Re: fsolve test failure

[Jaroslav Hajek]

On Tue, Jan 27, 2009 at 9:10 PM, Ben Abbott <address@hidden> wrote:
>
> 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
>

Definitely. First of all, I suggest you try running with
optimset("Updating", "off").
In fact, I realize that for such small systems qrupdate is not even
used, so I don't understand where the differences come from. Perhaps
displaying the sequence of x could shed some light here...

cheers

-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz