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This commit is contained in:
Mark Borgerding
2010-03-07 23:46:26 -05:00
parent e31929337e 9fe040ad29
commit 101cc03176
125 changed files with 4603 additions and 2195 deletions
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24
unsupported/test/FFTW.cpp
View File

@@ -226,29 +226,28 @@ void test_complex2d()
*/
template <typename T,int nrows,int ncols>
void test_return_by_value()
void test_return_by_value(int len)
{
Matrix<complex<T>,nrows,ncols> in;
Matrix<complex<T>,nrows,ncols> in1;
in.Random();
Matrix<complex<T>,nrows,ncols> out1;
Matrix<complex<T>,nrows,ncols> out2;
FFT<T> fft;
VectorXf in;
VectorXf in1;
in = in.Random( len );
VectorXcf out1,out2;
FFT<float> fft;
fft.SetFlag(fft.HalfSpectrum );
fft.fwd(out1,in);
out2 = fft.fwd(in);
VERIFY( (out1-out2).norm() < test_precision<T>() );
VERIFY( (out1-out2).norm() < test_precision<float>() );
in1 = fft.inv(out1);
VERIFY( (in1-in).norm() < test_precision<T>() );
VERIFY( (in1-in).norm() < test_precision<float>() );
}
void test_FFTW()
{
test_return_by_value<float,1,32>();
test_return_by_value<double,1,32>();
cout << "testing return-by-value\n";
CALL_SUBTEST( test_return_by_value(32) );
cout << "testing complex\n";
//CALL_SUBTEST( ( test_complex2d<float,4,8> () ) ); CALL_SUBTEST( ( test_complex2d<double,4,8> () ) );
//CALL_SUBTEST( ( test_complex2d<long double,4,8> () ) );
CALL_SUBTEST( test_complex<float>(32) ); CALL_SUBTEST( test_complex<double>(32) ); CALL_SUBTEST( test_complex<long double>(32) );
@@ -259,6 +258,7 @@ void test_FFTW()
CALL_SUBTEST( test_complex<float>(2*3*4*5) ); CALL_SUBTEST( test_complex<double>(2*3*4*5) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5) );
CALL_SUBTEST( test_complex<float>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<double>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5*7) );
cout << "testing scalar\n";
CALL_SUBTEST( test_scalar<float>(32) ); CALL_SUBTEST( test_scalar<double>(32) ); CALL_SUBTEST( test_scalar<long double>(32) );
CALL_SUBTEST( test_scalar<float>(45) ); CALL_SUBTEST( test_scalar<double>(45) ); CALL_SUBTEST( test_scalar<long double>(45) );
CALL_SUBTEST( test_scalar<float>(50) ); CALL_SUBTEST( test_scalar<double>(50) ); CALL_SUBTEST( test_scalar<long double>(50) );

258
unsupported/test/NonLinearOptimization.cpp
View File

@@ -172,9 +172,9 @@ void testLmder1()
info = lm.lmder1(x);
// check return value
VERIFY( 1 == info);
VERIFY(lm.nfev==6);
VERIFY(lm.njev==5);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 6);
VERIFY_IS_EQUAL(lm.njev, 5);
// check norm
VERIFY_IS_APPROX(lm.fvec.blueNorm(), 0.09063596);
@@ -201,9 +201,9 @@ void testLmder()
info = lm.minimize(x);
// check return values
VERIFY( 1 == info);
VERIFY(lm.nfev==6);
VERIFY(lm.njev==5);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 6);
VERIFY_IS_EQUAL(lm.njev, 5);
// check norm
fnorm = lm.fvec.blueNorm();
@@ -286,9 +286,9 @@ void testHybrj1()
info = solver.hybrj1(x);
// check return value
VERIFY( 1 == info);
VERIFY(solver.nfev==11);
VERIFY(solver.njev==1);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(solver.nfev, 11);
VERIFY_IS_EQUAL(solver.njev, 1);
// check norm
VERIFY_IS_APPROX(solver.fvec.blueNorm(), 1.192636e-08);
@@ -321,9 +321,9 @@ void testHybrj()
info = solver.solve(x);
// check return value
VERIFY( 1 == info);
