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some more (thoroughly checked) eigenization

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This commit is contained in:
Thomas Capricelli 2010-01-26 01:43:58 +01:00
parent bdb0e9fcd0
commit c759814f11
2 changed files with 19 additions and 20 deletions
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12
unsupported/Eigen/src/NonLinearOptimization/lmpar.h
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@ -178,7 +178,7 @@ void ei_lmpar2(
{
/* Local variables */
int i, j, l;
int i, j;
Scalar fp;
Scalar parc, parl;
int iter;
@ -225,10 +225,7 @@ void ei_lmpar2(
parl = 0.;
if (rank==n) {
for (j = 0; j < n; ++j) {
l = qr.colsPermutation().indices()(j);
wa1[j] = diag[l] * (wa2[l] / dxnorm);
}
wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2)/dxnorm;
qr.matrixQR().corner(TopLeft, n, n).transpose().template triangularView<Lower>().solveInPlace(wa1);
temp = wa1.blueNorm();
parl = fp / delta / temp / temp;
@ -282,10 +279,7 @@ void ei_lmpar2(
/* compute the newton correction. */
for (j = 0; j < n; ++j) {
l = qr.colsPermutation().indices()[j];
wa1[j] = diag[l] * (wa2[l] / dxnorm);
}
wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm);
for (j = 0; j < n; ++j) {
wa1[j] /= sdiag[j];
temp = wa1[j];

27
unsupported/test/NonLinearOptimization.cpp
View File

@ -1010,7 +1010,7 @@ void testNistLanczos1(void)
VERIFY( 79 == lm.nfev);
VERIFY( 72 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.427932429905E-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.429961002287e-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02 );
VERIFY_IS_APPROX(x[1], 1.0000000001E+00 );
@ -1170,7 +1170,7 @@ void testNistMGH10(void)
info = lm.minimize(x);
// check return value
VERIFY( 3 == info);
VERIFY( 2 == info);
VERIFY( 281 == lm.nfev);
VERIFY( 248 == lm.njev);
// check norm^2
@ -1332,8 +1332,8 @@ void testNistMGH17(void)
// check return value
VERIFY( 2 == info);
VERIFY( 606 == lm.nfev);
VERIFY( 545 == lm.njev);
VERIFY( 605 == lm.nfev);
VERIFY( 544 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.4648946975E-05);
// check x
@ -1419,15 +1419,15 @@ void testNistMGH09(void)
// check return value
VERIFY( 1 == info);
VERIFY( 494== lm.nfev);
VERIFY( 382 == lm.njev);
VERIFY( 486 == lm.nfev);
VERIFY( 377 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 3.0750560385E-04);
// check x
VERIFY_IS_APPROX(x[0], 0.192807830); // should be 1.9280693458E-01
VERIFY_IS_APPROX(x[1], 0.191262206); // should be 1.9128232873E-01
VERIFY_IS_APPROX(x[2], 0.123052716); // should be 1.2305650693E-01
VERIFY_IS_APPROX(x[3], 0.136053014); // should be 1.3606233068E-01
VERIFY_IS_APPROX(x[0], 0.1928077089); // should be 1.9280693458E-01
VERIFY_IS_APPROX(x[1], 0.1912649346); // should be 1.9128232873E-01
VERIFY_IS_APPROX(x[2], 0.1230532308); // should be 1.2305650693E-01
VERIFY_IS_APPROX(x[3], 0.1360542773); // should be 1.3606233068E-01
/*
* Second try
@ -1844,8 +1844,13 @@ void test_NonLinearOptimization()
printf("fvec.blueNorm() : %.32g\n", lm.fvec.blueNorm());
printf("info, nfev, njev : %d, %d, %d\n", info, lm.nfev, lm.njev);
printf("fvec.blueNorm() : %.32g\n", lm.fvec.blueNorm());
printf("fvec.squaredNorm() : %.13g\n", lm.fvec.squaredNorm());
printf("fvec.squaredNorm() : %.32g\n", lm.fvec.squaredNorm());
std::cout << x << std::endl;
std::cout.precision(9);
std::cout << x[0] << std::endl;
std::cout << x[1] << std::endl;
std::cout << x[2] << std::endl;
std::cout << x[3] << std::endl;
*/