From 69b7882b75a4d9ed9e396bbd8ee2a12df01fe2c4 Mon Sep 17 00:00:00 2001 From: =?utf8?q?Bj=C3=B8rn=20Rustad?= Date: Mon, 3 Oct 2011 14:10:16 +0200 Subject: [PATCH] Small fixing --- rapport.tex | 20 ++++++++++---------- 1 file changed, 10 insertions(+), 10 deletions(-) diff --git a/rapport.tex b/rapport.tex index 30222c1..6634a4f 100644 --- a/rapport.tex +++ b/rapport.tex @@ -130,14 +130,6 @@ that the Hessian, $\nabla^{2}g(\mathbf{x})$, is positive definite. \label{fig:fn_resid} \end{figure} -\begin{figure}[b] - \centering - \includegraphics[width=0.9\textwidth]{surface} - \caption{\sf Surface plot of function with points showing iteration of steepest - descent method, both with optimal and constant $\alpha$} - \label{fig:surface} -\end{figure} - The steepest descent method works by always taking a step in the direction opposite the gradient in the point considered (i.e. the direction of the steepest descent). The step size can be set to a constant or chosen in a more @@ -170,14 +162,14 @@ by solving the following equation for $\alpha$: \mathbf{\alpha}}g\left(\mathbf{x}+\alpha\mathbf{u}\right) &=& 0, \text{where } \mathbf{u} = -\nabla g(\mathbf{x} ) \nonumber \\ &\Downarrow& \nonumber \\ - A\alpha^3 + B\alpha^2 + C\alpha + D &=& 0, + A\alpha^3 + B\alpha^2 + C\alpha + D &=& 0. \end{eqnarray} Where $A$, $B$, $C$, and $D$ are given by \begin{eqnarray} A &=& \frac{1}{3}\mathbf{u}^TC(\mathbf{u})\mathbf{u} \nonumber \\ B &=& \mathbf{x}^TC(\mathbf{u}) \mathbf{u} \nonumber \\ C &=& \mathbf{u}^TH\mathbf{u}+\mathbf{u}^TC(\mathbf{x})\mathbf{u} \nonumber \\ - D &=& \frac{1}{3}\mathbf{u}^TC(\mathbf{x})\mathbf{x}+\mathbf{u}^TH\mathbf{x}-\mathbf{b}^T\mathbf{u} + D &=& \frac{1}{3}\mathbf{u}^TC(\mathbf{x})\mathbf{x}+\mathbf{u}^TH\mathbf{x}-\mathbf{b}^T\mathbf{u}. \end{eqnarray} Differentiating the polynomial results in: \begin{eqnarray} @@ -221,4 +213,12 @@ combination method results in fewer iterations. This comes from the fact that computing the optimal step size requires solving a cubic equation and is computationally expensive. +\begin{figure}[hb] + \centering + \includegraphics[width=0.9\textwidth]{surface} + \caption{\sf Surface plot of function with points showing iteration of steepest + descent method, both with optimal and constant $\alpha$} + \label{fig:surface} +\end{figure} + \end{document} -- 2.47.3