def test_cg_explicit_hessian():
obj = Quadratic()
opt = ConjugateGradient(obj.pars, obj.H, obj.b)
for i, info in enumerate(opt):
if i > 10:
break
assert obj.solved()
def test_cg_preconditioning():
obj = Quadratic()
precond = np.array([[1,0], [0, 1e-2]])
opt = ConjugateGradient(obj.pars, obj.H, obj.b, precond=precond)
for i, info in enumerate(opt):
if i > 10:
break
assert obj.solved()
def test_cg_big_preconditioning():
obj = BigQuadratic(10)
precond = np.arange(10) + 1
opt = ConjugateGradient(obj.pars, obj.H, obj.b, precond=precond)
for i, info in enumerate(opt):
if i > 10:
break
assert obj.solved()
def test_cg_implicit_hessian():
obj = Quadratic()
def f_Hp(p):
return obj.f_Hp(obj.pars, p)
opt = ConjugateGradient(obj.pars, f_Hp=f_Hp, b=obj.b)
for i, info in enumerate(opt):
if i > 10:
break
assert obj.solved()