diff options
author | Thomas Capricelli <orzel@freehackers.org> | 2009-08-10 03:39:50 +0200 |
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committer | Thomas Capricelli <orzel@freehackers.org> | 2009-08-10 03:39:50 +0200 |
commit | ec2b9f90a3335d9ca32308d09dc8034ebb5ae3e9 (patch) | |
tree | 9669f68c0b8dcc6b0227d80b94f34d3e7e10d261 | |
parent | 953c37f8e54349d53106543afacea28af0c5cb2e (diff) |
hybrd : wrapper + eigenize test
-rw-r--r-- | unsupported/Eigen/src/NonLinear/MathFunctions.h | 49 | ||||
-rw-r--r-- | unsupported/test/NonLinear.cpp | 106 |
2 files changed, 94 insertions, 61 deletions
diff --git a/unsupported/Eigen/src/NonLinear/MathFunctions.h b/unsupported/Eigen/src/NonLinear/MathFunctions.h index 5d0c5efa5..3a967ebdd 100644 --- a/unsupported/Eigen/src/NonLinear/MathFunctions.h +++ b/unsupported/Eigen/src/NonLinear/MathFunctions.h @@ -42,6 +42,55 @@ int ei_hybrd1( } template<typename Functor, typename Scalar> +int ei_hybrd( + Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &x, + Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &fvec, + int &nfev, + Eigen::Matrix< Scalar, Eigen::Dynamic, Eigen::Dynamic > &fjac, + Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &R, + Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &qtf, + Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &diag, + int mode=1, + int nb_of_subdiagonals = -1, + int nb_of_superdiagonals = -1, + int maxfev = 2000, + Scalar factor = Scalar(100.), + Scalar xtol = Eigen::ei_sqrt(Eigen::machine_epsilon<Scalar>()), + Scalar epsfcn = Scalar(0.), + int nprint=0 + ) +{ + int n = x.size(); + int lr = (n*(n+1))/2; + Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > wa1(n), wa2(n), wa3(n), wa4(n); + + + if (nb_of_subdiagonals<0) nb_of_subdiagonals = n-1; + if (nb_of_superdiagonals<0) nb_of_superdiagonals = n-1; + fvec.resize(n); + qtf.resize(n); + R.resize(lr); + int ldfjac = n; + fjac.resize(ldfjac, n); + return hybrd( + Functor::f, 0, + n, x.data(), fvec.data(), + xtol, maxfev, + nb_of_subdiagonals, nb_of_superdiagonals, + epsfcn, + diag.data(), mode, + factor, + nprint, + &nfev, + fjac.data(), ldfjac, + R.data(), lr, + qtf.data(), + wa1.data(), wa2.data(), wa3.data(), wa4.data() + ); +} + + +template<typename Functor, typename Scalar> int ei_lmder1( Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &x, Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &fvec, diff --git a/unsupported/test/NonLinear.cpp b/unsupported/test/NonLinear.cpp index 9279875f3..680becb70 100644 --- a/unsupported/test/NonLinear.cpp +++ b/unsupported/test/NonLinear.cpp @@ -3,6 +3,7 @@ // // Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org> +//#include <stdio.h> #include "main.h" #include <unsupported/Eigen/NonLinear> @@ -489,83 +490,66 @@ void testHybrd1() VERIFY_IS_APPROX(x, x_ref); } -int fcn_hybrd(void * /*p*/, int n, const double *x, double *fvec, int iflag) -{ - /* subroutine fcn for hybrd example. */ - - int k; - double one=1, temp, temp1, temp2, three=3, two=2, zero=0; - - if (iflag == 0) - { - /* insert print statements here when nprint is positive. */ - return 0; - } - for (k=1; k<=n; k++) +struct hybrd_functor { + static int f(void * /*p*/, int n, const double *x, double *fvec, int iflag) { - - temp = (three - two*x[k-1])*x[k-1]; - temp1 = zero; - if (k != 1) temp1 = x[k-1-1]; - temp2 = zero; - if (k != n) temp2 = x[k+1-1]; - fvec[k-1] = temp - temp1 - two*temp2 + one; - } - return 0; -} + /* subroutine fcn for hybrd example. */ -void testHybrd() -{ - int j, n, maxfev, ml, mu, mode, nprint, info, nfev, ldfjac, lr; - double xtol, epsfcn, factor, fnorm; - double x[9], fvec[9], diag[9], fjac[9*9], r[45], qtf[9], - wa1[9], wa2[9], wa3[9], wa4[9]; - - n = 9; + int k; + double one=1, temp, temp1, temp2, three=3, two=2, zero=0; -/* the following starting values provide a rough solution. */ + if (iflag == 0) + { + /* insert print statements here when nprint is positive. */ + return 0; + } + for (k=1; k<=n; k++) + { - for (j=1; j<=9; j++) - { - x[j-1] = -1.; + temp = (three - two*x[k-1])*x[k-1]; + temp1 = zero; + if (k != 1) temp1 = x[k-1-1]; + temp2 = zero; + if (k != n) temp2 = x[k+1-1]; + fvec[k-1] = temp - temp1 - two*temp2 + one; + } + return 0; } +}; - ldfjac = 9; - lr = 45; - -/* set xtol to the square root of the machine precision. */ -/* unless high solutions are required, */ -/* this is the recommended setting. */ +void testHybrd() +{ + const int n=9; + int info, nfev, ml, mu, mode; + Eigen::VectorXd x(n), fvec, diag(n), R, qtf; + Eigen::MatrixXd fjac; + VectorXi ipvt; - xtol = sqrt(dpmpar(1)); + /* the following starting values provide a rough fit. */ + x.setConstant(n, -1.); - maxfev = 2000; ml = 1; mu = 1; - epsfcn = 0.; mode = 2; - for (j=1; j<=9; j++) - { - diag[j-1] = 1.; - } + diag.setConstant(n, 1.); - factor = 1.e2; - nprint = 0; - - info = hybrd(fcn_hybrd, 0, n, x, fvec, xtol, maxfev, ml, mu, epsfcn, - diag, mode, factor, nprint, &nfev, - fjac, ldfjac, r, lr, qtf, wa1, wa2, wa3, wa4); - fnorm = enorm(n, fvec); + // do the computation + info = ei_hybrd<hybrd_functor, double>(x,fvec, nfev, fjac, R, qtf, diag, mode, ml, mu); - VERIFY_IS_APPROX(fnorm, 1.192636e-08); + // check return value + VERIFY( 1 == info); VERIFY(nfev==14); - VERIFY(info==1); - double x_ref[] = { + + // check norm + VERIFY_IS_APPROX(fvec.norm(), 1.192636e-08); + + // check x + VectorXd x_ref(n); + x_ref << -0.5706545, -0.6816283, -0.7017325, -0.7042129, -0.701369, -0.6918656, - -0.665792, -0.5960342, -0.4164121 - }; - for (j=1; j<=n; j++) VERIFY_IS_APPROX(x[j-1], x_ref[j-1]); + -0.665792, -0.5960342, -0.4164121; + VERIFY_IS_APPROX(x, x_ref); } int fcn_lmstr1(void * /*p*/, int /*m*/, int /*n*/, const double *x, double *fvec, double *fjrow, int iflag) |