📄 fg_09_02.m
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% fg_09_02 MSE contour plot w/ ideal weight track.
N=140; m=1;
phi=cos(2*pi*[0:12]/12);
Phiff=[phi(1) phi(2); phi(2) phi(1)];
phifd=[phi(m+1); phi(m+2)];
bopt=Phiff\phifd;
fprintf('Eigenvalues:%8.4f%8.4f\n',eig(Phiff));
% Plot the contours.
db=1.99;
b0=linspace(bopt(1)-db,bopt(1)+db,N);
b1=linspace(bopt(2)-db,bopt(2)+db,N);
mse=zeros(N,N);
for i=1:N,
for j=1:N,
mse(i,j)=1+[b0(i) b1(j)]*Phiff*[b0(i); b1(j)]-2*[b0(i) b1(j)]*phifd;
end
end
sp_fig(1,5,5);
set(gca,'fontsize',14);
v=[.05 .15 .4 .8 1.8 6];
[c,h]=contour(b0,b1,mse,v,'k'); grid;
clabel(c);
set(h,'linewidth',1.2);
line([bopt(1) bopt(1)],[-5 5],'color','b','linewidth',1.5);
line([-2 4],[bopt(2) bopt(2)],'color','b','linewidth',1.5);
xlabel('b_0'); ylabel('b_1');
% Plot the weight track.
b0=[1; -2.75]; u=.05; N=50;
k=[0:N-1];
b=bopt*ones(1,N)+(b0-bopt)*(1-2*u).^k;
line(b(1,:),b(2,:),'color','r','marker','o');
title('50 iterations; u=0.05.');
text(1.07,-2.8,'b(0)');
text(3.5,-.84,'c_0','fontsize',14);
text(1.8,0.8,'c_1','fontsize',14);
axis square
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