.

8 years agoSimplify (subjectively) the steepest descent loop.
Michael Orlitzky [Mon, 25 Mar 2013 18:51:59 +0000 (14:51 -0400)]
Simplify (subjectively) the steepest descent loop.

8 years agoAdd tests for the steepest descent method, based on the PCGM tests.
Michael Orlitzky [Mon, 25 Mar 2013 16:50:44 +0000 (12:50 -0400)]
Add tests for the steepest descent method, based on the PCGM tests.

8 years agoUse the infinity norm in the PCGM tests.
Michael Orlitzky [Mon, 25 Mar 2013 16:50:29 +0000 (12:50 -0400)]
Use the infinity norm in the PCGM tests.

8 years agoUse the infinity norm in vanilla_cgm().
Michael Orlitzky [Mon, 25 Mar 2013 16:49:58 +0000 (12:49 -0400)]
Use the infinity norm in vanilla_cgm().
Simplify the loop in vanilla_cgm().

8 years agoFix bad bad typo.
Michael Orlitzky [Mon, 25 Mar 2013 15:21:35 +0000 (11:21 -0400)]
Fix bad bad typo.

8 years agoAvoid divide-by-zero in preconditioned_conjugate_gradient_method().
Michael Orlitzky [Sat, 23 Mar 2013 02:30:26 +0000 (22:30 -0400)]
Avoid divide-by-zero in preconditioned_conjugate_gradient_method().
Use the infinity norm (instead of the 2-norm) in the PCGM.
Simplify the stopping conditions in the PCGM.

8 years agoAvoid divide-by-zero in step_length_positive_definite.m.
Michael Orlitzky [Sat, 23 Mar 2013 02:30:00 +0000 (22:30 -0400)]
Avoid divide-by-zero in step_length_positive_definite.m.

8 years agoUse the infinity norm in steepest_descent(), update its comments, and simplify the...
Michael Orlitzky [Sat, 23 Mar 2013 02:26:56 +0000 (22:26 -0400)]
Use the infinity norm in steepest_descent(), update its comments, and simplify the main loop.

8 years agoFix an inline #-comment.
Michael Orlitzky [Fri, 22 Mar 2013 20:37:20 +0000 (16:37 -0400)]
Fix an inline #-comment.

8 years agoFix a variable name (missed in the last renaming).
Michael Orlitzky [Fri, 22 Mar 2013 20:34:10 +0000 (16:34 -0400)]
Fix a variable name (missed in the last renaming).

8 years agoClean up the loop in the vanilla CGM.
Michael Orlitzky [Fri, 22 Mar 2013 20:28:17 +0000 (16:28 -0400)]
Clean up the loop in the vanilla CGM.
Make the roundoff error modification from the PCGM in the vanilla CGM.

8 years agoSimplify the loop in steepest_descent().
Michael Orlitzky [Fri, 22 Mar 2013 19:48:26 +0000 (15:48 -0400)]
Simplify the loop in steepest_descent().

8 years agoFix the iteration count in the PCGM.
Michael Orlitzky [Fri, 22 Mar 2013 19:48:12 +0000 (15:48 -0400)]
Fix the iteration count in the PCGM.

8 years agoAdd a second reference for the PCGM and make it more resistant to accumulated roundof...
Michael Orlitzky [Fri, 22 Mar 2013 18:47:58 +0000 (14:47 -0400)]
Add a second reference for the PCGM and make it more resistant to accumulated roundoff error.

8 years agoAdd ellipses to multi-line function definition.
Michael Orlitzky [Fri, 22 Mar 2013 17:54:36 +0000 (13:54 -0400)]
Add ellipses to multi-line function definition.

8 years agoAdd ellipses on a multi-line statement.
Michael Orlitzky [Fri, 22 Mar 2013 17:53:26 +0000 (13:53 -0400)]
Add ellipses on a multi-line statement.

8 years agoReplace ##-style comments with %-style comments in all non-test code.
Michael Orlitzky [Fri, 22 Mar 2013 17:39:31 +0000 (13:39 -0400)]
Replace ##-style comments with %-style comments in all non-test code.

