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gitweb.michael.orlitzky.com - octave.git/log
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().
Michael Orlitzky [Mon, 25 Mar 2013 15:21:35 +0000 (11:21 -0400)]
Fix bad bad typo.
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.
Michael Orlitzky [Sat, 23 Mar 2013 02:30:00 +0000 (22:30 -0400)]
Avoid divide-by-zero in step_length_positive_definite.m.
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.
Michael Orlitzky [Fri, 22 Mar 2013 20:37:20 +0000 (16:37 -0400)]
Fix an inline #-comment.
Michael Orlitzky [Fri, 22 Mar 2013 20:34:10 +0000 (16:34 -0400)]
Fix a variable name (missed in the last renaming).
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.
Michael Orlitzky [Fri, 22 Mar 2013 19:48:26 +0000 (15:48 -0400)]
Simplify the loop in steepest_descent().
Michael Orlitzky [Fri, 22 Mar 2013 19:48:12 +0000 (15:48 -0400)]
Fix the iteration count in the PCGM.
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.
Michael Orlitzky [Fri, 22 Mar 2013 17:54:36 +0000 (13:54 -0400)]
Add ellipses to multi-line function definition.
Michael Orlitzky [Fri, 22 Mar 2013 17:53:26 +0000 (13:53 -0400)]
Add ellipses on a multi-line statement.
Michael Orlitzky [Fri, 22 Mar 2013 17:39:31 +0000 (13:39 -0400)]
Replace ##-style comments with %-style comments in all non-test code.
Michael Orlitzky [Fri, 22 Mar 2013 07:48:56 +0000 (03:48 -0400)]
Test our (P)CGM implementation against Octave's.
Michael Orlitzky [Fri, 22 Mar 2013 07:47:09 +0000 (03:47 -0400)]
Add an optional upper bound argument to random_positive_definite_matrix().
Michael Orlitzky [Fri, 22 Mar 2013 05:48:19 +0000 (01:48 -0400)]
Add random_positive_definite_matrix() and its tests.
Michael Orlitzky [Fri, 22 Mar 2013 04:58:28 +0000 (00:58 -0400)]
Output totals at the end of the test suite.
Michael Orlitzky [Fri, 22 Mar 2013 04:58:14 +0000 (00:58 -0400)]
Include the base directory in .octaverc.
Michael Orlitzky [Fri, 22 Mar 2013 04:57:45 +0000 (00:57 -0400)]
Add the random_orthogonal_matrix() function and its tests.
Michael Orlitzky [Fri, 22 Mar 2013 04:41:48 +0000 (00:41 -0400)]
Minor comment update.
Michael Orlitzky [Fri, 22 Mar 2013 01:51:22 +0000 (21:51 -0400)]
Update comments in the *conjugate_gradient_method() functions.
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().
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.
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().
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().
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 .
Michael Orlitzky [Wed, 20 Mar 2013 04:11:23 +0000 (00:11 -0400)]
Commit a simpler 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.
Michael Orlitzky [Wed, 20 Mar 2013 01:45:11 +0000 (21:45 -0400)]
Pass max_iterations to the CGM test.
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.
Michael Orlitzky [Tue, 19 Mar 2013 13:27:56 +0000 (09:27 -0400)]
Add performance notes to steepest descent stuff.
Michael Orlitzky [Mon, 18 Mar 2013 02:21:31 +0000 (22:21 -0400)]
Add first implementation of the steepest descent method.
Michael Orlitzky [Mon, 18 Mar 2013 02:21:04 +0000 (22:21 -0400)]
Add step_size_positive_definite().
Michael Orlitzky [Mon, 18 Mar 2013 02:18:03 +0000 (22:18 -0400)]
Replace Octave-only comments with MATLAB-compatible ones.
Michael Orlitzky [Thu, 14 Mar 2013 04:27:32 +0000 (00:27 -0400)]
Add trigonometric functions and their tests.
Michael Orlitzky [Thu, 14 Mar 2013 04:22:03 +0000 (00:22 -0400)]
Two minor optimizations to test functions.
Michael Orlitzky [Thu, 14 Mar 2013 01:37:46 +0000 (21:37 -0400)]
Add the Himmelblau function, as defined in Applied Nonlinear Programming.
Michael Orlitzky [Wed, 13 Mar 2013 18:05:21 +0000 (14:05 -0400)]
Add first implementation of the conjugate gradient method and its tests.
Michael Orlitzky [Wed, 13 Mar 2013 18:04:55 +0000 (14:04 -0400)]
Add extended_powell functions and their tests.
Michael Orlitzky [Sun, 10 Mar 2013 05:23:59 +0000 (00:23 -0500)]
Add a missing semicolon.