VERIFY(solver.nfev==11);
VERIFY(solver.njev==1);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(solver.nfev, 11);
VERIFY_IS_EQUAL(solver.njev, 1);
// check norm
VERIFY_IS_APPROX(solver.fvec.blueNorm(), 1.192636e-08);
@@ -375,8 +375,8 @@ void testHybrd1()
info = solver.hybrd1(x);
// check return value
VERIFY( 1 == info);
VERIFY(solver.nfev==20);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(solver.nfev, 20);
// check norm
VERIFY_IS_APPROX(solver.fvec.blueNorm(), 1.192636e-08);
@@ -406,8 +406,8 @@ void testHybrd()
info = solver.solveNumericalDiff(x);
// check return value
VERIFY( 1 == info);
VERIFY(solver.nfev==14);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(solver.nfev, 14);
// check norm
VERIFY_IS_APPROX(solver.fvec.blueNorm(), 1.192636e-08);
@@ -477,9 +477,9 @@ void testLmstr1()
info = lm.lmstr1(x);
// check return value
VERIFY( 1 == info);
VERIFY(lm.nfev==6);
VERIFY(lm.njev==5);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 6);
VERIFY_IS_EQUAL(lm.njev, 5);
// check norm
VERIFY_IS_APPROX(lm.fvec.blueNorm(), 0.09063596);
@@ -506,9 +506,9 @@ void testLmstr()
info = lm.minimizeOptimumStorage(x);
// check return values
VERIFY( 1 == info);
VERIFY(lm.nfev==6);
VERIFY(lm.njev==5);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 6);
VERIFY_IS_EQUAL(lm.njev, 5);
// check norm
fnorm = lm.fvec.blueNorm();
@@ -562,8 +562,8 @@ void testLmdif1()
info = LevenbergMarquardt<lmdif_functor>::lmdif1(functor, x, &nfev);
// check return value
VERIFY( 1 == info);
VERIFY(nfev==26);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(nfev, 26);
// check norm
functor(x, fvec);
@@ -593,8 +593,8 @@ void testLmdif()
info = lm.minimize(x);
// check return values
VERIFY( 1 == info);
VERIFY(lm.nfev==26);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 26);
// check norm
fnorm = lm.fvec.blueNorm();
@@ -678,9 +678,9 @@ void testNistChwirut2(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 10 == lm.nfev);
VERIFY( 8 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 10);
VERIFY_IS_EQUAL(lm.njev, 8);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.1304802941E+02);
// check x
@@ -699,9 +699,9 @@ void testNistChwirut2(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 7 == lm.nfev);
VERIFY( 6 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 7);
VERIFY_IS_EQUAL(lm.njev, 6);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.1304802941E+02);
// check x
@@ -758,9 +758,9 @@ void testNistMisra1a(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 19 == lm.nfev);
VERIFY( 15 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 19);
VERIFY_IS_EQUAL(lm.njev, 15);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.2455138894E-01);
// check x
@@ -775,9 +775,9 @@ void testNistMisra1a(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 5 == lm.nfev);
VERIFY( 4 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 5);
VERIFY_IS_EQUAL(lm.njev, 4);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.2455138894E-01);
// check x
@@ -844,19 +844,19 @@ void testNistHahn1(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 11== lm.nfev);
VERIFY( 10== lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 11);
VERIFY_IS_EQUAL(lm.njev, 10);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.5324382854E+00);
// check x
VERIFY_IS_APPROX(x[0], 1.0776351733E+00 );
