Followings are the code that I wrote in Octave to creates all the plots shown in this page. You may copy these code and play with these codes. Change variables and try yourself until you get your own intuitive understanding.
< Code 1 >
function main
w1 = -6:.025:6;
w2 = -6:.025:6;
[X,Y] = meshgrid(w1,w2);
Z = -4.0 .* (exp(-(0.5*(X-4).^2 + 0.3*(Y-1/2).^2)) + 2 .* exp(-0.2*((X+2/2).^2 + 0.3*(Y+1/2).^2)))+4;
vx = -5.0;
vy = 4.1;
Lf = 0.2; % Learning Factor
hFig = figure(1,'Position',[300 300 600 500]);
contour(X,Y,Z,25);
tStr = sprintf("Alpha = %0.2f, (x0, y0) = (%0.2f,%0.2f)",Lf,vx,vy);
title(tStr);
hold on;
for i = 1:60
scale = 1.9;
[gx1,gx2,gy1,gy2] = GetGradientLineAt_2Var(X,Y,Z,vx,vy,scale)
plot(vx,vy,'ro','MarkerFaceColor',[1 0 0]);
if i > 1
[gnx,gny] = GetGradientNextAt_2Var(X,Y,Z,vx,vy,Lf)
plot(gnx,gny,'bo','MarkerFaceColor',[0 0 1]);
line([vx gnx],[vy gny],'color','black');
vx = gnx;
vy = gny;
end
end;
hold off;
end
function [gnx,gny] = GetGradientNextAt_2Var(x,y,z,vx,vy,Lf)
[ix,iy] = GetLowerMaxIndex_2Var(x,y,vx,vy);
[sx,sy] = GetSlopAt_2Var(x,y,z,vx,vy);
gnx = vx - Lf*sx;
gny = vy - Lf*sy;
endfunction
function [gx1,gx2,gy1,gy2] = GetGradientLineAt_2Var(x,y,z,vx,vy,scale)
[ix,iy] = GetLowerMaxIndex_2Var(x,y,vx,vy);
[sx,sy] = GetSlopAt_2Var(x,y,z,vx,vy);
%scale = 0.1;
gx1 = vx;
gx2 = vx - scale*sx;
gy1 = vy;
gy2 = vy - scale*sy;
endfunction
function [sx,sy] = GetSlopAt_2Var(x,y,z,vx,vy)
[i,j] = GetLowerMaxIndex_2Var(x,y,vx,vy);
x = x(1,:);
y = y(:,1);
dx = x(i+1)-x(i);
dy = y(j+1)-y(j);
dzx = z(j,i+1)-z(j,i);
dzy = z(j+1,i)-z(j,i);
sx = dzx / dx;
sy = dzy / dy;
endfunction
function [px,py,pz] = GetPoint3At_2Var(x,y,z,vx,vy)
[i,j] = GetLowerMaxIndex_2Var(x,y,vx,vy);
x = x(1,:);
y = y(:,1);
px = x(i);
py = y(i);
pz = z(j,i);
endfunction
function [idx,idy] = GetLowerMaxIndex_2Var(x,y,vx,vy)
idx = 1;
idy = 1;
xr = x(1,:);
yr = y(:,1);
yr = yr';
for i = 1:length(xr)
if xr(i) > vx
idx = i-1;
break;
end;
end;
for j = 1:length(yr)
if yr(j) > vy
idy = j-1;
break;
end;
end;
%return [idx,idy];
endfunction
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