Michael Orlitzky [Sat, 9 Mar 2013 01:51:40 +0000 (20:51 -0500)]
Add some step length functions, untested.
Michael Orlitzky [Fri, 8 Mar 2013 15:16:29 +0000 (10:16 -0500)]
Add extended_rosenbrock_hessian1() and its tests.
Michael Orlitzky [Fri, 8 Mar 2013 15:12:21 +0000 (10:12 -0500)]
Add extended_rosenbrock_gradient1() and its tests.
Michael Orlitzky [Fri, 8 Mar 2013 15:01:16 +0000 (10:01 -0500)]
Add extended_rosenbrock1() and its tests.
Michael Orlitzky [Fri, 8 Mar 2013 04:18:47 +0000 (23:18 -0500)]
Add the Rosenbrock functions and their tests.
Michael Orlitzky [Thu, 7 Mar 2013 01:28:49 +0000 (20:28 -0500)]
Add the powell_hessian() and powell_hessian1() functions.
Michael Orlitzky [Thu, 7 Mar 2013 01:16:01 +0000 (20:16 -0500)]
Add powell_gradient(), powell_gradient1() and their tests.
Michael Orlitzky [Thu, 7 Mar 2013 01:15:41 +0000 (20:15 -0500)]
Word-wrap a comment.
Remove unused variable.
Michael Orlitzky [Thu, 7 Mar 2013 01:05:09 +0000 (20:05 -0500)]
Add powell(), powell1() and their tests.
Michael Orlitzky [Thu, 7 Mar 2013 01:04:53 +0000 (20:04 -0500)]
Add tests for wood1().
Michael Orlitzky [Thu, 7 Mar 2013 01:04:39 +0000 (20:04 -0500)]
Remove an unused line in wood_tests.m.
Michael Orlitzky [Thu, 7 Mar 2013 01:04:11 +0000 (20:04 -0500)]
Add length checks to the wood functions, and fix wood_hessian1().
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.
Michael Orlitzky [Wed, 6 Mar 2013 22:12:43 +0000 (17:12 -0500)]
Add the Wood() test function and some tests.
Michael Orlitzky [Wed, 6 Mar 2013 22:12:23 +0000 (17:12 -0500)]
Move even/odd into the misc subdirectory.
Michael Orlitzky [Sun, 3 Mar 2013 23:13:24 +0000 (18:13 -0500)]
Add construct() and its tests.
Michael Orlitzky [Sun, 3 Mar 2013 15:42:18 +0000 (10:42 -0500)]
Add OUTPUT to tridiagonal docstring.
Michael Orlitzky [Sun, 3 Mar 2013 15:36:41 +0000 (10:36 -0500)]
Add tridiagonal() and its tests.
Michael Orlitzky [Fri, 1 Mar 2013 16:41:13 +0000 (11:41 -0500)]
Add is_positive_definite() and its tests.
Michael Orlitzky [Mon, 25 Feb 2013 15:24:40 +0000 (10:24 -0500)]
Add permutation_matrices() and its tests.
Michael Orlitzky [Mon, 25 Feb 2013 15:09:03 +0000 (10:09 -0500)]
Add envelope() and its tests.
Michael Orlitzky [Mon, 25 Feb 2013 15:03:55 +0000 (10:03 -0500)]
Add diffusion_matrix_sparse() 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.
Michael Orlitzky [Mon, 25 Feb 2013 14:34:45 +0000 (09:34 -0500)]
Fix a comment.
Michael Orlitzky [Thu, 7 Feb 2013 00:38:31 +0000 (19:38 -0500)]
Add advection matrix_sparse() 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.
Michael Orlitzky [Wed, 6 Feb 2013 19:47:19 +0000 (14:47 -0500)]
Add the central_difference function and a test for it.
Michael Orlitzky [Wed, 6 Feb 2013 18:44:59 +0000 (13:44 -0500)]
Fix return value name in forward_euler.m.
Michael Orlitzky [Wed, 6 Feb 2013 17:00:28 +0000 (12:00 -0500)]
Remove old homework code from divided_difference.m.
Michael Orlitzky [Wed, 6 Feb 2013 17:00:06 +0000 (12:00 -0500)]
Move all of the tests into a subdirectory.
Move the unit_test code into a subdirectory.
Michael Orlitzky [Tue, 18 Dec 2012 03:26:40 +0000 (22:26 -0500)]
Use the analytic solution Y(x) to compute y1 in problem6_method.
Fix a bug (bad fraction) in problem6_method1.
Remove the partition_delta function; it's stupid in light of [a : delta : b].
