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comparison toolboxes/FullBNT-1.0.7/nethelp3.3/gradchek.htm @ 0:e9a9cd732c1e tip
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| author | wolffd |
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| date | Tue, 10 Feb 2015 15:05:51 +0000 |
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| 1 <html> | |
| 2 <head> | |
| 3 <title> | |
| 4 Netlab Reference Manual gradchek | |
| 5 </title> | |
| 6 </head> | |
| 7 <body> | |
| 8 <H1> gradchek | |
| 9 </H1> | |
| 10 <h2> | |
| 11 Purpose | |
| 12 </h2> | |
| 13 Checks a user-defined gradient function using finite differences. | |
| 14 | |
| 15 <p><h2> | |
| 16 Synopsis | |
| 17 </h2> | |
| 18 <PRE> | |
| 19 | |
| 20 gradchek(w, func, grad) | |
| 21 [gradient, delta] = gradchek(w, func, grad) | |
| 22 gradchek(w, func, grad, p1, p2, ...) | |
| 23 </PRE> | |
| 24 | |
| 25 | |
| 26 <p><h2> | |
| 27 Description | |
| 28 </h2> | |
| 29 This function is intended as a utility for other netlab functions | |
| 30 (particularly optimisation functions) to use. It enables the user | |
| 31 to check whether a gradient calculation has been correctly implmented | |
| 32 for a given function. | |
| 33 <CODE>gradchek(w, func, grad)</CODE> checks how accurate the gradient | |
| 34 <CODE>grad</CODE> of a function <CODE>func</CODE> is at a parameter vector <CODE>x</CODE>. | |
| 35 A central | |
| 36 difference formula with step size 1.0e-6 is used, and the results | |
| 37 for both gradient function and finite difference approximation are | |
| 38 printed. | |
| 39 The optional return value <CODE>gradient</CODE> is the gradient calculated | |
| 40 using the function <CODE>grad</CODE> and the return value <CODE>delta</CODE> is the | |
| 41 difference between the functional and finite difference methods of | |
| 42 calculating the graident. | |
| 43 | |
| 44 <p><CODE>gradchek(x, func, grad, p1, p2, ...)</CODE> allows additional arguments | |
| 45 to be passed to <CODE>func</CODE> and <CODE>grad</CODE>. | |
| 46 | |
| 47 <p><h2> | |
| 48 See Also | |
| 49 </h2> | |
| 50 <CODE><a href="conjgrad.htm">conjgrad</a></CODE>, <CODE><a href="graddesc.htm">graddesc</a></CODE>, <CODE><a href="hmc.htm">hmc</a></CODE>, <CODE><a href="olgd.htm">olgd</a></CODE>, <CODE><a href="quasinew.htm">quasinew</a></CODE>, <CODE><a href="scg.htm">scg</a></CODE><hr> | |
| 51 <b>Pages:</b> | |
| 52 <a href="index.htm">Index</a> | |
| 53 <hr> | |
| 54 <p>Copyright (c) Ian T Nabney (1996-9) | |
| 55 | |
| 56 | |
| 57 </body> | |
| 58 </html> |