VERIFY_IS_APPROX(x[1],-1.2269296921E-01 );
VERIFY_IS_APPROX(x[2], 4.0863750610E-03 );
VERIFY_IS_APPROX(x[0], 1.0776351733E+00);
VERIFY_IS_APPROX(x[1],-1.2269296921E-01);
VERIFY_IS_APPROX(x[2], 4.0863750610E-03);
VERIFY_IS_APPROX(x[3],-1.426264e-06); // shoulde be : -1.4262662514E-06
VERIFY_IS_APPROX(x[4],-5.7609940901E-03 );
VERIFY_IS_APPROX(x[5], 2.4053735503E-04 );
VERIFY_IS_APPROX(x[6],-1.2314450199E-07 );
VERIFY_IS_APPROX(x[4],-5.7609940901E-03);
VERIFY_IS_APPROX(x[5], 2.4053735503E-04);
VERIFY_IS_APPROX(x[6],-1.2314450199E-07);
/*
* Second try
@@ -866,9 +866,9 @@ void testNistHahn1(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 11 == lm.nfev);
VERIFY( 10 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 11);
VERIFY_IS_EQUAL(lm.njev, 10);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.5324382854E+00);
// check x
@@ -876,7 +876,7 @@ void testNistHahn1(void)
VERIFY_IS_APPROX(x[1], -0.1226933); // should be : -1.2269296921E-01
VERIFY_IS_APPROX(x[2], 0.004086383); // should be : 4.0863750610E-03
VERIFY_IS_APPROX(x[3], -1.426277e-06); // shoulde be : -1.4262662514E-06
VERIFY_IS_APPROX(x[4],-5.7609940901E-03 );
VERIFY_IS_APPROX(x[4],-5.7609940901E-03);
VERIFY_IS_APPROX(x[5], 0.00024053772); // should be : 2.4053735503E-04
VERIFY_IS_APPROX(x[6], -1.231450e-07); // should be : -1.2314450199E-07
@@ -930,9 +930,9 @@ void testNistMisra1d(void)
info = lm.minimize(x);
// check return value
VERIFY( 3 == info);
VERIFY( 9 == lm.nfev);
VERIFY( 7 == lm.njev);
VERIFY_IS_EQUAL(info, 3);
VERIFY_IS_EQUAL(lm.nfev, 9);
VERIFY_IS_EQUAL(lm.njev, 7);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.6419295283E-02);
// check x
@@ -947,9 +947,9 @@ void testNistMisra1d(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 4 == lm.nfev);
VERIFY( 3 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 4);
VERIFY_IS_EQUAL(lm.njev, 3);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.6419295283E-02);
// check x
@@ -1008,18 +1008,18 @@ void testNistLanczos1(void)
info = lm.minimize(x);
// check return value
VERIFY( 2 == info);
VERIFY( 79 == lm.nfev);
VERIFY( 72 == lm.njev);
VERIFY_IS_EQUAL(info, 2);
VERIFY_IS_EQUAL(lm.nfev, 79);
VERIFY_IS_EQUAL(lm.njev, 72);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.430899764097e-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 );
VERIFY_IS_APPROX(x[2], 8.6070000013E-01 );
VERIFY_IS_APPROX(x[3], 3.0000000002E+00 );
VERIFY_IS_APPROX(x[4], 1.5575999998E+00 );
VERIFY_IS_APPROX(x[5], 5.0000000001E+00 );
VERIFY_IS_APPROX(x[0], 9.5100000027E-02);
VERIFY_IS_APPROX(x[1], 1.0000000001E+00);
VERIFY_IS_APPROX(x[2], 8.6070000013E-01);
VERIFY_IS_APPROX(x[3], 3.0000000002E+00);
VERIFY_IS_APPROX(x[4], 1.5575999998E+00);
VERIFY_IS_APPROX(x[5], 5.0000000001E+00);
/*
* Second try
@@ -1029,18 +1029,18 @@ void testNistLanczos1(void)
info = lm.minimize(x);
// check return value
VERIFY( 2 == info);
VERIFY( 9 == lm.nfev);
VERIFY( 8 == lm.njev);
VERIFY_IS_EQUAL(info, 2);
VERIFY_IS_EQUAL(lm.nfev, 9);
VERIFY_IS_EQUAL(lm.njev, 8);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.428595533845e-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 );
VERIFY_IS_APPROX(x[2], 8.6070000013E-01 );
VERIFY_IS_APPROX(x[3], 3.0000000002E+00 );
VERIFY_IS_APPROX(x[4], 1.5575999998E+00 );
VERIFY_IS_APPROX(x[5], 5.0000000001E+00 );
VERIFY_IS_APPROX(x[0], 9.5100000027E-02);