Michael Orlitzky [Tue, 18 Dec 2012 02:25:32 +0000 (21:25 -0500)]
Delete trailing whitespace.
Michael Orlitzky [Mon, 17 Dec 2012 20:25:32 +0000 (15:25 -0500)]
Split the partition function into partition/partition_delta.
Michael Orlitzky [Mon, 17 Dec 2012 15:29:59 +0000 (10:29 -0500)]
Update the poisson_matrix test with negated values.
Michael Orlitzky [Mon, 17 Dec 2012 15:19:15 +0000 (10:19 -0500)]
Add the forward_euler1 function and a test for it.
Michael Orlitzky [Mon, 17 Dec 2012 15:18:51 +0000 (10:18 -0500)]
Whitespace cleanup.
Michael Orlitzky [Thu, 15 Nov 2012 17:11:20 +0000 (12:11 -0500)]
Add the code for problem 5iii.
Minor fixes to octave code.
Update the makefile to execute octave scripts.
Michael Orlitzky [Thu, 15 Nov 2012 06:49:44 +0000 (01:49 -0500)]
Add the c_norm function and l2_project functions.
Fix legendre_p and legendre_p_tilde to work with vectors.
Michael Orlitzky [Thu, 15 Nov 2012 06:48:10 +0000 (01:48 -0500)]
Add semicolons.
Michael Orlitzky [Thu, 15 Nov 2012 01:36:09 +0000 (20:36 -0500)]
Add docs for the c_inner_product function.
Michael Orlitzky [Wed, 14 Nov 2012 22:27:04 +0000 (17:27 -0500)]
Add the Octave c_inner_product function.
Michael Orlitzky [Wed, 14 Nov 2012 20:48:23 +0000 (15:48 -0500)]
Add some octave code to compute (scaled and unscaled) legendre polynomials.
Michael Orlitzky [Tue, 16 Oct 2012 02:16:13 +0000 (22:16 -0400)]
Negate the poisson matrix during its generation.
Michael Orlitzky [Tue, 16 Oct 2012 01:22:54 +0000 (21:22 -0400)]
Add Newton's method and some tests.
Michael Orlitzky [Tue, 16 Oct 2012 01:22:42 +0000 (21:22 -0400)]
Clean up a comment.
Michael Orlitzky [Mon, 15 Oct 2012 20:02:25 +0000 (16:02 -0400)]
Add the fixed point method and some tests.
Michael Orlitzky [Mon, 15 Oct 2012 19:07:18 +0000 (15:07 -0400)]
Add a test for the poisson_matrix function.
Michael Orlitzky [Mon, 15 Oct 2012 19:00:55 +0000 (15:00 -0400)]
Factor out the poisson_matrix function.
Michael Orlitzky [Mon, 15 Oct 2012 18:47:03 +0000 (14:47 -0400)]
Move several functions out of the homework1/src directory and into the top-level octave directory.
Michael Orlitzky [Sun, 16 Sep 2012 05:28:45 +0000 (01:28 -0400)]
Check for existence of the include path before including it in divided_difference.m.
Rename the unit test script.
Check for satisfaction of all elements in unit_test_equals.m.
Michael Orlitzky [Sun, 16 Sep 2012 05:00:04 +0000 (01:00 -0400)]
Add unit test framework and sample script.
Michael Orlitzky [Sun, 16 Sep 2012 04:59:16 +0000 (00:59 -0400)]
Move homework #1's octave code into its directory.
Add the homework #1 directory to the divided_difference() load path.
Michael Orlitzky [Sat, 15 Sep 2012 03:52:13 +0000 (23:52 -0400)]
First shot at a solve_poisson function.
Michael Orlitzky [Sat, 15 Sep 2012 03:51:30 +0000 (23:51 -0400)]
Rewrite the forward_euler() function to return a vector of coefficients rather than assuming that we will really have a function to evaluate.
Michael Orlitzky [Sat, 15 Sep 2012 03:50:50 +0000 (23:50 -0400)]
Add the divided_difference_coefficients() function and reimplement divided_difference() in terms of that.
Michael Orlitzky [Sat, 15 Sep 2012 03:50:11 +0000 (23:50 -0400)]
Squelch output from partition().
Michael Orlitzky [Fri, 14 Sep 2012 23:45:14 +0000 (19:45 -0400)]
Add the forward_euler function.
Michael Orlitzky [Fri, 14 Sep 2012 23:44:43 +0000 (19:44 -0400)]
Clean up the divided_difference function.
Michael Orlitzky [Fri, 14 Sep 2012 23:44:26 +0000 (19:44 -0400)]
Add even/odd Octave functions.