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playing with functors

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This commit is contained in:
Thomas Capricelli 2009-08-24 19:45:35 +02:00
parent 6f567f10be
commit 15d2c3af90
3 changed files with 54 additions and 43 deletions
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15
unsupported/Eigen/src/NonLinear/lmder.h
View File

@ -1,6 +1,7 @@
template<typename Functor, typename Scalar> template<typename FunctorType, typename Scalar>
int ei_lmder( int ei_lmder(
const FunctorType &Functor,
Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec, Matrix< Scalar, Dynamic, 1 > &fvec,
int &nfev, int &nfev,
@ -56,7 +57,7 @@ int ei_lmder(
/* evaluate the function at the starting point */ /* evaluate the function at the starting point */
/* and calculate its norm. */ /* and calculate its norm. */
iflag = Functor::f(x, fvec); iflag = Functor.f(x, fvec);
nfev = 1; nfev = 1;
if (iflag < 0) if (iflag < 0)
goto algo_end; goto algo_end;
@ -73,17 +74,17 @@ int ei_lmder(
/* calculate the jacobian matrix. */ /* calculate the jacobian matrix. */
iflag = Functor::df(x, fjac); iflag = Functor.df(x, fjac);
++njev; ++njev;
if (iflag < 0) if (iflag < 0)
break; break;
/* if requested, call Functor::f to enable printing of iterates. */ /* if requested, call Functor.f to enable printing of iterates. */
if (nprint > 0) { if (nprint > 0) {
iflag = 0; iflag = 0;
if ((iter - 1) % nprint == 0) if ((iter - 1) % nprint == 0)
iflag = Functor::debug(x, fvec, fjac); iflag = Functor.debug(x, fvec, fjac);
if (iflag < 0) if (iflag < 0)
break; break;
} }
@ -179,7 +180,7 @@ int ei_lmder(
/* evaluate the function at x + p and calculate its norm. */ /* evaluate the function at x + p and calculate its norm. */
iflag = Functor::f(wa2, wa4); iflag = Functor.f(wa2, wa4);
++nfev; ++nfev;
if (iflag < 0) if (iflag < 0)
goto algo_end; goto algo_end;
@ -276,7 +277,7 @@ algo_end:
if (iflag < 0) if (iflag < 0)
info = iflag; info = iflag;
if (nprint > 0) if (nprint > 0)
iflag = Functor::debug(x, fvec, fjac); iflag = Functor.debug(x, fvec, fjac);
return info; return info;
} }

8
unsupported/Eigen/src/NonLinear/lmder1.h
View File

@ -1,10 +1,11 @@
template<typename Functor, typename Scalar> template<typename FunctorType, typename Scalar>
int ei_lmder1( int ei_lmder1(
const FunctorType &Functor,
Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec, Matrix< Scalar, Dynamic, 1 > &fvec,
VectorXi &ipvt, VectorXi &ipvt,
Scalar tol = ei_sqrt(epsilon<Scalar>()) const Scalar tol = ei_sqrt(epsilon<Scalar>())
) )
{ {
const int n = x.size(), m=fvec.size(); const int n = x.size(), m=fvec.size();
@ -19,7 +20,8 @@ int ei_lmder1(
} }
ipvt.resize(n); ipvt.resize(n);
info = ei_lmder<Functor,Scalar>( info = ei_lmder(
Functor,
x, fvec, x, fvec,
nfev, njev, nfev, njev,
fjac, ipvt, qtf, diag, fjac, ipvt, qtf, diag,

74
unsupported/test/NonLinear.cpp
View File

@ -101,9 +101,13 @@ void testChkder()
} }
/**
* This functor example uses non-static members, see other ones for static
* methods
*/
struct lmder_functor { struct lmder_functor {
static int debug(const VectorXd & /* x */, const VectorXd & /* fvec */, const MatrixXd & /* fjac */) { return 0;} int debug(const VectorXd & /* x */, const VectorXd & /* fvec */, const MatrixXd & /* fjac */) const { return 0;}
static int f(const VectorXd &x, VectorXd &fvec) int f(const VectorXd &x, VectorXd &fvec) const
{ {
double tmp1, tmp2, tmp3; double tmp1, tmp2, tmp3;
double y[15] = {1.4e-1, 1.8e-1, 2.2e-1, 2.5e-1, 2.9e-1, 3.2e-1, 3.5e-1, double y[15] = {1.4e-1, 1.8e-1, 2.2e-1, 2.5e-1, 2.9e-1, 3.2e-1, 3.5e-1,
@ -119,7 +123,7 @@ struct lmder_functor {
return 0; return 0;
} }
static int df(const VectorXd &x, MatrixXd &fjac) int df(const VectorXd &x, MatrixXd &fjac) const
