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ngmres_stats_general.m
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ngmres_stats_general.m
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function [outarr,iters,evals,fails] = ngmres_stats_general(numruns, ...
probnum,n,maxit)
tol = 1e-10;
outarr = cell(numruns,1);
iters_ngmres_sdls = zeros(numruns,1);
iters_ngmres_sd = zeros(numruns,1);
iters_ngmreso_sdls = zeros(numruns,1);
iters_ngmreso_sd = zeros(numruns,1);
iters_ncg = zeros(numruns,1);
iters_lbfgs = zeros(numruns,1);
evals_ngmres_sdls = zeros(numruns,1);
evals_ngmres_sd = zeros(numruns,1);
evals_ngmreso_sdls = zeros(numruns,1);
evals_ngmreso_sd = zeros(numruns,1);
evals_ncg = zeros(numruns,1);
evals_lbfgs = zeros(numruns,1);
fails_ngmres_sdls = 0;
fails_ngmres_sd = 0;
fails_ngmreso_sdls = 0;
fails_ngmreso_sd = 0;
fails_ncg = 0;
fails_lbfgs = 0;
parfor seednum = 1:numruns
fprintf('Iteration %d\n', seednum)
par = get_par(seednum,probnum,n,maxit);
outarr{seednum} = run_opts(par);
fmin = par.probPars{probnum}(end);
if isnan(fmin)
fmin = min(outarr{seednum}.out_ngmres_sdls.logf);
fmin = min(fmin, ...
min(outarr{seednum}.out_ngmres_sd.logf));
fmin = min(fmin, ...
min(outarr{seednum}.out_ngmreso_sdls.logf));
fmin = min(fmin, ...
min(outarr{seednum}.out_ngmreso_sd.logf));
fmin = min(fmin, ...
min(outarr{seednum}.out_ncg.TraceFunc(2:end)));
fmin = min(fmin, ...
min(outarr{seednum}.out_lbfgs.TraceFunc(2: ...
end)));
end
% Store the objective value at the initial condition
f0 = outarr{seednum}.out_ncg.TraceFunc(1);
% Store number of iterations to reach tolerance
ind = find(outarr{seednum}.out_ngmres_sdls.logf < (fmin+tol*(f0-fmin)),1);
if isempty(ind)
iters_ngmres_sdls(seednum) = par.par_ngmres.maxIt;
fails_ngmres_sdls = fails_ngmres_sdls + 1;
else
iters_ngmres_sdls(seednum) = ind;
end
ind = find(outarr{seednum}.out_ngmres_sd.logf < (fmin+tol*(f0-fmin)),1);
if isempty(ind)
iters_ngmres_sd(seednum) = par.par_ngmres.maxIt;
fails_ngmres_sd = fails_ngmres_sd + 1;
else
iters_ngmres_sd(seednum) = ind;
end
ind = find(outarr{seednum}.out_ncg.TraceFunc(2:end) < (fmin+tol*(f0-fmin)),1);
if isempty(ind)
iters_ncg(seednum) = par.par_ngmres.maxIt;
fails_ncg = fails_ncg + 1;
else
iters_ncg(seednum) = ind;
end
ind = find(outarr{seednum}.out_lbfgs.TraceFunc(2:end) < (fmin+tol*(f0-fmin)),1);
if isempty(ind)
iters_lbfgs(seednum) = par.par_ngmres.maxIt;
fails_lbfgs = fails_lbfgs + 1;
else
iters_lbfgs(seednum) = ind;
end
ind = find(outarr{seednum}.out_ngmreso_sdls.logf < (fmin+tol*(f0-fmin)),1);
if isempty(ind)
iters_ngmreso_sdls(seednum) = par.par_ngmres.maxIt;
fails_ngmreso_sdls = fails_ngmreso_sdls + 1;
else
iters_ngmreso_sdls(seednum) = ind;
end
ind = find(outarr{seednum}.out_ngmreso_sd.logf < (fmin+tol*(f0-fmin)),1);
if isempty(ind)
iters_ngmreso_sd(seednum) = par.par_ngmres.maxIt;
fails_ngmreso_sd = fails_ngmreso_sd + 1;
else
iters_ngmreso_sd(seednum) = ind;
end
% Store f/g evaluations to reach tolerance
idx = min(length(outarr{seednum}.out_ngmres_sdls.logfev), ...
min(iters_ngmres_sdls(seednum)));
evals_ngmres_sdls(seednum) = ...
outarr{seednum}.out_ngmres_sdls.logfev(idx);
idx = min(length(outarr{seednum}.out_ngmres_sd.logfev), ...
min(iters_ngmres_sd(seednum)));
evals_ngmres_sd(seednum) = ...
outarr{seednum}.out_ngmres_sd.logfev(idx);
idx = min(length(outarr{seednum}.out_ncg.TraceFuncEvals), ...
1+iters_ncg(seednum));
evals_ncg(seednum) = ...
outarr{seednum}.out_ncg.TraceFuncEvals(idx);
idx = min(length(outarr{seednum}.out_lbfgs.TraceFuncEvals), ...
1+iters_lbfgs(seednum));
evals_lbfgs(seednum) = ...
outarr{seednum}.out_lbfgs.TraceFuncEvals(idx);
idx = min(length(outarr{seednum}.out_ngmreso_sdls.logfev), ...
min(iters_ngmreso_sdls(seednum)));
evals_ngmreso_sdls(seednum) = ...
outarr{seednum}.out_ngmreso_sdls.logfev(idx);
idx = min(length(outarr{seednum}.out_ngmreso_sd.logfev), ...
min(iters_ngmreso_sd(seednum)));
evals_ngmreso_sd(seednum) = ...
outarr{seednum}.out_ngmreso_sd.logfev(idx);
end
iters.ngmres_sdls = iters_ngmres_sdls;
iters.ngmres_sd = iters_ngmres_sd;
iters.ngmreso_sdls = iters_ngmreso_sdls;
iters.ngmreso_sd = iters_ngmreso_sd;
iters.ncg = iters_ncg;
iters.lbfgs = iters_lbfgs;
evals.ngmres_sdls = evals_ngmres_sdls;
evals.ngmres_sd = evals_ngmres_sd;
evals.ngmreso_sdls = evals_ngmreso_sdls;
evals.ngmreso_sd = evals_ngmreso_sd;
evals.ncg = evals_ncg;
evals.lbfgs = evals_lbfgs;
fails.ngmres_sdls = fails_ngmres_sdls;
fails.ngmres_sd = fails_ngmres_sd;
fails.ngmreso_sdls = fails_ngmreso_sdls;
fails.ngmreso_sd = fails_ngmreso_sd;
fails.ncg = fails_ncg;
fails.lbfgs = fails_lbfgs;
end