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Replace the qr factorization from (c)minpack (qrfac) by Eigen's own stuff.

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Results as checked by unit tests are very slightly worse, but not much.
This commit is contained in:
Thomas Capricelli
2010-01-25 07:22:28 +01:00
parent 1cb0be05b0
commit ee0e39284c
5 changed files with 71 additions and 134 deletions
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42
unsupported/test/NonLinearOptimization.cpp
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@@ -1010,7 +1010,7 @@ void testNistLanczos1(void)
VERIFY( 79 == lm.nfev);
VERIFY( 72 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.429604433690E-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.428127827535E-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 );
@@ -1031,7 +1031,7 @@ void testNistLanczos1(void)
VERIFY( 9 == lm.nfev);
VERIFY( 8 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.43049947737308E-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.43059335827267E-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 );
@@ -1170,9 +1170,9 @@ void testNistMGH10(void)
info = lm.minimize(x);
// check return value
VERIFY( 2 == info);
VERIFY( 285 == lm.nfev);
VERIFY( 250 == lm.njev);
VERIFY( 3 == info);
VERIFY( 281 == lm.nfev);
VERIFY( 248 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 8.7945855171E+01);
// check x
@@ -1269,9 +1269,9 @@ void testNistBoxBOD(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 15 == lm.nfev);
VERIFY( 14 == lm.njev);
VERIFY( 1 == info);
VERIFY( 17 == lm.nfev);
VERIFY( 14 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.1680088766E+03);
// check x
@@ -1331,9 +1331,9 @@ void testNistMGH17(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 599 == lm.nfev);
VERIFY( 544 == lm.njev);
VERIFY( 2 == info);
VERIFY( 603 == lm.nfev);
VERIFY( 544 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.4648946975E-05);
// check x
@@ -1418,16 +1418,16 @@ void testNistMGH09(void)
info = lm.minimize(x);
// check return value
VERIFY( 1 == info);
VERIFY( 503== lm.nfev);
VERIFY( 385 == lm.njev);
VERIFY( 1 == info);
VERIFY( 494== lm.nfev);
VERIFY( 382 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 3.0750560385E-04);
// check x
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
VERIFY_IS_APPROX(x[0], 0.192807830); // should be 1.9280693458E-01
VERIFY_IS_APPROX(x[1], 0.191262206); // should be 1.9128232873E-01
VERIFY_IS_APPROX(x[2], 0.123052716); // should be 1.2305650693E-01
VERIFY_IS_APPROX(x[3], 0.136053014); // should be 1.3606233068E-01
/*
* Second try
@@ -1833,7 +1833,6 @@ void test_NonLinearOptimization()
/*
* Can be useful for debugging...
printf("info, nfev, njev : %d, %d, %d\n", info, lm.nfev, lm.njev);
printf("info, nfev : %d, %d\n", info, lm.nfev);
printf("info, nfev, njev : %d, %d, %d\n", info, solver.nfev, solver.njev);
printf("info, nfev : %d, %d\n", info, solver.nfev);
@@ -1843,5 +1842,10 @@ void test_NonLinearOptimization()
printf("x[3] : %.32g\n", x[3]);
printf("fvec.blueNorm() : %.32g\n", solver.fvec.blueNorm());
printf("fvec.blueNorm() : %.32g\n", lm.fvec.blueNorm());
printf("info, nfev, njev : %d, %d, %d\n", info, lm.nfev, lm.njev);
printf("fvec.blueNorm() : %.32g\n", lm.fvec.blueNorm());
printf("fvec.squaredNorm() : %.32g\n", lm.fvec.squaredNorm());
std::cout << x << std::endl;
*/