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another nist test with difficulty 'leverage', this one passes

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Thomas Capricelli 2009-08-10 12:34:51 +02:00
parent 1045bc17f5
commit 7ecbbc9aa4
1 changed files with 73 additions and 0 deletions
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73
unsupported/test/NonLinear.cpp
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@ -1017,10 +1017,83 @@ void testNistHahn1(void)
}
struct misra1d_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 b
for(i=0; i<14; i++) {
fvec[i] = b[0]*b[1]*x[i]/(1.+b[1]*x[i]) - y[i];
}
}
else { // compute fjac at b
for(i=0; i<14; i++) {
double den = 1.+b[1]*x[i];
fjac[i+ldfjac*0] = b[1]*x[i] / den;
fjac[i+ldfjac*1] = b[0]*x[i]*(den-b[1]*x[i])/den/den;
}
}
return 0;
}
};
// http://www.itl.nist.gov/div898/strd/nls/data/misra1d.shtml
void testNistMisra1d(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<misra1d_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag);
// check return value
VERIFY( 3 == info);
VERIFY( 9 == nfev);
VERIFY( 7 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 5.6419295283E-02);
// check x
VERIFY_IS_APPROX(x[0], 4.3736970754E+02);
VERIFY_IS_APPROX(x[1], 3.0227324449E-04);
/*
* Second try
*/
x<< 450., 0.0003;
// do the computation
info = ei_lmder<misra1d_functor, double>(x, fvec, nfev, njev, fjac, ipvt, wa1, diag);
// check return value
VERIFY( 1 == info);
VERIFY( 4 == nfev);
VERIFY( 3 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 5.6419295283E-02);
// check x
VERIFY_IS_APPROX(x[0], 4.3736970754E+02);
VERIFY_IS_APPROX(x[1], 3.0227324449E-04);
}
void test_NonLinear()
{
CALL_SUBTEST(testNistMisra1a());
// CALL_SUBTEST(testNistHahn1());
CALL_SUBTEST(testNistMisra1d());
CALL_SUBTEST(testChkder());
CALL_SUBTEST(testLmder1());