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yet another (difficult) Nist test : Thurber

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Thomas Capricelli 2009-08-14 17:46:28 +02:00
parent e057d1ef47
commit d8c671f475
1 changed files with 95 additions and 0 deletions
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unsupported/test/NonLinear.cpp
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@ -1655,6 +1655,100 @@ void testNistBennett5(void)
VERIFY_IS_APPROX(x[2], 0.93219881891); // should be 9.3218483193E-01);
}
struct thurber_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[37] = { -3.067E0, -2.981E0, -2.921E0, -2.912E0, -2.840E0, -2.797E0, -2.702E0, -2.699E0, -2.633E0, -2.481E0, -2.363E0, -2.322E0, -1.501E0, -1.460E0, -1.274E0, -1.212E0, -1.100E0, -1.046E0, -0.915E0, -0.714E0, -0.566E0, -0.545E0, -0.400E0, -0.309E0, -0.109E0, -0.103E0, 0.010E0, 0.119E0, 0.377E0, 0.790E0, 0.963E0, 1.006E0, 1.115E0, 1.572E0, 1.841E0, 2.047E0, 2.200E0 };
static const double _y[37] = { 80.574E0, 84.248E0, 87.264E0, 87.195E0, 89.076E0, 89.608E0, 89.868E0, 90.101E0, 92.405E0, 95.854E0, 100.696E0, 101.060E0, 401.672E0, 390.724E0, 567.534E0, 635.316E0, 733.054E0, 759.087E0, 894.206E0, 990.785E0, 1090.109E0, 1080.914E0, 1122.643E0, 1178.351E0, 1260.531E0, 1273.514E0, 1288.339E0, 1327.543E0, 1353.863E0, 1414.509E0, 1425.208E0, 1421.384E0, 1442.962E0, 1464.350E0, 1468.705E0, 1447.894E0, 1457.628E0};
int i;
// static int called=0; printf("call hahn1_functor with iflag=%d, called=%d\n", iflag, called); if (iflag==1) called++;
assert(m==37);
assert(n==7);
assert(ldfjac==37);
if (iflag != 2) {// compute fvec at x
for(i=0; i<37; i++) {
double x=_x[i], xx=x*x, xxx=xx*x;
fvec[i] = (b[0]+b[1]*x+b[2]*xx+b[3]*xxx) / (1.+b[4]*x+b[5]*xx+b[6]*xxx) - _y[i];
}
}
else { // compute fjac at x
for(i=0; i<37; i++) {
double x=_x[i], xx=x*x, xxx=xx*x;
double fact = 1./(1.+b[4]*x+b[5]*xx+b[6]*xxx);
fjac[i+ldfjac*0] = 1.*fact;
fjac[i+ldfjac*1] = x*fact;
fjac[i+ldfjac*2] = xx*fact;
fjac[i+ldfjac*3] = xxx*fact;
fact = - (b[0]+b[1]*x+b[2]*xx+b[3]*xxx) * fact * fact;
fjac[i+ldfjac*4] = x*fact;
fjac[i+ldfjac*5] = xx*fact;
fjac[i+ldfjac*6] = xxx*fact;
}
}
return 0;
}
};
// http://www.itl.nist.gov/div898/strd/nls/data/thurber.shtml
void testNistThurber(void)
{
const int m=37, n=7;
int info, nfev, njev;
Eigen::VectorXd x(n), fvec(m), diag;
Eigen::MatrixXd fjac;
VectorXi ipvt;
/*
* First try
*/
x<< 1000 ,1000 ,400 ,40 ,0.7,0.3,0.0 ;
// do the computation
info = ei_lmder<thurber_functor, double>(x, fvec, nfev, njev, fjac, ipvt, diag,
1, 100., 400, 1.E4*Eigen::machine_epsilon<double>(), 1.E4*Eigen::machine_epsilon<double>());
// check return value
VERIFY( 1 == info);
VERIFY( 39 == nfev);
VERIFY( 36== njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 5.6427082397E+03);
// check x
VERIFY_IS_APPROX(x[0], 1.2881396800E+03);
VERIFY_IS_APPROX(x[1], 1.4910792535E+03);
VERIFY_IS_APPROX(x[2], 5.8323836877E+02);
VERIFY_IS_APPROX(x[3], 7.5416644291E+01);
VERIFY_IS_APPROX(x[4], 9.6629502864E-01);
VERIFY_IS_APPROX(x[5], 3.9797285797E-01);
VERIFY_IS_APPROX(x[6], 4.9727297349E-02);
/*
* Second try
*/
x<< 1300 ,1500 ,500 ,75 ,1 ,0.4 ,0.05 ;
// do the computation
info = ei_lmder<thurber_functor, double>(x, fvec, nfev, njev, fjac, ipvt, diag,
1, 100., 400, 1.E4*Eigen::machine_epsilon<double>(), 1.E4*Eigen::machine_epsilon<double>());
// check return value
VERIFY( 1 == info);
VERIFY( 29 == nfev);
VERIFY( 28 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 5.6427082397E+03);
// check x
VERIFY_IS_APPROX(x[0], 1.2881396800E+03);
VERIFY_IS_APPROX(x[1], 1.4910792535E+03);
VERIFY_IS_APPROX(x[2], 5.8323836877E+02);
VERIFY_IS_APPROX(x[3], 7.5416644291E+01);
VERIFY_IS_APPROX(x[4], 9.6629502864E-01);
VERIFY_IS_APPROX(x[5], 3.9797285797E-01);
VERIFY_IS_APPROX(x[6], 4.9727297349E-02);
}
void test_NonLinear()
{
// NIST tests, level of difficulty = "Lower"
@ -1673,6 +1767,7 @@ void test_NonLinear()
CALL_SUBTEST(testNistBoxBOD());
CALL_SUBTEST(testNistMGH09());
CALL_SUBTEST(testNistBennett5());
CALL_SUBTEST(testNistThurber());
CALL_SUBTEST(testChkder());
CALL_SUBTEST(testLmder1());