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Re: fsolve test failure


From: Ben Abbott
Subject: Re: fsolve test failure
Date: Tue, 27 Jan 2009 15:10:35 -0500

On Tuesday, January 27, 2009, at 02:57PM, "Jaroslav Hajek" <address@hidden> 
wrote:
>On Tue, Jan 27, 2009 at 5:31 PM, John W. Eaton <address@hidden> wrote:
>> After updating and rebuilding today, the following test is failing for
>> me:
>>
>>  function retval = f (p)
>>    x = p(1);
>>    y = p(2);
>>    z = p(3);
>>    w = p(4);
>>    retval = zeros (4, 1);
>>    retval(1) = 3*x + 4*y + exp (z + w) - 1.007;
>>    retval(2) = 6*x - 4*y + exp (3*z + w) - 11;
>>    retval(3) = x^4 - 4*y^2 + 6*z - 8*w - 20;
>>    retval(4) = x^2 + 2*y^3 + z - w - 4;
>>  endfunction
>>
>>  test
>>   x_opt = [ -0.767297326653401, 0.590671081117440, 1.47190018629642, 
>> -1.52719341133957 ];
>>   tol = 1.0e-5;
>>   [x, fval, info] = fsolve (@f, [-1, 1, 2, -1]);
>>   assert (info > 0);
>>   assert (norm (x - x_opt, Inf) < tol);
>>   assert (norm (fval) < tol);
>>
>>  octave> info
>>  info =  1
>>  octave> norm (x - x_opt, Inf), tol
>>  ans =  1.6079e-05
>>  tol =  1.0000e-05
>>  octave> norm (fval), tol
>>  ans =  1.0665e-04
>>  tol =  1.0000e-05
>>
>
>That's weird, because I get something different:
>octave:5> info
>info =  1
>octave:6> norm(x-x_opt, Inf)
>ans =  4.1002e-07
>octave:7> norm (fval)
>ans =  3.4606e-06
>
>Do you have qrupdate linked to Octave? That could maybe explain the
>differences...
>otherwise, we can check per line where the numbers start diverting.

I do not have qrupdate, but get something slightly smaller than did jwe. 

octave> norm (x - x_opt, Inf)
ans = 1.5482e-4

Would it be helpful for me to deeper to determine why the optimization 
terminated?

Ben


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