{ {
double tmp1, tmp2, tmp3, tmp4; double tmp1, tmp2, tmp3, tmp4;
for (int i = 0; i < 15; i++) for (int i = 0; i < 15; i++)
@ -148,7 +152,7 @@ void testLmder1()
x.setConstant(n, 1.); x.setConstant(n, 1.);
// do the computation // do the computation
info = ei_lmder1<lmder_functor>(x, fvec, ipvt); info = ei_lmder1(lmder_functor(), x, fvec, ipvt);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -175,7 +179,7 @@ void testLmder()
x.setConstant(n, 1.); x.setConstant(n, 1.);
// do the computation // do the computation
info = ei_lmder<lmder_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(lmder_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return values // check return values
VERIFY( 1 == info); VERIFY( 1 == info);
@ -210,6 +214,10 @@ void testLmder()
// VERIFY_IS_APPROX( covfac*fjac.corner<n,n>(TopLeft) , cov_ref); // VERIFY_IS_APPROX( covfac*fjac.corner<n,n>(TopLeft) , cov_ref);
} }
/**
* This functor example uses static members, see lmder_functor for an
* example of a non-static functor.
*/
struct hybrj_functor { struct hybrj_functor {
static int debug(const VectorXd & /* x */, const VectorXd & /* fvec */, const MatrixXd & /* fjac */) { return 0;} static int debug(const VectorXd & /* x */, const VectorXd & /* fvec */, const MatrixXd & /* fjac */) { return 0;}
@ -633,7 +641,7 @@ void testNistChwirut2(void)
*/ */
x<< 0.1, 0.01, 0.02; x<< 0.1, 0.01, 0.02;
// do the computation // do the computation
info = ei_lmder<chwirut2_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(chwirut2_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -651,7 +659,7 @@ void testNistChwirut2(void)
*/ */
x<< 0.15, 0.008, 0.010; x<< 0.15, 0.008, 0.010;
// do the computation // do the computation
info = ei_lmder<chwirut2_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag, info = ei_lmder(chwirut2_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 100., 400, 1.E6*epsilon<double>(), 1.E6*epsilon<double>()); 1, 100., 400, 1.E6*epsilon<double>(), 1.E6*epsilon<double>());
// check return value // check return value
@ -710,7 +718,7 @@ void testNistMisra1a(void)
*/ */
x<< 500., 0.0001; x<< 500., 0.0001;
// do the computation // do the computation
info = ei_lmder<misra1a_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(misra1a_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -727,7 +735,7 @@ void testNistMisra1a(void)
*/ */
x<< 250., 0.0005; x<< 250., 0.0005;
// do the computation // do the computation
info = ei_lmder<misra1a_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(misra1a_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -795,7 +803,7 @@ void testNistHahn1(void)
*/ */
x<< 10., -1., .05, -.00001, -.05, .001, -.000001; x<< 10., -1., .05, -.00001, -.05, .001, -.000001;
// do the computation // do the computation
info = ei_lmder<hahn1_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(hahn1_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -817,7 +825,7 @@ void testNistHahn1(void)
*/ */
x<< .1, -.1, .005, -.000001, -.005, .0001, -.0000001; x<< .1, -.1, .005, -.000001, -.005, .0001, -.0000001;
// do the computation // do the computation
info = ei_lmder<hahn1_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(hahn1_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -880,7 +888,7 @@ void testNistMisra1d(void)
*/ */
x<< 500., 0.0001; x<< 500., 0.0001;
// do the computation // do the computation
info = ei_lmder<misra1d_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(misra1d_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 3 == info); VERIFY( 3 == info);
@ -897,7 +905,7 @@ void testNistMisra1d(void)
*/ */
x<< 450., 0.0003; x<< 450., 0.0003;
// do the computation // do the computation
