// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Benoit Jacob // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #include "main.h" #include template void makeNoisyCohyperplanarPoints(int numPoints, VectorType **points, HyperplaneType *hyperplane, typename VectorType::Scalar noiseAmplitude) { typedef typename VectorType::Scalar Scalar; const int size = points[0]->size(); // pick a random hyperplane, store the coefficients of its equation hyperplane->coeffs().resize(size + 1); for(int j = 0; j < size + 1; j++) { do { hyperplane->coeffs().coeffRef(j) = ei_random(); } while(ei_abs(hyperplane->coeffs().coeff(j)) < 0.5); } // now pick numPoints random points on this hyperplane for(int i = 0; i < numPoints; i++) { VectorType& cur_point = *(points[i]); do { cur_point = VectorType::Random(size)/*.normalized()*/; // project cur_point onto the hyperplane Scalar x = - (hyperplane->coeffs().start(size).cwise()*cur_point).sum(); cur_point *= hyperplane->coeffs().coeff(size) / x; } while( cur_point.norm() < 0.5 || cur_point.norm() > 2.0 ); } // add some noise to these points for(int i = 0; i < numPoints; i++ ) *(points[i]) += noiseAmplitude * VectorType::Random(size); } template void check_linearRegression(int numPoints, VectorType **points, const VectorType& original, typename VectorType::Scalar tolerance) { int size = points[0]->size(); assert(size==2); VectorType result(size); linearRegression(numPoints, points, &result, 1); typename VectorType::Scalar error = (result - original).norm() / original.norm(); VERIFY(ei_abs(error) < ei_abs(tolerance)); } template void check_fitHyperplane(int numPoints, VectorType **points, const HyperplaneType& original, typename VectorType::Scalar tolerance) { int size = points[0]->size(); HyperplaneType result(size); fitHyperplane(numPoints, points, &result); result.coeffs() *= original.coeffs().coeff(size)/result.coeffs().coeff(size); typename VectorType::Scalar error = (result.coeffs() - original.coeffs()).norm() / original.coeffs().norm(); VERIFY(ei_abs(error) < ei_abs(tolerance)); } void test_regression() { for(int i = 0; i < g_repeat; i++) { { Vector2f points2f [1000]; Vector2f *points2f_ptrs [1000]; for(int i = 0; i < 1000; i++) points2f_ptrs[i] = &(points2f[i]); Vector2f coeffs2f; Hyperplane coeffs3f; makeNoisyCohyperplanarPoints(1000, points2f_ptrs, &coeffs3f, 0.01f); coeffs2f[0] = -coeffs3f.coeffs()[0]/coeffs3f.coeffs()[1]; coeffs2f[1] = -coeffs3f.coeffs()[2]/coeffs3f.coeffs()[1]; CALL_SUBTEST(check_linearRegression(10, points2f_ptrs, coeffs2f, 0.05f)); CALL_SUBTEST(check_linearRegression(100, points2f_ptrs, coeffs2f, 0.01f)); CALL_SUBTEST(check_linearRegression(1000, points2f_ptrs, coeffs2f, 0.002f)); } { Vector2f points2f [1000]; Vector2f *points2f_ptrs [1000]; for(int i = 0; i < 1000; i++) points2f_ptrs[i] = &(points2f[i]); Hyperplane coeffs3f; makeNoisyCohyperplanarPoints(1000, points2f_ptrs, &coeffs3f, 0.01f); CALL_SUBTEST(check_fitHyperplane(10, points2f_ptrs, coeffs3f, 0.05f)); CALL_SUBTEST(check_fitHyperplane(100, points2f_ptrs, coeffs3f, 0.01f)); CALL_SUBTEST(check_fitHyperplane(1000, points2f_ptrs, coeffs3f, 0.002f)); } { Vector4d points4d [1000]; Vector4d *points4d_ptrs [1000]; for(int i = 0; i < 1000; i++) points4d_ptrs[i] = &(points4d[i]); Hyperplane coeffs5d; makeNoisyCohyperplanarPoints(1000, points4d_ptrs, &coeffs5d, 0.01); CALL_SUBTEST(check_fitHyperplane(10, points4d_ptrs, coeffs5d, 0.05)); CALL_SUBTEST(check_fitHyperplane(100, points4d_ptrs, coeffs5d, 0.01)); CALL_SUBTEST(check_fitHyperplane(1000, points4d_ptrs, coeffs5d, 0.002)); } { VectorXcd *points11cd_ptrs[1000]; for(int i = 0; i < 1000; i++) points11cd_ptrs[i] = new VectorXcd(11); Hyperplane,Dynamic> *coeffs12cd = new Hyperplane,Dynamic>(11); makeNoisyCohyperplanarPoints(1000, points11cd_ptrs, coeffs12cd, 0.01); CALL_SUBTEST(check_fitHyperplane(100, points11cd_ptrs, *coeffs12cd, 0.025)); CALL_SUBTEST(check_fitHyperplane(1000, points11cd_ptrs, *coeffs12cd, 0.006)); delete coeffs12cd; for(int i = 0; i < 1000; i++) delete points11cd_ptrs[i]; } } }