VERIFY_IS_APPROX(x[1], 1.0000000001E+00);
VERIFY_IS_APPROX(x[2], 8.6070000013E-01);
VERIFY_IS_APPROX(x[3], 3.0000000002E+00);
VERIFY_IS_APPROX(x[4], 1.5575999998E+00);
VERIFY_IS_APPROX(x[5], 5.0000000001E+00);
}
@@ -1094,9 +1094,9 @@ void testNistRat42(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 10 == lm.nfev);
VERIFY( 8 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 10);
VERIFY_IS_EQUAL(lm.njev, 8);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 8.0565229338E+00);
// check x
@@ -1112,9 +1112,9 @@ void testNistRat42(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 6 == lm.nfev);
VERIFY( 5 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 6);
VERIFY_IS_EQUAL(lm.njev, 5);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 8.0565229338E+00);
// check x
@@ -1172,9 +1172,9 @@ void testNistMGH10(void)
info = lm.minimize(x);
// check return value
VERIFY( 2 == info);
VERIFY( 284 == lm.nfev);
VERIFY( 249 == lm.njev);
VERIFY_IS_EQUAL(info, 2);
VERIFY_IS_EQUAL(lm.nfev, 284 );
VERIFY_IS_EQUAL(lm.njev, 249 );
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 8.7945855171E+01);
// check x
@@ -1190,9 +1190,9 @@ void testNistMGH10(void)
info = lm.minimize(x);
// check return value
VERIFY( 3 == info);
VERIFY( 126 == lm.nfev);
VERIFY( 116 == lm.njev);
VERIFY_IS_EQUAL(info, 3);
VERIFY_IS_EQUAL(lm.nfev, 126);
VERIFY_IS_EQUAL(lm.njev, 116);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 8.7945855171E+01);
// check x
@@ -1251,9 +1251,9 @@ void testNistBoxBOD(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 31 == lm.nfev);
VERIFY( 25 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 31);
VERIFY_IS_EQUAL(lm.njev, 25);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.1680088766E+03);
// check x
@@ -1271,9 +1271,9 @@ void testNistBoxBOD(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 15 == lm.nfev);
VERIFY( 14 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 15 );
VERIFY_IS_EQUAL(lm.njev, 14 );
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.1680088766E+03);
// check x
@@ -1333,9 +1333,9 @@ void testNistMGH17(void)
info = lm.minimize(x);
// check return value
VERIFY( 2 == info);
VERIFY( 602 == lm.nfev);
VERIFY( 545 == lm.njev);
VERIFY_IS_EQUAL(info, 2);
VERIFY_IS_EQUAL(lm.nfev, 602 );
VERIFY_IS_EQUAL(lm.njev, 545 );
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.4648946975E-05);
// check x
@@ -1354,9 +1354,9 @@ void testNistMGH17(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 18 == lm.nfev);
VERIFY( 15 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 18);
VERIFY_IS_EQUAL(lm.njev, 15);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.4648946975E-05);
// check x
@@ -1420,9 +1420,9 @@ void testNistMGH09(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 490 == lm.nfev);
VERIFY( 376 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 490 );
VERIFY_IS_EQUAL(lm.njev, 376 );
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 3.0750560385E-04);
// check x
@@ -1440,9 +1440,9 @@ void testNistMGH09(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 18 == lm.nfev);
VERIFY( 16 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 18);
VERIFY_IS_EQUAL(lm.njev, 16);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 3.0750560385E-04);
// check x
@@ -1503,9 +1503,9 @@ void testNistBennett5(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 758 == lm.nfev);