info = ei_lmder<misra1d_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(misra1d_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -957,7 +965,7 @@ void testNistLanczos1(void)
*/ */
x<< 1.2, 0.3, 5.6, 5.5, 6.5, 7.6; x<< 1.2, 0.3, 5.6, 5.5, 6.5, 7.6;
// do the computation // do the computation
info = ei_lmder<lanczos1_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(lanczos1_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 2 == info); VERIFY( 2 == info);
@ -978,7 +986,7 @@ void testNistLanczos1(void)
*/ */
x<< 0.5, 0.7, 3.6, 4.2, 4., 6.3; x<< 0.5, 0.7, 3.6, 4.2, 4., 6.3;
// do the computation // do the computation
info = ei_lmder<lanczos1_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(lanczos1_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 2 == info); VERIFY( 2 == info);
@ -1042,7 +1050,7 @@ void testNistRat42(void)
*/ */
x<< 100., 1., 0.1; x<< 100., 1., 0.1;
// do the computation // do the computation
info = ei_lmder<rat42_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(rat42_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -1060,7 +1068,7 @@ void testNistRat42(void)
*/ */
x<< 75., 2.5, 0.07; x<< 75., 2.5, 0.07;
// do the computation // do the computation
info = ei_lmder<rat42_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(rat42_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -1119,7 +1127,7 @@ void testNistMGH10(void)
*/ */
x<< 2., 400000., 25000.; x<< 2., 400000., 25000.;
// do the computation // do the computation
info = ei_lmder<MGH10_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(MGH10_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 2 == info); VERIFY( 2 == info);
@ -1137,7 +1145,7 @@ void testNistMGH10(void)
*/ */
x<< 0.02, 4000., 250.; x<< 0.02, 4000., 250.;
// do the computation // do the computation
info = ei_lmder<MGH10_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(MGH10_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 2 == info); VERIFY( 2 == info);
@ -1194,7 +1202,7 @@ void testNistBoxBOD(void)
*/ */
x<< 1., 1.; x<< 1., 1.;
// do the computation // do the computation
info = ei_lmder<BoxBOD_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag, info = ei_lmder(BoxBOD_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 10., 400, 1E6*epsilon<double>(), 1E6*epsilon<double>()); 1, 10., 400, 1E6*epsilon<double>(), 1E6*epsilon<double>());
// check return value // check return value
@ -1212,7 +1220,7 @@ void testNistBoxBOD(void)
*/ */
x<< 100., 0.75; x<< 100., 0.75;
// do the computation // do the computation
info = ei_lmder<BoxBOD_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag, info = ei_lmder(BoxBOD_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 100., 14000, epsilon<double>(), epsilon<double>()); 1, 100., 14000, epsilon<double>(), epsilon<double>());
// check return value // check return value
@ -1271,7 +1279,7 @@ void testNistMGH17(void)
*/ */
x<< 50., 150., -100., 1., 2.; x<< 50., 150., -100., 1., 2.;
// do the computation // do the computation
info = ei_lmder<MGH17_functor>( info = ei_lmder(MGH17_functor(),
x, fvec, nfev, njev, fjac, ipvt, qtf, diag, x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 100., 5000, epsilon<double>(), epsilon<double>()); 1, 100., 5000, epsilon<double>(), epsilon<double>());
@ -1293,7 +1301,7 @@ void testNistMGH17(void)
*/ */
x<< 0.5 ,1.5 ,-1 ,0.01 ,0.02; x<< 0.5 ,1.5 ,-1 ,0.01 ,0.02;
// do the computation // do the computation
info = ei_lmder<MGH17_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(MGH17_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -1357,7 +1365,7 @@ void testNistMGH09(void)
*/ */
x<< 25., 39, 41.5, 39.; x<< 25., 39, 41.5, 39.;
// do the computation // do the computation
