def test_least_squares_oracle_2():
A = np.array([[1.0, 2.0], [3.0, 4.0]])
b = np.array([1.0, -1.0])
matvec_Ax = lambda x: A.dot(x)
matvec_ATx = lambda x: A.T.dot(x)
oracle = oracles.LeastSquaresOracle(matvec_Ax, matvec_ATx, b)
# Checks at point x = [1, 2]
x = np.array([1.0, 2.0])
assert_almost_equal(oracle.func(x), 80.0)
ok_(np.allclose(oracle.grad(x), np.array([40., 56.])))
ok_(isinstance(oracle.grad(x), np.ndarray))
def test_least_squares_oracle():
A = np.eye(3)
b = np.array([1, 2, 3])
matvec_Ax = lambda x: A.dot(x)
matvec_ATx = lambda x: A.T.dot(x)
oracle = oracles.LeastSquaresOracle(matvec_Ax, matvec_ATx, b)
# Checks at point x = [0, 0, 0]
x = np.zeros(3)
assert_almost_equal(oracle.func(x), 7.0)
ok_(np.allclose(oracle.grad(x), np.array([-1., -2., -3.])))
ok_(isinstance(oracle.grad(x), np.ndarray))
# Checks at point x = [1, 1, 1]
x = np.ones(3)
assert_almost_equal(oracle.func(x), 2.5)
ok_(np.allclose(oracle.grad(x), np.array([0., -1., -2.])))
ok_(isinstance(oracle.grad(x), np.ndarray))
