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last 'hard' test from Nist : ratkowsky3

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This commit is contained in:
Thomas Capricelli 2009-08-14 18:31:04 +02:00
parent 91f61f7679
commit 93627fefcf
1 changed files with 82 additions and 0 deletions
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82
unsupported/test/NonLinear.cpp
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@ -1747,6 +1747,87 @@ void testNistThurber(void)
VERIFY_IS_APPROX(x[6], 4.9727297349E-02); VERIFY_IS_APPROX(x[6], 4.9727297349E-02);
} }
struct rat43_functor {
static int f(void * /*p*/, int m, int n, const double *b, double *fvec, double *fjac, int ldfjac, int iflag)
{
static const double x[15] = { 1., 2., 3., 4., 5., 6., 7., 8., 9., 10., 11., 12., 13., 14., 15. };
static const double y[15] = { 16.08, 33.83, 65.80, 97.20, 191.55, 326.20, 386.87, 520.53, 590.03, 651.92, 724.93, 699.56, 689.96, 637.56, 717.41 };
int i;
assert(m==15);
assert(n==4);
assert(ldfjac==15);
if (iflag != 2) {// compute fvec at b
for(i=0; i<15; i++) {
fvec[i] = b[0] * pow(1.+exp(b[1]-b[2]*x[i]),-1./b[3]) - y[i];
}
}
else { // compute fjac at b
for(i=0; i<15; i++) {
double e = exp(b[1]-b[2]*x[i]);
double power = -1./b[3];
fjac[i+ldfjac*0] = pow(1.+e, power);
fjac[i+ldfjac*1] = power*b[0]*e*pow(1.+e, power-1.);
fjac[i+ldfjac*2] = -power*b[0]*e*x[i]*pow(1.+e, power-1.);
fjac[i+ldfjac*3] = b[0]*power*power*log(1.+e)*pow(1.+e, power);
}
}
return 0;
}
};
// http://www.itl.nist.gov/div898/strd/nls/data/ratkowsky3.shtml
void testNistRat43(void)
{
const int m=15, n=4;
int info, nfev, njev;
Eigen::VectorXd x(n), fvec(m), diag;
Eigen::MatrixXd fjac;
VectorXi ipvt;
/*
* First try
*/
x<< 100., 10., 1., 1.;
// do the computation
info = ei_lmder<rat43_functor, double>(x, fvec, nfev, njev, fjac, ipvt, diag,
1, 100., 400, 1.E6*Eigen::machine_epsilon<double>(), 1.E6*Eigen::machine_epsilon<double>());
// check return value
VERIFY( 1 == info);
VERIFY( 27 == nfev);
VERIFY( 20 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 8.7864049080E+03);
// check x
VERIFY_IS_APPROX(x[0], 6.9964151270E+02);
VERIFY_IS_APPROX(x[1], 5.2771253025E+00);
VERIFY_IS_APPROX(x[2], 7.5962938329E-01);
VERIFY_IS_APPROX(x[3], 1.2792483859E+00);
/*
* Second try
*/
x<< 700., 5., 0.75, 1.3;
// do the computation
info = ei_lmder<rat43_functor, double>(x, fvec, nfev, njev, fjac, ipvt, diag,
1, 100., 400, 1.E5*Eigen::machine_epsilon<double>(), 1.E5*Eigen::machine_epsilon<double>());
// check return value
VERIFY( 1 == info);
VERIFY( 9 == nfev);
VERIFY( 8 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 8.7864049080E+03);
// check x
VERIFY_IS_APPROX(x[0], 6.9964151270E+02);
VERIFY_IS_APPROX(x[1], 5.2771253025E+00);
VERIFY_IS_APPROX(x[2], 7.5962938329E-01);
VERIFY_IS_APPROX(x[3], 1.2792483859E+00);
}
void test_NonLinear() void test_NonLinear()
@ -1768,6 +1849,7 @@ void test_NonLinear()
CALL_SUBTEST(testNistMGH09()); CALL_SUBTEST(testNistMGH09());
CALL_SUBTEST(testNistBennett5()); CALL_SUBTEST(testNistBennett5());
CALL_SUBTEST(testNistThurber()); CALL_SUBTEST(testNistThurber());
CALL_SUBTEST(testNistRat43());
CALL_SUBTEST(testChkder()); CALL_SUBTEST(testChkder());
CALL_SUBTEST(testLmder1()); CALL_SUBTEST(testLmder1());