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add an easy test from the NIST set :

Browse Source 
http://www.itl.nist.gov/div898/strd/nls/data/misra1a.shtml
This commit is contained in:
Thomas Capricelli 2009-08-10 10:47:55 +02:00
parent ec2b9f90a3
commit c7a72958ba
1 changed files with 76 additions and 3 deletions
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79
unsupported/test/NonLinear.cpp
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@ -3,7 +3,7 @@
//
// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
//#include <stdio.h>
#include <stdio.h>
#include "main.h"
#include <unsupported/Eigen/NonLinear>
@ -159,7 +159,6 @@ void testLmder1()
int m=15, n=3, info;
Eigen::VectorXd x(n), fvec(m);
Eigen::MatrixXd fjac(m, n);
VectorXi ipvt;
/* the following starting values provide a rough fit. */
@ -232,7 +231,7 @@ void testLmder()
int info, nfev, njev;
double fnorm, covfac, covar_ftol;
Eigen::VectorXd x(n), fvec(m), diag(n), wa1;
Eigen::MatrixXd fjac(m, n);
Eigen::MatrixXd fjac;
VectorXi ipvt;
/* the following starting values provide a rough fit. */
@ -852,8 +851,82 @@ void testLmdif()
VERIFY_IS_APPROX(fjac[(i-1)*ldfjac+j-1]*covfac, cov_ref[(i-1)*3+(j-1)]);
}
struct misra1a_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[14] = { 77.6E0, 114.9E0, 141.1E0, 190.8E0, 239.9E0, 289.0E0, 332.8E0, 378.4E0, 434.8E0, 477.3E0, 536.8E0, 593.1E0, 689.1E0, 760.0E0};
static const double y[14] = { 10.07E0, 14.73E0, 17.94E0, 23.93E0, 29.61E0, 35.18E0, 40.02E0, 44.82E0, 50.76E0, 55.05E0, 61.01E0, 66.40E0, 75.47E0, 81.78E0};
int i;
assert(m==14);
assert(n==2);
assert(ldfjac==14);
if (iflag != 2) {// compute fvec at x
for(i=0; i<14; i++) {
fvec[i] = b[0]*(1.-exp(-b[1]*x[i])) - y[i] ;
}
}
else { // compute fjac at x
for(i=0; i<14; i++) {
fjac[i+ldfjac*0] = (1.-exp(-b[1]*x[i]));
fjac[i+ldfjac*1] = (b[0]*x[i]*exp(-b[1]*x[i]));
}
}
return 0;
}
};
// http://www.itl.nist.gov/div898/strd/nls/data/misra1a.shtml
void testNistMisra1a(void)
{
const int m=14, n=2;
int info, nfev, njev;
Eigen::VectorXd x(n), fvec(m), wa1, diag;
Eigen::MatrixXd fjac;
VectorXi ipvt;
/*
* First try
*/
x<< 500., 0.0001;
// do the computation
info = ei_lmder<misra1a_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag);
// check return value
VERIFY( 1 == info);
VERIFY( 19 == nfev);
VERIFY( 15 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 1.2455138894E-01);
// check x
VERIFY_IS_APPROX(x[0], 2.3894212918E+02);
VERIFY_IS_APPROX(x[1], 5.5015643181E-04);
/*
* Second try
*/
x<< 250., 0.0005;
// do the computation
info = ei_lmder<misra1a_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag);
// check return value
VERIFY( 1 == info);
VERIFY( 5 == nfev);
VERIFY( 4 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 1.2455138894E-01);
// check x
VERIFY_IS_APPROX(x[0], 2.3894212918E+02);
VERIFY_IS_APPROX(x[1], 5.5015643181E-04);
}
void test_NonLinear()
{
CALL_SUBTEST(testNistMisra1a());
CALL_SUBTEST(testChkder());
CALL_SUBTEST(testLmder1());
CALL_SUBTEST(testLmder());