40 lines
882 B
Matlab
40 lines
882 B
Matlab
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%-----------------------------------------------------------------------
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% frank01.m: try conjugate gradient on our example graph
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%-----------------------------------------------------------------------
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% get matrix form H and z
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fg = createGaussianFactorGraph();
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ord = Ordering;
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ord.push_back('x1');
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ord.push_back('x2');
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ord.push_back('l1');
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[H,z] = fg.matrix(ord);
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% form system of normal equations
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A=H'*H
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b=H'*z
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% k=0
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x = zeros(6,1)
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g = A*x-b
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d = -g
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for k=1:5
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alpha = - (d'*g)/(d'*A*d)
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x = x + alpha*d
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g = A*x-b
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beta = (d'*A*g)/(d'*A*d)
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d = -g + beta*d
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end
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% Do gradient descent
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% fg2 = createGaussianFactorGraph();
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% zero = createZeroDelta();
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% actual = fg2.gradientDescent(zero);
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% CHECK(assert_equal(expected,actual,1e-2));
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% Do conjugate gradient descent
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% actual2 = fg2.conjugateGradientDescent(zero);
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% CHECK(assert_equal(expected,actual2,1e-2));
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