def test_ConjugateGradient(self):
n = 5
lamda = 0.1
A, x_numpy, y = self.Ax_y_setup(n, lamda)
x = np.zeros([n])
alg_method = alg.ConjugateGradient(
lambda x: A.T @ A @ x + lamda * x,
A.T @ y, x, max_iter=1000)
while(not alg_method.done()):
alg_method.update()
npt.assert_allclose(x, x_numpy)
def test_ConjugateGradient(self):
n = 5
A = np.random.random([n, n])
x_orig = np.random.random([n])
y = np.matmul(A, x_orig)
x_truth = np.linalg.solve(np.matmul(A.T, A), np.matmul(A.T, y))
x = np.zeros([n])
alg_method = alg.ConjugateGradient(
lambda x: np.matmul(A.T, np.matmul(A, x)), np.matmul(A.T, y), x)
while (not alg_method.done()):
alg_method.update()
npt.assert_allclose(x, x_truth, atol=1, rtol=1e-3)