[Octave-bug-tracker] [bug #63178] Incorrect lambda for lsqnonneg and pqpnonneg

[Arun Giridhar]

URL:
  <https://savannah.gnu.org/bugs/?63178>

                 Summary: Incorrect lambda for lsqnonneg and pqpnonneg
                 Project: GNU Octave
               Submitter: arungiridhar
               Submitted: Fri 07 Oct 2022 06:10:11 AM EDT
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Unexpected Error or Warning
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
                 Release: 7.2.0
         Discussion Lock: Any
        Operating System: Any


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Follow-up Comments:


-------------------------------------------------------
Date: Fri 07 Oct 2022 06:10:11 AM EDT By: Arun Giridhar <arungiridhar>
It turns out that the previously undocumented output "lambda" from the
functions lsqnonneg and pqpnonneg was supposed to be a Lagrange multiplier,
not a conjugate gradient. Matlab returns the Lagrange multiplier correctly
(see https://octave.discourse.group/t/what-does-matlab-do-for-this-code/3374).
In Octave, there was a bug in the calculation of that output in both functions
causing the duality logic to be violated, and in some cases Octave would also
have a size mismatch error.

The error can be replicated with this test:

[x, ~, ~, ~, ~, lambda] = lsqnonneg ([1 0; 0 1; 2 1], [1 1 3]');    assert (x
.* lambda, [0 0]')
[x, ~, ~, ~, ~, lambda] = lsqnonneg ([1 0; 0 1; 2 1], [1 -1 1]');   assert (x
.* lambda, [0 0]')
[x, ~, ~, ~, ~, lambda] = lsqnonneg ([1 0; 0 1; 2 1], [-1 1 -1]');  assert (x
.* lambda, [0 0]')
[x, ~, ~, ~, ~, lambda] = lsqnonneg ([1 0; 0 1; 2 1], [-1 -1 -3]'); assert (x
.* lambda, [0 0]')

[x, ~, ~, ~, lambda] = pqpnonneg ([3 2; 2 2], [6; 5]);              assert (x
.* lambda, [0 0]')
[x, ~, ~, ~, lambda] = pqpnonneg ([3 2; 2 2], [6; -5]);             assert (x
.* lambda, [0 0]')
[x, ~, ~, ~, lambda] = pqpnonneg ([3 2; 2 2], [-6; 5]);             assert (x
.* lambda, [0 0]')
[x, ~, ~, ~, lambda] = pqpnonneg ([3 2; 2 2], [-6; -5]);            assert (x
.* lambda, [0 0]')


I have a fix for this bug, along with docstring updates and BISTs, which I
will upload once I get a bug number.







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