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use eigen stableNorm() instead of cminpack 'enorm'. The results are mostly

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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()
This commit is contained in:
Thomas Capricelli
2009-08-20 21:04:38 +02:00
parent 6953cad81d
commit 9a876806e1
7 changed files with 59 additions and 42 deletions
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32
unsupported/test/NonLinear.cpp
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@@ -1142,7 +1142,7 @@ void testNistLanczos1(void)
VERIFY( 79 == nfev);
VERIFY( 72 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 1.4292388868910E-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
VERIFY_IS_APPROX(fvec.squaredNorm(), 1.429604433690E-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 );
@@ -1294,7 +1294,7 @@ void testNistMGH10(void)
info = ei_lmder<MGH10_functor, double>(x, fvec, nfev, njev, fjac, ipvt, diag);
// check return value
VERIFY( 3 == info);
VERIFY( 2 == info);
VERIFY( 285 == nfev);
VERIFY( 250 == njev);
// check norm^2
@@ -1312,7 +1312,7 @@ void testNistMGH10(void)
info = ei_lmder<MGH10_functor, double>(x, fvec, nfev, njev, fjac, ipvt, diag);
// check return value
VERIFY( 3 == info);
VERIFY( 2 == info);
VERIFY( 126 == nfev);
VERIFY( 116 == njev);
// check norm^2
@@ -1388,8 +1388,8 @@ void testNistBoxBOD(void)
// check return value
VERIFY( 1 == info);
VERIFY( 16 == nfev);
VERIFY( 15 == njev);
VERIFY( 15 == nfev);
VERIFY( 14 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 1.1680088766E+03);
// check x
@@ -1531,15 +1531,15 @@ void testNistMGH09(void)
// check return value
VERIFY( 1 == info);
VERIFY( 487== nfev);
VERIFY( 378 == njev);
VERIFY( 503== nfev);
VERIFY( 385 == njev);
// check norm^2
VERIFY_IS_APPROX(fvec.squaredNorm(), 3.0750560385E-04);
// check x
VERIFY_IS_APPROX(x[0], 0.19280590); // should be 1.9280693458E-01
VERIFY_IS_APPROX(x[1], 0.19130543); // should be 1.9128232873E-01
VERIFY_IS_APPROX(x[2], 0.12306085); // should be 1.2305650693E-01
VERIFY_IS_APPROX(x[3], 0.13607303); // should be 1.3606233068E-01
VERIFY_IS_APPROX(x[0], 0.19280624); // should be 1.9280693458E-01
VERIFY_IS_APPROX(x[1], 0.19129774); // should be 1.9128232873E-01
VERIFY_IS_APPROX(x[2], 0.12305940); // should be 1.2305650693E-01
VERIFY_IS_APPROX(x[3], 0.13606946); // should be 1.3606233068E-01
/*
* Second try
@@ -1924,3 +1924,13 @@ void test_NonLinear()
CALL_SUBTEST(testNistEckerle4());
}
/*
* Can be useful for debugging...
printf("info, nfev, jev : %d, %d, %d\n", info, nfev, njev);
printf("x[0] : %.32g\n", x[0]);
printf("x[1] : %.32g\n", x[1]);
printf("x[2] : %.32g\n", x[2]);
printf("x[3] : %.32g\n", x[3]);
printf("fvec.squaredNorm() : %.32g\n", fvec.squaredNorm());
*/