예제 #1
0
def test_var_identitysum():
    beta = .95
    A = np.eye(3)
    C = np.zeros((3, 3))
    H = np.eye(3)
    x0 = np.ones(3)

    val = var_quadratic_sum(A, C, H, beta, x0)

    assert(abs(val-60) < 1e-10)
예제 #2
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def test_var_simplesum():
    beta = .95
    A = 1.
    C = 0.
    H = 1.
    x0 = 1.

    val = var_quadratic_sum(A, C, H, beta, x0)

    assert abs(val-20) < 1e-10
예제 #3
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def test_var_simplesum():
    beta = .95
    A = 1.
    C = 0.
    H = 1.
    x0 = 1.

    val = var_quadratic_sum(A, C, H, beta, x0)

    assert abs(val-20) < 1e-10
예제 #4
0
def test_var_identitysum():
    beta = .95
    A = np.eye(3)
    C = np.zeros((3, 3))
    H = np.eye(3)
    x0 = np.ones(3)

    val = var_quadratic_sum(A, C, H, beta, x0)

    assert(abs(val-60) < 1e-10)