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add another (actuallY) difficult NIST test : BoxBOD.

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The first try fails, the second one passes, but with a very bad accuracy
(~4 digits only).
anyway, my aim is to check we do not change cminpack while portint, so i
keep this test.
This commit is contained in:
Thomas Capricelli 2009-08-10 14:11:55 +02:00
parent bcfe874968
commit 120235deef
1 changed files with 77 additions and 0 deletions
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77
unsupported/test/NonLinear.cpp
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@ -1317,6 +1317,82 @@ void testNistMGH10(void)
}
struct BoxBOD_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[6] = { 1, 2, 3, 5, 7, 10 };
static const double y[6] = { 109, 149, 149, 191, 213, 224 };
int i;
assert(m==6);
assert(n==2);
assert(ldfjac==6);
if (iflag != 2) {// compute fvec at b
for(i=0; i<6; i++) {
fvec[i] = b[0]*(1.-exp(-b[1]*x[i])) - y[i];
}
}
else { // compute fjac at b
for(i=0; i<6; i++) {
fjac[i+ldfjac*0] = 1.-exp(-b[1]*x[i]);
fjac[i+ldfjac*1] = x[i]*exp(-b[1]*x[i]);
}
}
return 0;
}
};
// http://www.itl.nist.gov/div898/strd/nls/data/boxbod.shtml
void testNistBoxBOD(void)
{
const int m=6, n=2;
int info, nfev, njev;
Eigen::VectorXd x(n), fvec(m), wa1, diag;
Eigen::MatrixXd fjac;
VectorXi ipvt;
#if 0
/*
* First try
*/
x<< 1., 1.;
// do the computation
info = ei_lmder<BoxBOD_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag);
// check return value
printf("info=%d, f,j: %d, %d\n", info, nfev, njev);
printf("norm2 = %.50g\n", fvec.squaredNorm());
std::cout << x << std::endl;
VERIFY( 1 == info);
VERIFY( 10 == nfev);
VERIFY( 6 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 1.1680088766E+03);
// check x
VERIFY_IS_APPROX(x[0], 2.1380940889E+02);
VERIFY_IS_APPROX(x[1], 5.4723748542E-01);
#endif
/*
* Second try
*/
x<< 100., 0.75;
// do the computation
info = ei_lmder<BoxBOD_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag, 1, 100., 10000);
// check return value
VERIFY( 1 == info);
VERIFY( 1859 == nfev);
VERIFY( 1416 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 1168.012); // should be : 1.1680088766E+03
// check x
VERIFY_IS_APPROX(x[0], 213.7613); // should be : 2.1380940889E+02
VERIFY_IS_APPROX(x[1], 0.5475659); // should be : 5.4723748542E-01
}
void test_NonLinear()
{
// NIST tests, level of difficulty = "Lower"
@ -1330,6 +1406,7 @@ void test_NonLinear()
// NIST tests, level of difficulty = "Higher"
CALL_SUBTEST(testNistRat42());
CALL_SUBTEST(testNistMGH10());
CALL_SUBTEST(testNistBoxBOD());
CALL_SUBTEST(testChkder());
CALL_SUBTEST(testLmder1());