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add another 'difficult'-rated NIST test, which passes

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Thomas Capricelli 2009-08-10 13:47:18 +02:00
parent 7d65bd42eb
commit bcfe874968
1 changed files with 77 additions and 0 deletions
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77
unsupported/test/NonLinear.cpp
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@ -1241,6 +1241,82 @@ void testNistRat42(void)
VERIFY_IS_APPROX(x[2], 6.7359200066E-02); VERIFY_IS_APPROX(x[2], 6.7359200066E-02);
} }
struct MGH10_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[16] = { 5.000000E+01, 5.500000E+01, 6.000000E+01, 6.500000E+01, 7.000000E+01, 7.500000E+01, 8.000000E+01, 8.500000E+01, 9.000000E+01, 9.500000E+01, 1.000000E+02, 1.050000E+02, 1.100000E+02, 1.150000E+02, 1.200000E+02, 1.250000E+02 };
static const double y[16] = { 3.478000E+04, 2.861000E+04, 2.365000E+04, 1.963000E+04, 1.637000E+04, 1.372000E+04, 1.154000E+04, 9.744000E+03, 8.261000E+03, 7.030000E+03, 6.005000E+03, 5.147000E+03, 4.427000E+03, 3.820000E+03, 3.307000E+03, 2.872000E+03 };
int i;
assert(m==16);
assert(n==3);
assert(ldfjac==16);
if (iflag != 2) {// compute fvec at b
for(i=0; i<16; i++) {
fvec[i] = b[0] * exp(b[1]/(x[i]+b[2])) - y[i];
}
}
else { // compute fjac at b
for(i=0; i<16; i++) {
double factor = 1./(x[i]+b[2]);
double e = exp(b[1]*factor);
fjac[i+ldfjac*0] = e;
fjac[i+ldfjac*1] = b[0]*factor*e;
fjac[i+ldfjac*2] = -b[1]*b[0]*factor*factor*e;
}
}
return 0;
}
};
// http://www.itl.nist.gov/div898/strd/nls/data/mgh10.shtml
void testNistMGH10(void)
{
const int m=16, n=3;
int info, nfev, njev;
Eigen::VectorXd x(n), fvec(m), wa1, diag;
Eigen::MatrixXd fjac;
VectorXi ipvt;
/*
* First try
*/
x<< 2., 400000., 25000.;
// do the computation
info = ei_lmder<MGH10_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag);
// check return value
VERIFY( 3 == info);
VERIFY( 285 == nfev);
VERIFY( 250 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 8.7945855171E+01);
// check x
VERIFY_IS_APPROX(x[0], 5.6096364710E-03);
VERIFY_IS_APPROX(x[1], 6.1813463463E+03);
VERIFY_IS_APPROX(x[2], 3.4522363462E+02);
/*
* Second try
*/
x<< 0.02, 4000., 250.;
// do the computation
info = ei_lmder<MGH10_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag);
// check return value
VERIFY( 3 == info);
VERIFY( 126 == nfev);
VERIFY( 116 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 8.7945855171E+01);
// check x
VERIFY_IS_APPROX(x[0], 5.6096364710E-03);
VERIFY_IS_APPROX(x[1], 6.1813463463E+03);
VERIFY_IS_APPROX(x[2], 3.4522363462E+02);
}
void test_NonLinear() void test_NonLinear()
{ {
// NIST tests, level of difficulty = "Lower" // NIST tests, level of difficulty = "Lower"
@ -1253,6 +1329,7 @@ void test_NonLinear()
// NIST tests, level of difficulty = "Higher" // NIST tests, level of difficulty = "Higher"
CALL_SUBTEST(testNistRat42()); CALL_SUBTEST(testNistRat42());
CALL_SUBTEST(testNistMGH10());
CALL_SUBTEST(testChkder()); CALL_SUBTEST(testChkder());
CALL_SUBTEST(testLmder1()); CALL_SUBTEST(testLmder1());