Example: Function call: meansquare_err(matrix_1).

 

matrix_1:

 

 

MATLAB code (.\Aorda\PSG\MATLAB\Examples\Func_value_meansquare_err.m) for function minimization:

 

%Define data:

H1 = [1 4 8 3;7 5 4 6;2 8 1 0;0 3 4 9];

c1 = [2;11;6;10];

p1 = [0.2;0.2;0.3;0.3];

 

%Create the PSG matrix 'matrix_1'(structure containing header and matrix body) and pack it to structure 'iargstruc_arr':

iargstruc_arr(1) = tbpsg_matrix_pack('matrix_1', H1, [],  c1, p1);

 

%Create problem statement:

problem_statement = sprintf('%s\n',...

'  minimize',...  

'  meansquare_err(matrix_1)',...

'');

 

%Minimize meansquare_err function:

[solution_str, outargstruc_arr] = tbpsg_run(problem_statement, iargstruc_arr);

 

%Extract value of function from solution report:

val = tbpsg_function_data(solution_str, outargstruc_arr);

%Extract values of output points:

output = tbpsg_point_data(solution_str, outargstruc_arr);

%Display function value:

disp(' ')

disp(sprintf('meansquare_err function value = %g', val(1)));

disp(' ')

disp(sprintf('Pseudo R2 = %g', val(2)));

disp(' ')

disp('Contributions (normed increments) = ');

disp(output{2})

 

 

Program output:

 

meansquare_err function value = 2.06135e-008

 

Pseudo R2 = 1

 

Contributions (normed increments) =

   0.0297    0.2297    0.1075    0.6331