VERIFY( 744 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 758);
VERIFY_IS_EQUAL(lm.njev, 744);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.2404744073E-04);
// check x
@@ -1521,9 +1521,9 @@ void testNistBennett5(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 203 == lm.nfev);
VERIFY( 192 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 203);
VERIFY_IS_EQUAL(lm.njev, 192);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.2404744073E-04);
// check x
@@ -1591,9 +1591,9 @@ void testNistThurber(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 39 == lm.nfev);
VERIFY( 36== lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 39);
VERIFY_IS_EQUAL(lm.njev, 36);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.6427082397E+03);
// check x
@@ -1616,9 +1616,9 @@ void testNistThurber(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 29 == lm.nfev);
VERIFY( 28 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 29);
VERIFY_IS_EQUAL(lm.njev, 28);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.6427082397E+03);
// check x
@@ -1683,9 +1683,9 @@ void testNistRat43(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 27 == lm.nfev);
VERIFY( 20 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 27);
VERIFY_IS_EQUAL(lm.njev, 20);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 8.7864049080E+03);
// check x
@@ -1705,9 +1705,9 @@ void testNistRat43(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 9 == lm.nfev);
VERIFY( 8 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 9);
VERIFY_IS_EQUAL(lm.njev, 8);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 8.7864049080E+03);
// check x
@@ -1768,9 +1768,9 @@ void testNistEckerle4(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 18 == lm.nfev);
VERIFY( 15 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 18);
VERIFY_IS_EQUAL(lm.njev, 15);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.4635887487E-03);
// check x
@@ -1786,9 +1786,9 @@ void testNistEckerle4(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 7 == lm.nfev);
VERIFY( 6 == lm.njev);
VERIFY_IS_EQUAL(info, 1);
VERIFY_IS_EQUAL(lm.nfev, 7);
VERIFY_IS_EQUAL(lm.njev, 6);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.4635887487E-03);
// check x

2
unsupported/test/matrix_exponential.cpp
View File

@@ -133,7 +133,7 @@ void randomTest(const MatrixType& m, double tol)
m1 = MatrixType::Random(rows, cols);
m2 = ei_matrix_function(m1, expfn) * ei_matrix_function(-m1, expfn);
std::cout << "randomTest: error funm = " << relerr(identity, m2 * m3);
std::cout << "randomTest: error funm = " << relerr(identity, m2);
VERIFY(identity.isApprox(m2, static_cast<RealScalar>(tol)));
m2 = ei_matrix_exponential(m1) * ei_matrix_exponential(-m1);

72
unsupported/test/matrix_function.cpp
View File

@@ -25,6 +25,17 @@
#include "main.h"
#include <unsupported/Eigen/MatrixFunctions>
// Variant of VERIFY_IS_APPROX which uses absolute error instead of
// relative error.
#define VERIFY_IS_APPROX_ABS(a, b) VERIFY(test_isApprox_abs(a, b))
template<typename Type1, typename Type2>
inline bool test_isApprox_abs(const Type1& a, const Type2& b)
{
return ((a-b).array().abs() < test_precision<typename Type1::RealScalar>()).all();
}
// Returns a matrix with eigenvalues clustered around 0, 1 and 2.
