test_anderson Namespace Reference

Functions
def	test_anderson ()

Variables
int	n = 10
int	ε = 1e-12
	rng = nprand.default_rng(seed=123)
	A = rng.random(size=(n, n))
	Q
	D = np.diag(rng.normal(scale=4, size=(n, )))
	q = rng.normal(scale=1, size=(n, ))
	x_ = cs.SX.sym('x', n)
float	px = x_ + 0.2 * cs.sin(x_[::-1])
float	f_ = 0.5 * (x_.T @ A @ px) + cs.dot(q, x_)
	f = cs.Function("f", [x_], [f_])
	grad_f_ = cs.gradient(f_, x_)
	grad_f = cs.Function("grad_f", [x_], [grad_f_])
	hess_f_ = cs.jacobian(grad_f_, x_)
	hess_f = cs.Function("hess_f", [x_], [hess_f_])
int	L = la.norm(D)**2

Function Documentation

test_anderson()

def test_anderson

(

)

Definition at line 35 of file test_anderson.py.

Variable Documentation

n

int n = 10

Definition at line 9 of file test_anderson.py.

ε

int ε = 1e-12

Definition at line 10 of file test_anderson.py.

rng

rng = nprand.default_rng(seed=123)

Definition at line 13 of file test_anderson.py.

A

A = rng.random(size=(n, n))

Definition at line 14 of file test_anderson.py.

Q

Q

Definition at line 15 of file test_anderson.py.

D

D = np.diag(rng.normal(scale=4, size=(n, )))

Definition at line 16 of file test_anderson.py.

q

q = rng.normal(scale=1, size=(n, ))

Definition at line 18 of file test_anderson.py.

x_

x_ = cs.SX.sym('x', n)

Definition at line 20 of file test_anderson.py.

px

float px = x_ + 0.2 * cs.sin(x_[::-1])

Definition at line 21 of file test_anderson.py.

f_

float f_ = 0.5 * (x_.T @ A @ px) + cs.dot(q, x_)

Definition at line 22 of file test_anderson.py.

f

f = cs.Function("f", [x_], [f_])

Definition at line 23 of file test_anderson.py.

grad_f_

grad_f_ = cs.gradient(f_, x_)

Definition at line 24 of file test_anderson.py.

grad_f

grad_f = cs.Function("grad_f", [x_], [grad_f_])

Definition at line 25 of file test_anderson.py.

hess_f_

hess_f_ = cs.jacobian(grad_f_, x_)

Definition at line 26 of file test_anderson.py.

hess_f

hess_f = cs.Function("hess_f", [x_], [hess_f_])

Definition at line 27 of file test_anderson.py.

L

int L = la.norm(D)**2

Definition at line 28 of file test_anderson.py.