GitHub-Proxy/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-08-11 11:19:02 +08:00
Code Issues Packages Projects Releases Wiki Activity

another nist test with difficulty 'leverage', it passes.

Browse Source
This commit is contained in:
Thomas Capricelli 2009-08-10 12:49:44 +02:00
parent 7ecbbc9aa4
commit 9b1130b82a
1 changed files with 106 additions and 16 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

122
unsupported/test/NonLinear.cpp
View File

@ -1089,22 +1089,112 @@ void testNistMisra1d(void)
}
void test_NonLinear()
{
CALL_SUBTEST(testNistMisra1a());
// CALL_SUBTEST(testNistHahn1());
CALL_SUBTEST(testNistMisra1d());
struct lanczos1_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[24] = { 0.000000000000E+00, 5.000000000000E-02, 1.000000000000E-01, 1.500000000000E-01, 2.000000000000E-01, 2.500000000000E-01, 3.000000000000E-01, 3.500000000000E-01, 4.000000000000E-01, 4.500000000000E-01, 5.000000000000E-01, 5.500000000000E-01, 6.000000000000E-01, 6.500000000000E-01, 7.000000000000E-01, 7.500000000000E-01, 8.000000000000E-01, 8.500000000000E-01, 9.000000000000E-01, 9.500000000000E-01, 1.000000000000E+00, 1.050000000000E+00, 1.100000000000E+00, 1.150000000000E+00 };
static const double y[24] = { 2.513400000000E+00 ,2.044333373291E+00 ,1.668404436564E+00 ,1.366418021208E+00 ,1.123232487372E+00 ,9.268897180037E-01 ,7.679338563728E-01 ,6.388775523106E-01 ,5.337835317402E-01 ,4.479363617347E-01 ,3.775847884350E-01 ,3.197393199326E-01 ,2.720130773746E-01 ,2.324965529032E-01 ,1.996589546065E-01 ,1.722704126914E-01 ,1.493405660168E-01 ,1.300700206922E-01 ,1.138119324644E-01 ,1.000415587559E-01 ,8.833209084540E-02 ,7.833544019350E-02 ,6.976693743449E-02 ,6.239312536719E-02 };
int i;
assert(m==24);
assert(n==6);
assert(ldfjac==24);
if (iflag != 2) {// compute fvec at b
for(i=0; i<24; i++) {
fvec[i] = b[0]*exp(-b[1]*x[i]) + b[2]*exp(-b[3]*x[i]) + b[4]*exp(-b[5]*x[i]) - y[i];
}
}
else { // compute fjac at b
for(i=0; i<24; i++) {
fjac[i+ldfjac*0] = exp(-b[1]*x[i]);
fjac[i+ldfjac*1] = -b[0]*x[i]*exp(-b[1]*x[i]);
fjac[i+ldfjac*2] = exp(-b[3]*x[i]);
fjac[i+ldfjac*3] = -b[2]*x[i]*exp(-b[3]*x[i]);
fjac[i+ldfjac*4] = exp(-b[5]*x[i]);
fjac[i+ldfjac*5] = -b[4]*x[i]*exp(-b[5]*x[i]);
}
}
return 0;
}
};
// http://www.itl.nist.gov/div898/strd/nls/data/lanczos1.shtml
void testNistLanczos1(void)
{
const int m=24, n=6;
int info, nfev, njev;
Eigen::VectorXd x(n), fvec(m), wa1, diag;
Eigen::MatrixXd fjac;
VectorXi ipvt;
/*
* First try
*/
x<< 1.2, 0.3, 5.6, 5.5, 6.5, 7.6;
// do the computation
info = ei_lmder<lanczos1_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag);
// check return value
VERIFY( 2 == info);
VERIFY( 79 == nfev);
VERIFY( 72 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 1.4292388868910E-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02 );
VERIFY_IS_APPROX(x[1], 1.0000000001E+00 );
VERIFY_IS_APPROX(x[2], 8.6070000013E-01 );
VERIFY_IS_APPROX(x[3], 3.0000000002E+00 );
VERIFY_IS_APPROX(x[4], 1.5575999998E+00 );
VERIFY_IS_APPROX(x[5], 5.0000000001E+00 );
/*
* Second try
*/
x<< 0.5, 0.7, 3.6, 4.2, 4., 6.3;
// do the computation
info = ei_lmder<lanczos1_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag);
// check return value
VERIFY( 2 == info);
VERIFY( 9 == nfev);
VERIFY( 8 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 1.43049947737308E-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02 );
VERIFY_IS_APPROX(x[1], 1.0000000001E+00 );
VERIFY_IS_APPROX(x[2], 8.6070000013E-01 );
VERIFY_IS_APPROX(x[3], 3.0000000002E+00 );
VERIFY_IS_APPROX(x[4], 1.5575999998E+00 );
VERIFY_IS_APPROX(x[5], 5.0000000001E+00 );
CALL_SUBTEST(testChkder());
CALL_SUBTEST(testLmder1());
CALL_SUBTEST(testLmder());
CALL_SUBTEST(testHybrj1());
CALL_SUBTEST(testHybrj());
CALL_SUBTEST(testHybrd1());
CALL_SUBTEST(testHybrd());
CALL_SUBTEST(testLmstr1());
CALL_SUBTEST(testLmstr());
CALL_SUBTEST(testLmdif1());
CALL_SUBTEST(testLmdif());
}
void test_NonLinear()
{
// NIST tests, level of difficulty = "Lower"
CALL_SUBTEST(testNistMisra1a());
// NIST tests, level of difficulty = "Average"
// CALL_SUBTEST(testNistHahn1());
CALL_SUBTEST(testNistMisra1d());
CALL_SUBTEST(testNistLanczos1());
// NIST tests, level of difficulty = "Higher"
CALL_SUBTEST(testChkder());
CALL_SUBTEST(testLmder1());
CALL_SUBTEST(testLmder());
CALL_SUBTEST(testHybrj1());
CALL_SUBTEST(testHybrj());
CALL_SUBTEST(testHybrd1());
CALL_SUBTEST(testHybrd());
CALL_SUBTEST(testLmstr1());
CALL_SUBTEST(testLmstr());
CALL_SUBTEST(testLmdif1());
CALL_SUBTEST(testLmdif());
}