package/gonum
1
0
Fork 0
mirror of https://github.com/gonum/gonum.git synced 2025-10-05 23:26:52 +08:00
Code Issues Actions Packages Projects Releases Wiki Activity

optimize/functions: fix ExtendedRosenbrock for BFGS test

Browse Source 
With the fused operation, grad diverges, resulting in a non-progression
of the location.
This commit is contained in:
Dan Kortschak
2020-02-21 10:44:16 +10:30
parent be8b0445de
commit 939a2b38a3
1 changed files with 4 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
optimize/functions/functions.go
View File

@@ -789,12 +789,13 @@ func (ExtendedRosenbrock) Grad(grad, x []float64) {
for i := range grad {
grad[i] = 0
}
// Prevent fused multiply add and fused multiply subtract.
for i := 0; i < dim-1; i++ {
grad[i] -= 2 * (1 - x[i])
grad[i] -= 400 * (x[i+1] - x[i]*x[i]) * x[i]
grad[i] -= float64(2 * (1 - x[i]))
grad[i] -= float64(400 * (x[i+1] - float64(x[i]*x[i])) * x[i])
}
for i := 1; i < dim; i++ {
grad[i] += 200 * (x[i] - x[i-1]*x[i-1])
grad[i] += float64(200 * (x[i] - float64(x[i-1]*x[i-1])))
}
}