8 years agoTest our (P)CGM implementation against Octave's.
Michael Orlitzky [Fri, 22 Mar 2013 07:48:56 +0000 (03:48 -0400)]
Test our (P)CGM implementation against Octave's.

8 years agoAdd an optional upper bound argument to random_positive_definite_matrix().
Michael Orlitzky [Fri, 22 Mar 2013 07:47:09 +0000 (03:47 -0400)]
Add an optional upper bound argument to random_positive_definite_matrix().

8 years agoAdd random_positive_definite_matrix() and its tests.
Michael Orlitzky [Fri, 22 Mar 2013 05:48:19 +0000 (01:48 -0400)]
Add random_positive_definite_matrix() and its tests.

8 years agoOutput totals at the end of the test suite.
Michael Orlitzky [Fri, 22 Mar 2013 04:58:28 +0000 (00:58 -0400)]
Output totals at the end of the test suite.

8 years agoInclude the base directory in .octaverc.
Michael Orlitzky [Fri, 22 Mar 2013 04:58:14 +0000 (00:58 -0400)]
Include the base directory in .octaverc.

8 years agoAdd the random_orthogonal_matrix() function and its tests.
Michael Orlitzky [Fri, 22 Mar 2013 04:57:45 +0000 (00:57 -0400)]
Add the random_orthogonal_matrix() function and its tests.

8 years agoMinor comment update.
Michael Orlitzky [Fri, 22 Mar 2013 04:41:48 +0000 (00:41 -0400)]
Minor comment update.

8 years agoUpdate comments in the *conjugate_gradient_method() functions.
Michael Orlitzky [Fri, 22 Mar 2013 01:51:22 +0000 (21:51 -0400)]
Update comments in the *conjugate_gradient_method() functions.

8 years agoRemove the step_size_positive_definite() function; it looks like it was added by...
Michael Orlitzky [Fri, 22 Mar 2013 01:50:23 +0000 (21:50 -0400)]
Remove the step_size_positive_definite() function; it looks like it was added by accident and is superceded by step_length_positive_definite().

8 years agoFix up preconditioned CGM code.
Michael Orlitzky [Wed, 20 Mar 2013 05:16:40 +0000 (01:16 -0400)]
Fix up preconditioned CGM code.
Rename 'A' to 'Q' in preconditioned CGM code.
Test the preconditioned CGM against the simple implementation.

8 years agoFix function name in vanilla_cgm.m.
Michael Orlitzky [Wed, 20 Mar 2013 05:15:50 +0000 (01:15 -0400)]
Fix function name in vanilla_cgm.m.
Remove unused vector in vanilla_cgm().

8 years agoMove conjugate_gradient_method.m to vanilla_cgm.m.
Michael Orlitzky [Wed, 20 Mar 2013 04:57:16 +0000 (00:57 -0400)]
Move conjugate_gradient_method.m to vanilla_cgm.m.
Implement conjugate_gradient_method() in terms of the preconditioned CGM.
Add the slow, simple preconditioned CGM as simple_preconditioned_cgm().

8 years agoRevert "Commit a simpler version of the preconditioned CGM."
Michael Orlitzky [Wed, 20 Mar 2013 04:26:44 +0000 (00:26 -0400)]
Revert "Commit a simpler version of the preconditioned CGM."

This reverts commit af2083885af78b1290c21f2852c6fdba25820918.

8 years agoCommit a simpler version of the preconditioned CGM.
Michael Orlitzky [Wed, 20 Mar 2013 04:11:23 +0000 (00:11 -0400)]
Commit a simpler version of the preconditioned CGM.

8 years agoAdd the first working version of the preconditioned CGM.
Michael Orlitzky [Wed, 20 Mar 2013 03:45:05 +0000 (23:45 -0400)]
Add the first working version of the preconditioned CGM.

8 years agoPass max_iterations to the CGM test.
Michael Orlitzky [Wed, 20 Mar 2013 01:45:11 +0000 (21:45 -0400)]
Pass max_iterations to the CGM test.

