test_anderson.py File Reference

Go to the source code of this file.

Namespaces
namespace	test_anderson

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