diff toolboxes/FullBNT-1.0.7/netlab3.3/hesschek.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/netlab3.3/hesschek.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,60 @@
+function h = hesschek(net, x, t)
+%HESSCHEK Use central differences to confirm correct evaluation of Hessian matrix.
+%
+%	Description
+%
+%	HESSCHEK(NET, X, T) takes a network data structure NET, together with
+%	input and target data matrices X and T, and compares the evaluation
+%	of the Hessian matrix using the function NETHESS and using central
+%	differences with the function NETERR.
+%
+%	The optional return value H is the Hessian computed using NETHESS.
+%
+%	See also
+%	NETHESS, NETERR
+%
+
+%	Copyright (c) Ian T Nabney (1996-2001)
+
+w0 = netpak(net);
+nwts = length(w0);
+h = nethess(w0, net, x, t);
+
+w = w0;
+hcent = zeros(nwts, nwts);
+h1 =  0.0; h2 =  0.0; h3 =  0.0; h4 = 0.0;
+epsilon = 1.0e-4;
+fprintf(1, 'Checking Hessian ...\n\n');
+for k = 1:nwts;
+  for l = 1:nwts;
+    if(l == k)
+      w(k) = w0(k) + 2.0*epsilon;
+      h1 = neterr(w, net, x, t);
+      w(k) = w0(k) - 2.0*epsilon;
+      h2 = neterr(w, net, x, t);
+      w(k) = w0(k);
+      h3 = neterr(w, net, x, t);
+      hcent(k, k) = (h1 + h2 - 2.0*h3)/(4.0*epsilon^2);
+    else
+      w(k) = w0(k) + epsilon;
+      w(l) = w0(l) + epsilon;
+      h1 = neterr(w, net, x, t);
+      w(k) = w0(k) - epsilon;
+      w(l) = w0(l) - epsilon;
+      h2 = neterr(w, net, x, t);
+      w(k) = w0(k) + epsilon;
+      w(l) = w0(l) - epsilon;
+      h3 = neterr(w, net, x, t);
+      w(k) = w0(k) - epsilon;
+      w(l) = w0(l) + epsilon;
+      h4 = neterr(w, net, x, t);
+      hcent(k, l) = (h1 + h2 - h3 - h4)/(4.0*epsilon^2);
+      w(k) = w0(k);
+      w(l) = w0(l);
+    end
+  end
+end
+
+fprintf(1, '   analytical    numerical       delta\n\n');
+temp = [h(:), hcent(:), (h(:) - hcent(:))];
+fprintf(1, '%12.6f  %12.6f  %12.6f\n', temp');
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