From: Michael Orlitzky <michael@orlitzky.com>
Date: Mon, 25 Mar 2013 22:51:53 +0000 (-0400)
Subject: Fix the n != 5 cases in the steepest descent tests.
X-Git-Url: https://gitweb.michael.orlitzky.com/?a=commitdiff_plain;h=f7b0583a5615b9314c818e4037af554cfb679d8c;p=octave.git

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.
---

diff --git a/tests/steepest_descent_tests.m b/tests/steepest_descent_tests.m
index 7b9982d..035c82d 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-11;
+tolerance = 1e-10;
 
 ## First a simple example.
 Q = [5,1,2; ...
@@ -23,7 +23,7 @@ q = @(x) (1/2)*x'*Q*x - b'*x;
 g = @(x) Q*x - b; % The gradient of q at x.
 
 % The step size algorithm to use in the steepest descent method.
-step_size = @(x) step_length_positive_definite(g(x), Q, -g(x));
+step_size = @(x) step_length_positive_definite(g(x), Q);
 sd = steepest_descent(g, x0, step_size, tolerance, max_iterations);
 
 diff = norm(cgm - sd, 'inf');
@@ -34,29 +34,33 @@ unit_test_equals("Steepest descent agrees with CGM", ...
 
 ## Test again Octave's pcg() function.
 for n = [ 5, 10, 25, 50, 100 ]
-  Q = random_positive_definite_matrix(5, 1000);
-  C = random_positive_definite_matrix(5, 1000);
+  Q = random_positive_definite_matrix(n, 100);
+  C = random_positive_definite_matrix(n, 100);
 
   ## Assumed by Octave's implementation when you don't supply a
   ## preconditioner.
-  x0 = zeros(5, 1);
-  b  = unifrnd(-1000, 1000, 5, 1);
+  x0 = zeros(n, 1);
+  b  = unifrnd(-100, 100, n, 1);
 
   q = @(x) (1/2)*x'*Q*x - b'*x;
   g = @(x) Q*x - b; % The gradient of q at x.
 
   % The step size algorithm to use in the steepest descent method.
-  step_size = @(x) step_length_positive_definite(g(x), Q, -g(x));
+  step_size = @(x) step_length_positive_definite(g(x), Q);
 
+  ## pcg() stops when the /relative/ norm falls below tolerance. To
+  ## eliminate the relativity, we divide the tolerance by the
+  ## quantity that pcg() will divide by.
   [x_pcg, o_flag, o_relres, o_iter] = pcg(Q, ...
 					  b, ...
-					  tolerance, ...
+					  tolerance/norm(g(x0)), ...
 					  max_iterations, ...
 					  C, ...
 					  C');
   x_sd = steepest_descent(g, x0, step_size, tolerance, max_iterations);
 
-  diff = norm(x_pcg - x_sd, 'inf');
+  ## Note: pcg() uses the 2-norm.
+  diff = abs(norm(g(x_pcg)) - norm(g(x_sd), 'inf'));
   msg = sprintf("Our steepest descent agrees with Octave's pcg, n=%d.", n);
-  unit_test_equals(msg, true, diff < 2*tolerance);
+  unit_test_equals(msg, true, diff <= tolerance);
 end