Commit Graph

44 Commits

Author SHA1 Message Date
Thomas Capricelli
1715e2cb3b merging ei_lmder and lmder_template into ei_lmder() which takes eigen
argument, but still uses f2c code inside.
2009-08-21 02:34:40 +02:00
Thomas Capricelli
9294d33a11 use references intead of pointers for njev/nfev 2009-08-21 00:23:26 +02:00
Thomas Capricelli
b09ebe01da * porting lmdif1 to eigen
* qtf was missing in lmdif signature (this is an output of the method)
2009-08-20 22:59:09 +02:00
Thomas Capricelli
8d2f6ad7e1 iwa is not really an argument, but just an old fashioned 'work array' :
remove it from the eigen API
2009-08-20 22:46:38 +02:00
Thomas Capricelli
9a876806e1 use eigen stableNorm() instead of cminpack 'enorm'. The results are mostly
slightly better in tests (one test needs 15 iterations intead of 16, for
the same result). Some numerical results have improved slightly, too.

If one uses blueNorm() instead, an assert for 'overflow' is raised from
blueNorm()
2009-08-20 21:04:38 +02:00
Thomas Capricelli
6953cad81d remove unneeded "Eigen::", we already 'use' Eigen namespace 2009-08-19 20:06:34 +02:00
Thomas Capricelli
369693aa1c oops, forgot those ones 2009-08-19 20:02:49 +02:00
Thomas Capricelli
3093e92da5 machine_epsilon is now called epsilon in latest eigen 2009-08-19 19:53:08 +02:00
Thomas Capricelli
703198a1a6 wrapper for chkder() : this was the last wrapper missing 2009-08-19 18:32:37 +02:00
Thomas Capricelli
3f63d6f97f fix BoxBOD in the first case : now all tests pass 2009-08-14 19:04:09 +02:00
Thomas Capricelli
3856c2d84d oops, i missed one : real last difficult nist test : Eckerle4 2009-08-14 18:54:28 +02:00
Thomas Capricelli
93627fefcf last 'hard' test from Nist : ratkowsky3 2009-08-14 18:31:04 +02:00
Thomas Capricelli
91f61f7679 fix bad urls 2009-08-14 17:48:04 +02:00
Thomas Capricelli
d8c671f475 yet another (difficult) Nist test : Thurber 2009-08-14 17:46:28 +02:00
Thomas Capricelli
e057d1ef47 tweak precision for Chwirut2 test 2009-08-14 17:25:39 +02:00
Thomas Capricelli
56127cfb1a add yet another easy Nist test : Chwirut2 2009-08-14 17:21:31 +02:00
Thomas Capricelli
f7cd4c8923 cleaning : wa1 used in 'covar' needs not be the same as in lmder* and all.
it's just an old-fashioned way to re-use memory without allocation...
2009-08-13 16:29:17 +02:00
Thomas Capricelli
7b922eb634 BoxBOD : oops.. shame on me, i did a mistake in the derivative.... now we need 16
iterations instead of 7693 ;-)
the first test still fails though.
2009-08-12 02:34:22 +02:00
Thomas Capricelli
fd307b8f3f fix a bug in BoxBOD Nist test : we now get the actual value for 'start 2'
'start 1' still fails though :/
2009-08-12 02:27:44 +02:00
Thomas Capricelli
3c675609bf add another Nist test of 'hard' difficutly : Bennett5 2009-08-12 02:13:04 +02:00
Thomas Capricelli
54d09a8122 add another Nist test of 'hard' difficutly : MGH09 2009-08-12 01:50:56 +02:00
Thomas Capricelli
5ac17b4680 add another Nist test of medium difficutly : MGH17 2009-08-11 20:24:02 +02:00
Thomas Capricelli
d1bc9144cb wrapper for lmstr1 and lmstr + eigenization of calling tests 2009-08-10 17:37:27 +02:00
Thomas Capricelli
bb1204a145 wrapper for lmdif1 + eigenization of calling test 2009-08-10 17:16:43 +02:00
Thomas Capricelli
80372c18ee wrapper for lmdif (+test call eigenization) 2009-08-10 16:54:53 +02:00
Thomas Capricelli
4a26baa718 wrapper for hybrj1 2009-08-10 16:32:45 +02:00
Thomas Capricelli
1d53ce8d48 wrapper for hybrj 2009-08-10 16:21:22 +02:00
Thomas Capricelli
120235deef add another (actuallY) difficult NIST test : BoxBOD.
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.
2009-08-10 14:11:55 +02:00
Thomas Capricelli
bcfe874968 add another 'difficult'-rated NIST test, which passes 2009-08-10 13:47:18 +02:00
Thomas Capricelli
7d65bd42eb fix testNistHahn1 : i had swapped x[] and y[].... :/ 2009-08-10 13:46:43 +02:00
Thomas Capricelli
b71aa34946 a Nist test rated 'difficult', which passes. 2009-08-10 13:05:30 +02:00
Thomas Capricelli
9b1130b82a another nist test with difficulty 'leverage', it passes. 2009-08-10 12:49:44 +02:00
Thomas Capricelli
7ecbbc9aa4 another nist test with difficulty 'leverage', this one passes 2009-08-10 12:34:51 +02:00
Thomas Capricelli
1045bc17f5 another nist test ('average' difficulty), which fails. It is disabled until
further notice.
2009-08-10 12:08:31 +02:00
Thomas Capricelli
c7a72958ba add an easy test from the NIST set :
http://www.itl.nist.gov/div898/strd/nls/data/misra1a.shtml
2009-08-10 10:47:55 +02:00
Thomas Capricelli
ec2b9f90a3 hybrd : wrapper + eigenize test 2009-08-10 03:39:50 +02:00
Thomas Capricelli
50c192961c eigenize lmder + some other small fixes 2009-08-09 05:07:59 +02:00
Thomas Capricelli
a6625f22d4 eigenize the test for lmder1, clean functor stuff.
(and check the tests still pass, of course, that's the whole point..)
2009-08-09 03:54:36 +02:00
Thomas Capricelli
ceeb023ff2 use template parameter Scalar instead of VectorType, fix a segfault. 2009-08-09 03:33:04 +02:00
Thomas Capricelli
7db4052749 eigenize the test a little more 2009-08-09 03:16:24 +02:00
Thomas Capricelli
f19eda7cf6 first test for a basic wrapper (and only wrapper!) for cminpack functions 2009-08-09 03:07:34 +02:00
Thomas Capricelli
2b9f110639 actually use eigen include file 2009-08-09 01:12:14 +02:00
Thomas Capricelli
b695113a81 Add all other file from cminpack/examples as tests.
Important : one test was failing because cminpack-1.0.2 does x[3]=1. on x
which is of size 3. Probably because fortran indices are shifted wrt to C
indices and someone forgot to fix this one.

This is correct in this commit and this is the only change I've done on files
from cminpack examples.

(i've also reported the bug to cminpack author)
2009-08-08 23:41:54 +02:00
Thomas Capricelli
d646d99366 Start of module "NonLinear". We start out of cminpack-1.0.2
(http://devernay.free.fr/hacks/cminpack.html)
The first test is adapted from the example/ directory.
Some stuff is hard coded for our initial tests.
2009-08-08 22:18:48 +02:00