info = ei_lmder<MGH09_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag, info = ei_lmder(MGH09_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 100., 5000); 1, 100., 5000);
// check return value // check return value
@ -1377,7 +1385,7 @@ void testNistMGH09(void)
*/ */
x<< 0.25, 0.39, 0.415, 0.39; x<< 0.25, 0.39, 0.415, 0.39;
// do the computation // do the computation
info = ei_lmder<MGH09_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(MGH09_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -1438,7 +1446,7 @@ void testNistBennett5(void)
*/ */
x<< -2000., 50., 0.8; x<< -2000., 50., 0.8;
// do the computation // do the computation
info = ei_lmder<Bennett5_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag, info = ei_lmder(Bennett5_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 100., 5000); 1, 100., 5000);
// check return value // check return value
@ -1456,7 +1464,7 @@ void testNistBennett5(void)
*/ */
x<< -1500., 45., 0.85; x<< -1500., 45., 0.85;
// do the computation // do the computation
info = ei_lmder<Bennett5_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(Bennett5_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -1523,7 +1531,7 @@ void testNistThurber(void)
*/ */
x<< 1000 ,1000 ,400 ,40 ,0.7,0.3,0.0 ; x<< 1000 ,1000 ,400 ,40 ,0.7,0.3,0.0 ;
// do the computation // do the computation
info = ei_lmder<thurber_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag, info = ei_lmder(thurber_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 100., 400, 1.E4*epsilon<double>(), 1.E4*epsilon<double>()); 1, 100., 400, 1.E4*epsilon<double>(), 1.E4*epsilon<double>());
// check return value // check return value
@ -1546,7 +1554,7 @@ void testNistThurber(void)
*/ */
x<< 1300 ,1500 ,500 ,75 ,1 ,0.4 ,0.05 ; x<< 1300 ,1500 ,500 ,75 ,1 ,0.4 ,0.05 ;
// do the computation // do the computation
info = ei_lmder<thurber_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag, info = ei_lmder(thurber_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 100., 400, 1.E4*epsilon<double>(), 1.E4*epsilon<double>()); 1, 100., 400, 1.E4*epsilon<double>(), 1.E4*epsilon<double>());
// check return value // check return value
@ -1611,7 +1619,7 @@ void testNistRat43(void)
*/ */
x<< 100., 10., 1., 1.; x<< 100., 10., 1., 1.;
// do the computation // do the computation
info = ei_lmder<rat43_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag, info = ei_lmder(rat43_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 100., 400, 1.E6*epsilon<double>(), 1.E6*epsilon<double>()); 1, 100., 400, 1.E6*epsilon<double>(), 1.E6*epsilon<double>());
// check return value // check return value
@ -1631,7 +1639,7 @@ void testNistRat43(void)
*/ */
x<< 700., 5., 0.75, 1.3; x<< 700., 5., 0.75, 1.3;
// do the computation // do the computation
info = ei_lmder<rat43_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag, info = ei_lmder(rat43_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag,
1, 100., 400, 1.E5*epsilon<double>(), 1.E5*epsilon<double>()); 1, 100., 400, 1.E5*epsilon<double>(), 1.E5*epsilon<double>());
// check return value // check return value
@ -1694,7 +1702,7 @@ void testNistEckerle4(void)
*/ */
x<< 1., 10., 500.; x<< 1., 10., 500.;
// do the computation // do the computation
info = ei_lmder<eckerle4_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(eckerle4_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);
@ -1712,7 +1720,7 @@ void testNistEckerle4(void)
*/ */
x<< 1.5, 5., 450.; x<< 1.5, 5., 450.;
// do the computation // do the computation
info = ei_lmder<eckerle4_functor>(x, fvec, nfev, njev, fjac, ipvt, qtf, diag); info = ei_lmder(eckerle4_functor(), x, fvec, nfev, njev, fjac, ipvt, qtf, diag);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);