diff options
Diffstat (limited to 'sourcecodes/bnt-master/netlab3.3/hesschek.m')
| -rw-r--r-- | sourcecodes/bnt-master/netlab3.3/hesschek.m | 60 |
1 files changed, 60 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/netlab3.3/hesschek.m b/sourcecodes/bnt-master/netlab3.3/hesschek.m new file mode 100644 index 00000000..ffd7253d --- /dev/null +++ b/sourcecodes/bnt-master/netlab3.3/hesschek.m @@ -0,0 +1,60 @@ +function h = hesschek(net, x, t) +%HESSCHEK Use central differences to confirm correct evaluation of Hessian matrix. +% +% Description +% +% HESSCHEK(NET, X, T) takes a network data structure NET, together with +% input and target data matrices X and T, and compares the evaluation +% of the Hessian matrix using the function NETHESS and using central +% differences with the function NETERR. +% +% The optional return value H is the Hessian computed using NETHESS. +% +% See also +% NETHESS, NETERR +% + +% Copyright (c) Ian T Nabney (1996-2001) + +w0 = netpak(net); +nwts = length(w0); +h = nethess(w0, net, x, t); + +w = w0; +hcent = zeros(nwts, nwts); +h1 = 0.0; h2 = 0.0; h3 = 0.0; h4 = 0.0; +epsilon = 1.0e-4; +fprintf(1, 'Checking Hessian ...\n\n'); +for k = 1:nwts; + for l = 1:nwts; + if(l == k) + w(k) = w0(k) + 2.0*epsilon; + h1 = neterr(w, net, x, t); + w(k) = w0(k) - 2.0*epsilon; + h2 = neterr(w, net, x, t); + w(k) = w0(k); + h3 = neterr(w, net, x, t); + hcent(k, k) = (h1 + h2 - 2.0*h3)/(4.0*epsilon^2); + else + w(k) = w0(k) + epsilon; + w(l) = w0(l) + epsilon; + h1 = neterr(w, net, x, t); + w(k) = w0(k) - epsilon; + w(l) = w0(l) - epsilon; + h2 = neterr(w, net, x, t); + w(k) = w0(k) + epsilon; + w(l) = w0(l) - epsilon; + h3 = neterr(w, net, x, t); + w(k) = w0(k) - epsilon; + w(l) = w0(l) + epsilon; + h4 = neterr(w, net, x, t); + hcent(k, l) = (h1 + h2 - h3 - h4)/(4.0*epsilon^2); + w(k) = w0(k); + w(l) = w0(l); + end + end +end + +fprintf(1, ' analytical numerical delta\n\n'); +temp = [h(:), hcent(:), (h(:) - hcent(:))]; +fprintf(1, '%12.6f %12.6f %12.6f\n', temp'); \ No newline at end of file |
