function [ok] = sumsq_grad_ok()
ok = true;
% --------------------------------------------------------
% You can change these parameters
m = 1; % number of measurements per time point
n = 2; % number of state vector components per time point
N = 3; % number of time points
% ---------------------------------------------------------
% Define the problem
rand('seed', 123);
x = rand(n, N);
z = rand(m, N);
h = rand(m, N);
g = rand(n, N);
dg = zeros(n, n, N);
dh = zeros(m, n, N);
qinv = zeros(n, n, N);
rinv = zeros(m, m, N);
for k = 1 : N
dh(:, :, k) = rand(m, n);
dg(:, :, k) = rand(n, n);
tmp = rand(m, m);
rinv(:, :, k) = (tmp + tmp') / 2 + 2 * eye(m);
tmp = rand(n, n);
qinv(:, :, k) = (tmp + tmp') / 2 + 2 * eye(n);
end
% ---------------------------------------------------------
% Compute the gradient using ckbs_sumsq_grad
grad = ckbs_sumsq_grad(x, z, g, h, dg, dh, qinv, rinv);
% ---------------------------------------------------------
% Use finite differences to check gradient
step = 1;
for k = 1 : N
for i = 1 : n
% Check second partial w.r.t x(i,k)
xm = x;
xm(i, k) = xm(i, k) - step;
Sm = ckbs_sumsq_obj(xm, z, g, h, dg, dh, qinv, rinv);
%
xp = x;
xp(i, k) = xp(i, k) + step;
Sp = ckbs_sumsq_obj(xp, z, g, h, dg, dh, qinv, rinv);
%
check = (Sp - Sm) / ( 2 * step);
diff = grad(i, k) - check;
ok = ok & ( abs(diff) < 1e-10 );
end
end
return
end