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authorGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-10 12:34:51 +0200
committerGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-10 12:34:51 +0200
commit7ecbbc9aa4d8f0fa3a99504898f21de77b9a8df4 (patch)
tree5c57dbbd813232749966ec6ce2d0fff26045ff70
parent1045bc17f52710fdf4dc0a4a4b0ac78a4be2eae2 (diff)
another nist test with difficulty 'leverage', this one passes
-rw-r--r--unsupported/test/NonLinear.cpp73
1 files changed, 73 insertions, 0 deletions
diff --git a/unsupported/test/NonLinear.cpp b/unsupported/test/NonLinear.cpp
index 72885cac7..d541b248c 100644
--- a/unsupported/test/NonLinear.cpp
+++ b/unsupported/test/NonLinear.cpp
@@ -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());