jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
29 lines
673 B
Matlab
29 lines
673 B
Matlab
function average_error = grad_check(fun, theta0, num_checks, varargin)
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delta=1e-3;
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sum_error=0;
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fprintf(' Iter i err');
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fprintf(' g_est g f\n')
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for i=1:num_checks
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T = theta0;
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j = randsample(numel(T),1);
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T0=T; T0(j) = T0(j)-delta;
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T1=T; T1(j) = T1(j)+delta;
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[f,g] = fun(T, varargin{:});
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f0 = fun(T0, varargin{:});
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f1 = fun(T1, varargin{:});
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g_est = (f1-f0) / (2*delta);
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error = abs(g(j) - g_est);
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fprintf('% 5d % 6d % 15g % 15f % 15f % 15f\n', ...
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i,j,error,g(j),g_est,f);
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sum_error = sum_error + error;
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end
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average=sum_error/num_checks;
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