From fe28d4fa7b80f3150681c4d8bfb88ef02bf3b1ae Mon Sep 17 00:00:00 2001 From: Michael Orlitzky Date: Mon, 25 Mar 2013 20:28:10 -0400 Subject: [PATCH] Try again to make the steepest descent tests work. --- tests/steepest_descent_tests.m | 13 ++++++++----- 1 file changed, 8 insertions(+), 5 deletions(-) diff --git a/tests/steepest_descent_tests.m b/tests/steepest_descent_tests.m index 035c82d..93b2782 100644 --- a/tests/steepest_descent_tests.m +++ b/tests/steepest_descent_tests.m @@ -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 -- 2.33.1