Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

1. Write a function M-file to solve min f(x) 1 by the exact gradient descent method, where f(2)= TAc and A is one of the

image text in transcribed

1. Write a function M-file to solve min f(x) 1 by the exact gradient descent method, where f(2)= TAc and A is one of the following SPD matrices [92] 21 8 41 18] 2 6 8 9 18 14 (This is a strictly convex problem, the minimizer is r* = 0 and the minimum is 0.) The first line of your M-file should read function (x,min, err,iter] = Exact Gradient_ (x0, tol,N,A) The sub-functions that compute the gradient descent direction and f(x + a) are as follows. function p=GD (x) p=-A*x; end function y=f(x,p, alpha) z=x+alpha*p; y=.5*Z' *A*Z; end Use the initial guess 2) x0= and set N to be 200 and the tolerance to be 10-10 in your computations. Create a diary (HW3Diary-) that records your computations. You diary should contain the results for all three choices of A. (You will get bonus points by including in the diary some brief comments on what you have observed.) Email your M-file and diary as separate attachments

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

The Quality Audit A Management Evaluation Tool

Authors: Charles A. Mills

1st Edition

0070424284, 978-0070424289

More Books

Students also viewed these Accounting questions