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add yet another easy Nist test : Chwirut2

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This commit is contained in:
Thomas Capricelli 2009-08-14 17:21:31 +02:00
parent f7cd4c8923
commit 56127cfb1a
1 changed files with 80 additions and 0 deletions
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80
unsupported/test/NonLinear.cpp
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@ -791,6 +791,85 @@ void testLmdif()
// VERIFY_IS_APPROX( covfac*fjac.corner<n,n>(TopLeft) , cov_ref);
}
struct chwirut2_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[54] = { 0.500E0, 1.000E0, 1.750E0, 3.750E0, 5.750E0, 0.875E0, 2.250E0, 3.250E0, 5.250E0, 0.750E0, 1.750E0, 2.750E0, 4.750E0, 0.625E0, 1.250E0, 2.250E0, 4.250E0, .500E0, 3.000E0, .750E0, 3.000E0, 1.500E0, 6.000E0, 3.000E0, 6.000E0, 1.500E0, 3.000E0, .500E0, 2.000E0, 4.000E0, .750E0, 2.000E0, 5.000E0, .750E0, 2.250E0, 3.750E0, 5.750E0, 3.000E0, .750E0, 2.500E0, 4.000E0, .750E0, 2.500E0, 4.000E0, .750E0, 2.500E0, 4.000E0, .500E0, 6.000E0, 3.000E0, .500E0, 2.750E0, .500E0, 1.750E0};
static const double y[54] = { 92.9000E0 ,57.1000E0 ,31.0500E0 ,11.5875E0 ,8.0250E0 ,63.6000E0 ,21.4000E0 ,14.2500E0 ,8.4750E0 ,63.8000E0 ,26.8000E0 ,16.4625E0 ,7.1250E0 ,67.3000E0 ,41.0000E0 ,21.1500E0 ,8.1750E0 ,81.5000E0 ,13.1200E0 ,59.9000E0 ,14.6200E0 ,32.9000E0 ,5.4400E0 ,12.5600E0 ,5.4400E0 ,32.0000E0 ,13.9500E0 ,75.8000E0 ,20.0000E0 ,10.4200E0 ,59.5000E0 ,21.6700E0 ,8.5500E0 ,62.0000E0 ,20.2000E0 ,7.7600E0 ,3.7500E0 ,11.8100E0 ,54.7000E0 ,23.7000E0 ,11.5500E0 ,61.3000E0 ,17.7000E0 ,8.7400E0 ,59.2000E0 ,16.3000E0 ,8.6200E0 ,81.0000E0 ,4.8700E0 ,14.6200E0 ,81.7000E0 ,17.1700E0 ,81.3000E0 ,28.9000E0 };
int i;
assert(m==54);
assert(n==3);
assert(ldfjac==54);
if (iflag != 2) {// compute fvec at b
for(i=0; i<54; i++) {
double x = _x[i];
fvec[i] = exp(-b[0]*x)/(b[1]+b[2]*x) - y[i];
}
}
else { // compute fjac at b
for(i=0; i<54; i++) {
double x = _x[i];
double factor = 1./(b[1]+b[2]*x);
double e = exp(-b[0]*x);
fjac[i+ldfjac*0] = -x*e*factor;
fjac[i+ldfjac*1] = -e*factor*factor;
fjac[i+ldfjac*2] = -x*e*factor*factor;
}
}
return 0;
}
};
// http://www.itl.nist.gov/div898/strd/nls/data/misra1a.shtml
void testNistChwirut2(void)
{
const int m=54, n=3;
int info, nfev, njev;
Eigen::VectorXd x(n), fvec(m), diag;
Eigen::MatrixXd fjac;
VectorXi ipvt;
/*
* First try
*/
x<< 0.1, 0.01, 0.02;
// do the computation
info = ei_lmder<chwirut2_functor, double>(x, fvec, nfev, njev, fjac, ipvt, diag);
// check return value
VERIFY( 1 == info);
VERIFY( 10 == nfev);
VERIFY( 8 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 5.1304802941E+02);
// check x
VERIFY_IS_APPROX(x[0], 1.6657666537E-01);
VERIFY_IS_APPROX(x[1], 5.1653291286E-03);
VERIFY_IS_APPROX(x[2], 1.2150007096E-02);
/*
* Second try
*/
x<< 0.15, 0.008, 0.010;
// do the computation
info = ei_lmder<chwirut2_functor, double>(x, fvec, nfev, njev, fjac, ipvt, diag,
1, 100., 400, Eigen::machine_epsilon<double>(), Eigen::machine_epsilon<double>());
// check return value
VERIFY( 1 == info);
VERIFY( 11 == nfev);
VERIFY( 8 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 5.1304802941E+02);
// check x
VERIFY_IS_APPROX(x[0], 1.6657666537E-01);
VERIFY_IS_APPROX(x[1], 5.1653291286E-03);
VERIFY_IS_APPROX(x[2], 1.2150007096E-02);
}
struct misra1a_functor {
static int f(void * /*p*/, int m, int n, const double *b, double *fvec, double *fjac, int ldfjac, int iflag)
{
@ -1580,6 +1659,7 @@ void test_NonLinear()
{
// NIST tests, level of difficulty = "Lower"
CALL_SUBTEST(testNistMisra1a());
CALL_SUBTEST(testNistChwirut2());
// NIST tests, level of difficulty = "Average"
CALL_SUBTEST(testNistHahn1());