132 lines
5.7 KiB
HTML
132 lines
5.7 KiB
HTML
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<title>Description of lnsrch</title>
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<meta name="keywords" content="lnsrch">
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<meta name="description" content="Copyright (C) 2001 Michel Juillard">
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > lnsrch.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>lnsrch
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>Copyright (C) 2001 Michel Juillard</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function [x,f,fvec,check]=lnsrch(xold,fold,g,p,stpmax,func,varargin) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"> Copyright (C) 2001 Michel Juillard</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="check.html" class="code" title="function result = check">check</a> Copyright (C) 2001 Michel Juillard</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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</ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <span class="comment">% Copyright (C) 2001 Michel Juillard</span>
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0002 <span class="comment">%</span>
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0003 <a name="_sub0" href="#_subfunctions" class="code">function [x,f,fvec,check]=lnsrch(xold,fold,g,p,stpmax,func,varargin)</a>
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0004
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0005 alf = 1e-4 ;
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0006 tolx = 3.7e-11 ;
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0007 alam = 1;
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0008
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0009 nn = size(xold,1) ;
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0010 summ = sqrt(sum(p.*p)) ;
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0011 <span class="keyword">if</span> ~isfinite(summ)
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0012 error([<span class="string">'Some element of Newton direction isn''t finite. Jacobian maybe'</span> <span class="keyword">...</span>
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0013 <span class="string">' singular or there is a problem with initial values'</span>])
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0014 <span class="keyword">end</span>
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0015
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0016 <span class="keyword">if</span> summ > stpmax
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0017 p=p.*stpmax/summ ;
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0018 <span class="keyword">end</span>
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0019
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0020 slope = g'*p ;
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0021
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0022 test = max(abs(p)'./max([abs(xold)';ones(1,nn)])) ;
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0023 alamin = tolx/test ;
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0024
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0025 <span class="keyword">if</span> alamin > 0.1
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0026 alamin = 0.1;
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0027 <span class="keyword">end</span>
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0028
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0029 <span class="keyword">while</span> 1
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0030 <span class="keyword">if</span> alam < alamin
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0031 <a href="check.html" class="code" title="function result = check">check</a> = 1 ;
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0032 <span class="keyword">return</span>
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0033 <span class="keyword">end</span>
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0034
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0035 x = xold + (alam*p) ;
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0036 fvec = feval(func,x,varargin{:}) ;
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0037 f = 0.5*fvec'*fvec ;
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0038
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0039 <span class="keyword">if</span> any(isnan(fvec))
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0040 alam = alam/2 ;
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0041 alam2 = alam ;
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0042 f2 = f ;
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0043 fold2 = fold ;
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0044 <span class="keyword">else</span>
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0045
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0046 <span class="keyword">if</span> f <= fold+alf*alam*slope
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0047 <a href="check.html" class="code" title="function result = check">check</a> = 0;
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0048 <span class="keyword">break</span> ;
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0049 <span class="keyword">else</span>
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0050 <span class="keyword">if</span> alam == 1
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0051 tmplam = -slope/(2*(f-fold-slope)) ;
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0052 <span class="keyword">else</span>
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0053 rhs1 = f-fold-alam*slope ;
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0054 rhs2 = f2-fold2-alam2*slope ;
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0055 a = (rhs1/(alam^2)-rhs2/(alam2^2))/(alam-alam2) ;
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0056 b = (-alam2*rhs1/(alam^2)+alam*rhs2/(alam2^2))/(alam-alam2) ;
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0057 <span class="keyword">if</span> a == 0
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0058 tmplam = -slope/(2*b) ;
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0059 <span class="keyword">else</span>
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0060 disc = (b^2)-3*a*slope ;
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0061
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0062 <span class="keyword">if</span> disc < 0
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0063 error (<span class="string">'Roundoff problem in nlsearch'</span>) ;
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0064 <span class="keyword">else</span>
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0065 tmplam = (-b+sqrt(disc))/(3*a) ;
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0066 <span class="keyword">end</span>
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0067
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0068 <span class="keyword">end</span>
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0069
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0070 <span class="keyword">if</span> tmplam > 0.5*alam
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0071 tmplam = 0.5*alam;
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0072 <span class="keyword">end</span>
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0073
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0074 <span class="keyword">end</span>
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0075
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0076 alam2 = alam ;
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0077 f2 = f ;
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0078 fold2 = fold ;
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0079 alam = max([tmplam;(0.1*alam)]) ;
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0080 <span class="keyword">end</span>
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0081 <span class="keyword">end</span>
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0082 <span class="keyword">end</span>
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0083
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0084 <span class="comment">% 01/14/01 MJ lnsearch is now a separate function</span>
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0085 <span class="comment">% 01/12/03 MJ check for finite summ to avoid infinite loop when Jacobian</span>
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0086 <span class="comment">% is singular or model is denormalized</span></pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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