GitHub-Proxy/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-04-22 17:49:36 +08:00
Code Issues Packages Projects Releases Wiki Activity

bug #1197: fix/relax some LM unit tests

Browse Source
This commit is contained in:
Gael Guennebaud 2016-04-09 11:14:02 +02:00
parent a05a683d83
commit af2161cdb4
2 changed files with 23 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
unsupported/test/NonLinearOptimization.cpp
View File

@ -14,6 +14,9 @@
using std::sqrt;
// tolerance for chekcing number of iterations
#define LM_EVAL_COUNT_TOL 4/3
int fcn_chkder(const VectorXd &x, VectorXd &fvec, MatrixXd &fjac, int iflag)
{
/* subroutine fcn for chkder example. */
@ -1023,7 +1026,8 @@ void testNistLanczos1(void)
VERIFY_IS_EQUAL(lm.njev, 72);
// check norm^2
std::cout.precision(30);
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.4290986055242372e-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
std::cout << lm.fvec.squaredNorm() << "\n";
VERIFY(lm.fvec.squaredNorm() <= 1.4307867721E-25);
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02);
VERIFY_IS_APPROX(x[1], 1.0000000001E+00);
@ -1044,7 +1048,7 @@ void testNistLanczos1(void)
VERIFY_IS_EQUAL(lm.nfev, 9);
VERIFY_IS_EQUAL(lm.njev, 8);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.430571737783119393e-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
VERIFY(lm.fvec.squaredNorm() <= 1.4307867721E-25);
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02);
VERIFY_IS_APPROX(x[1], 1.0000000001E+00);
@ -1354,8 +1358,12 @@ void testNistMGH17(void)
// check return value
VERIFY_IS_EQUAL(info, 2);
VERIFY(lm.nfev < 650); // 602
VERIFY(lm.njev < 600); // 545
++g_test_level;
VERIFY_IS_EQUAL(lm.nfev, 602); // 602
VERIFY_IS_EQUAL(lm.njev, 545); // 545
--g_test_level;
VERIFY(lm.nfev < 602 * LM_EVAL_COUNT_TOL);
VERIFY(lm.njev < 545 * LM_EVAL_COUNT_TOL);
/*
* Second try

19
unsupported/test/levenberg_marquardt.cpp
View File

@ -23,6 +23,9 @@
using std::sqrt;
// tolerance for chekcing number of iterations
#define LM_EVAL_COUNT_TOL 4/3
struct lmder_functor : DenseFunctor<double>
{
lmder_functor(void): DenseFunctor<double>(3,15) {}
@ -631,7 +634,7 @@ void testNistLanczos1(void)
VERIFY_IS_EQUAL(lm.nfev(), 79);
VERIFY_IS_EQUAL(lm.njev(), 72);
// check norm^2
// VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 1.430899764097e-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
VERIFY(lm.fvec().squaredNorm() <= 1.4307867721E-25);
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02);
VERIFY_IS_APPROX(x[1], 1.0000000001E+00);
@ -652,7 +655,7 @@ void testNistLanczos1(void)
VERIFY_IS_EQUAL(lm.nfev(), 9);
VERIFY_IS_EQUAL(lm.njev(), 8);
// check norm^2
// VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 1.428595533845e-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
VERIFY(lm.fvec().squaredNorm() <= 1.4307867721E-25);
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02);
VERIFY_IS_APPROX(x[1], 1.0000000001E+00);
@ -805,8 +808,8 @@ void testNistMGH10(void)
VERIFY_IS_EQUAL(lm.nfev(), 284 );
VERIFY_IS_EQUAL(lm.njev(), 249 );
--g_test_level;
VERIFY(lm.nfev() < 284 * 3/2);
VERIFY(lm.njev() < 249 * 3/2);
VERIFY(lm.nfev() < 284 * LM_EVAL_COUNT_TOL);
VERIFY(lm.njev() < 249 * LM_EVAL_COUNT_TOL);
/*
* Second try
@ -831,8 +834,8 @@ void testNistMGH10(void)
VERIFY_IS_EQUAL(lm.nfev(), 126);
VERIFY_IS_EQUAL(lm.njev(), 116);
--g_test_level;
VERIFY(lm.nfev() < 126 * 3/2);
VERIFY(lm.njev() < 116 * 3/2);
VERIFY(lm.nfev() < 126 * LM_EVAL_COUNT_TOL);
VERIFY(lm.njev() < 116 * LM_EVAL_COUNT_TOL);
}
@ -911,8 +914,8 @@ void testNistBoxBOD(void)
VERIFY_IS_EQUAL(lm.nfev(), 16 );
VERIFY_IS_EQUAL(lm.njev(), 15 );
--g_test_level;
VERIFY(lm.nfev() < 16 * 3/2);
VERIFY(lm.njev() < 15 * 3/2);
VERIFY(lm.nfev() < 16 * LM_EVAL_COUNT_TOL);
VERIFY(lm.njev() < 15 * LM_EVAL_COUNT_TOL);
// check norm^2
VERIFY_IS_APPROX(lm.fvec().squaredNorm(), 1.1680088766E+03);
// check x