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