| Loewen's Custom Utilities | ||
| File Name | Description | See Also |
| header.m | Banner headline to advertise start of execution. | |
| prtmtx.m | Pretty-print the input matrix. | |
| vp.m | Variable-level printing function. | |
| One-Dimensional Minimization | ||
| File Name | Description | See Also |
| dil8.m | Dilate the interval [0,1] to find an interval containing a local minimum of the given function. (Function form.) | dil8sess.txt |
| dilate.m | Dilate the interval [0,1] to find an interval containing a local minimum of the given function. (Script form.) | dil8sess.txt |
| goldsect.m | Golden Section Search for 1-D minimization | goldsess.txt goldsec1.eps goldsec2.eps |
| linsrch.m | Line search (Brent's Method) for accurate 1D minimization | |
| Newton's Method | ||
| File Name | Description | See Also |
| newton.m | Pure Newton Method, implemented as a script. | hw02sess.txt |
|
expo.m
expod.m expoh.m | Function, Gradient, Hessian for HW02, question C(a). | |
|
hw02cb.m
hw02cbd.m hw02cbh.m | Function, Gradient, Hessian for HW02, question C(b). | |
|
banana.m
bananad.m bananah.m | Function, Gradient, Hessian for HW02, question C(c). | |
| nad.m | Newton/Armijo/Descent hybrid method (script). | |
| Quasi-Newton Secant Methods | ||
| File Name | Description | See Also |
| bfgs.m | BFGS/Armijo/Skipping method (script) | hw03sess.txt |
| dfp.m | DFP/Armijo/Skipping method (script) | hw03sess.txt |
|
hw03ca.m
hw03cad.m | Function, Gradient for HW03, question C(a). | |
|
hw02cb.m
hw02cbd.m |
Function, Gradient for HW03, question C(b).
(Same as for HW02.) | |
|
banana.m
bananad.m |
Function, Gradient for HW03, question C(c).
(Same as for HW02.) | |
|
hw03cd.m
hw03cdd.m | Function, Gradient for HW03, question C(d). | |
| Trust Region Methods | ||
| File Name | Description | See Also |
| trcurve.m | Plot Trust Region Curve (solves HW04, Q B) | |
| cauchypt.m | Trust Region/Cauchy Point method (script, v inefficient, for reference only) | |
| dogleg.m | Trust Region/Newton method with dogleg strategy (script for HW04, Q C) | hw04sess.txt |
| sr1t.m | Trust Region/SR1 method (script for HW05, Q C) | hw05sess.txt |
|
banana.m
bananad.m bananah.m | Function, Gradient, Hessian for Rosenbrock fcn. | |
|
cq4.m
cq4d.m cq4h.m | Function, Gradient, Hessian for HW04, question C(b). | |
|
uvw.m
uvwd.m |
Function and Gradient for HW05C,
re-used in HW06C. | |
| Conjugate Gradient Methods | ||
| File Name | Description | See Also |
| cgpdq.m | Conjugate Gradient Method minimizes positive quadratics | |
| linsrch.m | Line search for accurate 1D minimization | |
| cg_pr.m | Conjugate Gradient for nonquadratic minimization, using Polak-Ribiere updates | |
| Linear Inverse Theory | ||
| File Name | Description | See Also |
| lininva.m |
Basic Linear Inverse Theory solution
(HW07 Question A) | lininva.txt |
| lininvb.m |
Variations on a Linear Inverse Theory solution
(HW07 Question B) | lininvb.txt |