template<typename MatrixType>
MatrixType randomMatrixWithRealEivals(const int size)
@@ -37,7 +48,8 @@ MatrixType randomMatrixWithRealEivals(const int size)
+ ei_random<Scalar>() * Scalar(RealScalar(0.01));
}
MatrixType A = MatrixType::Random(size, size);
return A.inverse() * diag * A;
HouseholderQR<MatrixType> QRofA(A);
return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
}
template <typename MatrixType, int IsComplex = NumTraits<typename ei_traits<MatrixType>::Scalar>::IsComplex>
@@ -69,7 +81,8 @@ struct randomMatrixWithImagEivals<MatrixType, 0>
}
}
MatrixType A = MatrixType::Random(size, size);
return A.inverse() * diag * A;
HouseholderQR<MatrixType> QRofA(A);
return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
}
};
@@ -88,10 +101,12 @@ struct randomMatrixWithImagEivals<MatrixType, 1>
+ ei_random<Scalar>() * Scalar(RealScalar(0.01));
}
MatrixType A = MatrixType::Random(size, size);
return A.inverse() * diag * A;
HouseholderQR<MatrixType> QRofA(A);
return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
}
};
template<typename MatrixType>
void testMatrixExponential(const MatrixType& A)
{
@@ -99,50 +114,45 @@ void testMatrixExponential(const MatrixType& A)
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef std::complex<RealScalar> ComplexScalar;
for (int i = 0; i < g_repeat; i++) {
VERIFY_IS_APPROX(ei_matrix_exponential(A),
ei_matrix_function(A, StdStemFunctions<ComplexScalar>::exp));
}
VERIFY_IS_APPROX(ei_matrix_exponential(A),
ei_matrix_function(A, StdStemFunctions<ComplexScalar>::exp));
}
template<typename MatrixType>
void testHyperbolicFunctions(const MatrixType& A)
{
for (int i = 0; i < g_repeat; i++) {
MatrixType expA = ei_matrix_exponential(A);
MatrixType expmA = ei_matrix_exponential(-A);
VERIFY_IS_APPROX(ei_matrix_sinh(A), (expA - expmA) / 2);
VERIFY_IS_APPROX(ei_matrix_cosh(A), (expA + expmA) / 2);
}
// Need to use absolute error because of possible cancellation when
// adding/subtracting expA and expmA.
MatrixType expA = ei_matrix_exponential(A);
MatrixType expmA = ei_matrix_exponential(-A);
VERIFY_IS_APPROX_ABS(ei_matrix_sinh(A), (expA - expmA) / 2);
VERIFY_IS_APPROX_ABS(ei_matrix_cosh(A), (expA + expmA) / 2);
}
template<typename MatrixType>
void testGonioFunctions(const MatrixType& A)
{
typedef ei_traits<MatrixType> Traits;
typedef typename Traits::Scalar Scalar;
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef std::complex<RealScalar> ComplexScalar;
typedef Matrix<ComplexScalar, Traits::RowsAtCompileTime,
Traits::ColsAtCompileTime, MatrixType::Options> ComplexMatrix;
typedef Matrix<ComplexScalar, MatrixType::RowsAtCompileTime,
MatrixType::ColsAtCompileTime, MatrixType::Options> ComplexMatrix;
ComplexScalar imagUnit(0,1);
ComplexScalar two(2,0);
for (int i = 0; i < g_repeat; i++) {
ComplexMatrix Ac = A.template cast<ComplexScalar>();
ComplexMatrix exp_iA = ei_matrix_exponential(imagUnit * Ac);
ComplexMatrix exp_miA = ei_matrix_exponential(-imagUnit * Ac);
MatrixType sinA = ei_matrix_sin(A);
ComplexMatrix sinAc = sinA.template cast<ComplexScalar>();
VERIFY_IS_APPROX(sinAc, (exp_iA - exp_miA) / (two*imagUnit));
MatrixType cosA = ei_matrix_cos(A);
ComplexMatrix cosAc = cosA.template cast<ComplexScalar>();
VERIFY_IS_APPROX(cosAc, (exp_iA + exp_miA) / 2);
}
ComplexMatrix Ac = A.template cast<ComplexScalar>();
ComplexMatrix exp_iA = ei_matrix_exponential(imagUnit * Ac);
ComplexMatrix exp_miA = ei_matrix_exponential(-imagUnit * Ac);
MatrixType sinA = ei_matrix_sin(A);
ComplexMatrix sinAc = sinA.template cast<ComplexScalar>();
VERIFY_IS_APPROX_ABS(sinAc, (exp_iA - exp_miA) / (two*imagUnit));
MatrixType cosA = ei_matrix_cos(A);
ComplexMatrix cosAc = cosA.template cast<ComplexScalar>();
VERIFY_IS_APPROX_ABS(cosAc, (exp_iA + exp_miA) / 2);
}
template<typename MatrixType>