def check_lu(self):
a = random((10,10))
b = random((10,))
x1 = solve(a,b)
lu_a = lu_factor(a)
x2 = lu_solve(lu_a,b)
assert_array_equal(x1,x2)
def __iter__(self):
f = self.f
x0 = self.x0
norm = self.norm
J = self.J
fx = matrix(f(*x0))
fxnorm = norm(fx)
cancel = False
while not cancel:
# get direction of descent
fxn = -fx
Jx = J(*x0)
s = lu_solve(Jx, fxn)
if self.verbose:
print 'Jx:'
print Jx
print 's:', s
# damping step size TODO: better strategy (hard task)
l = one
x1 = x0 + s
while True:
if x1 == x0:
if self.verbose:
print "canceled, won't get more excact"
cancel = True
break
fx = matrix(f(*x1))
newnorm = norm(fx)
if newnorm < fxnorm:
# new x accepted
fxnorm = newnorm
x0 = x1
break
l /= 2
x1 = x0 + l * s
yield (x0, fxnorm)
def __iter__(self):
f = self.f
x0 = self.x0
norm = self.norm
J = self.J
fx = matrix(f(*x0))
fxnorm = norm(fx)
cancel = False
while not cancel:
# get direction of descent
fxn = -fx
Jx = J(*x0)
s = lu_solve(Jx, fxn)
if self.verbose:
print 'Jx:'
print Jx
print 's:', s
# damping step size TODO: better strategy (hard task)
l = one
x1 = x0 + s
while True:
if x1 == x0:
if self.verbose:
print "canceled, won't get more excact"
cancel = True
break
fx = matrix(f(*x1))
newnorm = norm(fx)
if newnorm < fxnorm:
# new x accepted
fxnorm = newnorm
x0 = x1
break
l /= 2
x1 = x0 + l*s
yield (x0, fxnorm)