8 years agoAllow CGM to take a maximum number of iterations, return the amount needed.
Michael Orlitzky [Tue, 19 Mar 2013 13:28:17 +0000 (09:28 -0400)]
Allow CGM to take a maximum number of iterations, return the amount needed.

8 years agoAdd performance notes to steepest descent stuff.
Michael Orlitzky [Tue, 19 Mar 2013 13:27:56 +0000 (09:27 -0400)]
Add performance notes to steepest descent stuff.

8 years agoAdd first implementation of the steepest descent method.
Michael Orlitzky [Mon, 18 Mar 2013 02:21:31 +0000 (22:21 -0400)]
Add first implementation of the steepest descent method.

8 years agoAdd step_size_positive_definite().
Michael Orlitzky [Mon, 18 Mar 2013 02:21:04 +0000 (22:21 -0400)]
Add step_size_positive_definite().

8 years agoReplace Octave-only comments with MATLAB-compatible ones.
Michael Orlitzky [Mon, 18 Mar 2013 02:18:03 +0000 (22:18 -0400)]
Replace Octave-only comments with MATLAB-compatible ones.

8 years agoAdd trigonometric functions and their tests.
Michael Orlitzky [Thu, 14 Mar 2013 04:27:32 +0000 (00:27 -0400)]
Add trigonometric functions and their tests.

8 years agoTwo minor optimizations to test functions.
Michael Orlitzky [Thu, 14 Mar 2013 04:22:03 +0000 (00:22 -0400)]
Two minor optimizations to test functions.

8 years agoAdd the Himmelblau function, as defined in Applied Nonlinear Programming.
Michael Orlitzky [Thu, 14 Mar 2013 01:37:46 +0000 (21:37 -0400)]
Add the Himmelblau function, as defined in Applied Nonlinear Programming.

8 years agoAdd first implementation of the conjugate gradient method and its tests.
Michael Orlitzky [Wed, 13 Mar 2013 18:05:21 +0000 (14:05 -0400)]
Add first implementation of the conjugate gradient method and its tests.

8 years agoAdd extended_powell functions and their tests.
Michael Orlitzky [Wed, 13 Mar 2013 18:04:55 +0000 (14:04 -0400)]
Add extended_powell functions and their tests.

8 years agoAdd a missing semicolon.
Michael Orlitzky [Sun, 10 Mar 2013 05:23:59 +0000 (00:23 -0500)]
Add a missing semicolon.

8 years agoAdd some step length functions, untested.
Michael Orlitzky [Sat, 9 Mar 2013 01:51:40 +0000 (20:51 -0500)]
Add some step length functions, untested.

8 years agoAdd extended_rosenbrock_hessian1() and its tests.
Michael Orlitzky [Fri, 8 Mar 2013 15:16:29 +0000 (10:16 -0500)]
Add extended_rosenbrock_hessian1() and its tests.

8 years agoAdd extended_rosenbrock_gradient1() and its tests.
Michael Orlitzky [Fri, 8 Mar 2013 15:12:21 +0000 (10:12 -0500)]
Add extended_rosenbrock_gradient1() and its tests.

8 years agoAdd extended_rosenbrock1() and its tests.
Michael Orlitzky [Fri, 8 Mar 2013 15:01:16 +0000 (10:01 -0500)]
Add extended_rosenbrock1() and its tests.

8 years agoAdd the Rosenbrock functions and their tests.
Michael Orlitzky [Fri, 8 Mar 2013 04:18:47 +0000 (23:18 -0500)]
Add the Rosenbrock functions and their tests.

8 years agoAdd the powell_hessian() and powell_hessian1() functions.
Michael Orlitzky [Thu, 7 Mar 2013 01:28:49 +0000 (20:28 -0500)]
Add the powell_hessian() and powell_hessian1() functions.

8 years agoAdd powell_gradient(), powell_gradient1() and their tests.
Michael Orlitzky [Thu, 7 Mar 2013 01:16:01 +0000 (20:16 -0500)]
Add powell_gradient(), powell_gradient1() and their tests.

8 years agoWord-wrap a comment.
Michael Orlitzky [Thu, 7 Mar 2013 01:15:41 +0000 (20:15 -0500)]
Word-wrap a comment.
Remove unused variable.

8 years agoAdd powell(), powell1() and their tests.
Michael Orlitzky [Thu, 7 Mar 2013 01:05:09 +0000 (20:05 -0500)]
Add powell(), powell1() and their tests.

8 years agoAdd tests for wood1().
Michael Orlitzky [Thu, 7 Mar 2013 01:04:53 +0000 (20:04 -0500)]
Add tests for wood1().

8 years agoRemove an unused line in wood_tests.m.
Michael Orlitzky [Thu, 7 Mar 2013 01:04:39 +0000 (20:04 -0500)]
Remove an unused line in wood_tests.m.

8 years agoAdd length checks to the wood functions, and fix wood_hessian1().
Michael Orlitzky [Thu, 7 Mar 2013 01:04:11 +0000 (20:04 -0500)]
Add length checks to the wood functions, and fix wood_hessian1().

8 years agoAdd an octaverc which modifies the load path and improved MATLAB compatibility.
Michael Orlitzky [Wed, 6 Mar 2013 22:13:02 +0000 (17:13 -0500)]
Add an octaverc which modifies the load path and improved MATLAB compatibility.
Update a comment in run-tests.m.

8 years agoAdd the Wood() test function and some tests.
Michael Orlitzky [Wed, 6 Mar 2013 22:12:43 +0000 (17:12 -0500)]
Add the Wood() test function and some tests.

8 years agoMove even/odd into the misc subdirectory.
Michael Orlitzky [Wed, 6 Mar 2013 22:12:23 +0000 (17:12 -0500)]
Move even/odd into the misc subdirectory.

8 years agoAdd construct() and its tests.
Michael Orlitzky [Sun, 3 Mar 2013 23:13:24 +0000 (18:13 -0500)]
Add construct() and its tests.

8 years agoAdd OUTPUT to tridiagonal docstring.
Michael Orlitzky [Sun, 3 Mar 2013 15:42:18 +0000 (10:42 -0500)]
Add OUTPUT to tridiagonal docstring.

8 years agoAdd tridiagonal() and its tests.
Michael Orlitzky [Sun, 3 Mar 2013 15:36:41 +0000 (10:36 -0500)]
Add tridiagonal() and its tests.

8 years agoAdd is_positive_definite() and its tests.
Michael Orlitzky [Fri, 1 Mar 2013 16:41:13 +0000 (11:41 -0500)]
Add is_positive_definite() and its tests.

8 years agoAdd permutation_matrices() and its tests.
Michael Orlitzky [Mon, 25 Feb 2013 15:24:40 +0000 (10:24 -0500)]
Add permutation_matrices() and its tests.

8 years agoAdd envelope() and its tests.
Michael Orlitzky [Mon, 25 Feb 2013 15:09:03 +0000 (10:09 -0500)]
Add envelope() and its tests.

8 years agoAdd diffusion_matrix_sparse() and its tests.
Michael Orlitzky [Mon, 25 Feb 2013 15:03:55 +0000 (10:03 -0500)]
Add diffusion_matrix_sparse() and its tests.

8 years agoAdd the is_upper_triangular() function and its tests.
Michael Orlitzky [Mon, 25 Feb 2013 14:35:00 +0000 (09:35 -0500)]
Add the is_upper_triangular() function and its tests.

8 years agoFix a comment.
Michael Orlitzky [Mon, 25 Feb 2013 14:34:45 +0000 (09:34 -0500)]
Fix a comment.

8 years agoAdd advection matrix_sparse() and a test for it.
Michael Orlitzky [Thu, 7 Feb 2013 00:38:31 +0000 (19:38 -0500)]
Add advection matrix_sparse() and a test for it.

8 years agoAdd the advection_matrix() function and a test for it.
Michael Orlitzky [Wed, 6 Feb 2013 19:47:35 +0000 (14:47 -0500)]
Add the advection_matrix() function and a test for it.

8 years agoAdd the central_difference function and a test for it.
Michael Orlitzky [Wed, 6 Feb 2013 19:47:19 +0000 (14:47 -0500)]
Add the central_difference function and a test for it.